Face-to-face , first term, 45 hours of theory and 22,5 hours of exercises.

First term
Thursday from 10:45 to 12:45 at 109 Marais 101
Friday from 08:30 to 10:30 at 109 Marais 101

The lectures and tutorials are given in French; the syllabus and exercise book are also written in French.

Statistical techniques are used in many fields, especially in Economy. These techniques play an important role in achieving the objectives of each practical problem that is set. This course will study the theory behind this methodology.

The aim of the course is to introduce fundamental concepts that will allow us to understand and formulate a problem of statistical inference; in other words, we will answer the question “How can we learn through observation?”. Therefore, we will seek to provide the tools that will enable us to find solutions to the most standard statistical problems (in its classical approach).

This methodological course aims to prepare the students for other courses requiring the understanding of statistical concepts (for instance the Econometrics course, Data Analysing, Gambling Theory, etc). These are courses the students will take at a later time, mostly in the BAC 3, Management or Economics Masters' programmes.

By the end of the 45 hours of the course, the students should master these fundamental statistical concepts (sampling, punctual estimation, estimation by intervals and estimation through hypothesis tests). What's more, these concepts will have been illustrated in the following classic applications: ANOVA, linear regression, Chi-square tests.

The aim of the course is not to shape the students into future statisticians, but to provide them with a training that gives them a thorough understanding, both technical and intuitive, of (fundamental) Statistical Analysis. They should develop a healthy statistical reasoning, that is to say they should be discerning, formulate their interrogations, show their surprise while reading a study that uses these inferential statistical methods.

For the Bachelor in Economics and Management :

None

Reminder on Probabilities:
• Bivariate random variables (Syllabus Chapter 4);


First Part: Statistical Inference
1) Sampling (Syllabus Chapter 5);
2) Punctual estimation (Syllabus Chapter 6);
3) Estimation through Maximum Likelihood Method (Syllabus Chapter 13);
4) Estimation by intervals (Syllabus Chapter 7);
5) Hypothesis tests (Syllabus Chapter 8);

Second Part: Applications
1) Variance Analysis (ANOVA1/ANOVA2) (Syllabus Chapter 9)
2) Linear adjustment (Syllabus Chapter 10)
3) Simple Linear regression (Syllabus Chapter 11)
4) Chi-Square Tests (multinomial Test, Adjustment Tests, Contingency Tables) (Syllabus Chapter 12).

a) The lecture is a systematic initiation to theoretical and methodological foundations of statistical analysis; it is accompanied by examples in the field of economy and management that aim to illustrate the theory. A special effort is made throughout the course to involve the students in the discovery and formulation of new statistical concepts and their applications. This active participation to the sessions should enable the students to fully benefit from the tutorials that complete the lecture and also to wholly engage in a research approach.

The course is supported by a syllabus.

b) Tutorials, provided by Mr A. Bitat, are based on a collection of exercises (in continuous development) available at the syllabus desk. Mr A. Bitat continues the teaching method started in BAC 1 for the Descriptive Statistics and Probabilities course. He will set reception hours that the students are invited to comply with.

c) Active attendance to lectures and tutorials is highly recommended; this will greatly improve chances of success. But
a personal work is also essential to pass the exam. Regular work (including solving exercises) is compulsory from the first week on. The students have to spent enough time for understanding deeply the course material and for achieving suffisant skills. So the personal work does'nt consist in learning by heart.

Other reference books, available at the Faculty library, will be proposed to the students, for additional information, for their more or less formalized aspect and/or their range of solved or unsolved exercises.

The written examination is held during the three exam sessions in the following manner: The whole exam lasts three hours. During the first part (1h30), the student will be assessed on his understanding of the course, requiring personal reflection on the entire subject matter. The second part (1h30) will be devoted to solving exercises. Each part counts for ½ of the final mark.

The students will be entitled to use a form, statistical tables and their calculator (not alphanumeric).

Remark:
This course outline is subject to change: Throughout the sessions, depending on the group dynamic with the students, and from year to year through improvements brought to the course.

- Wonnacott T. H. and R. J. Wonnacott, Statistique: Economie - Gestion - Sciences - Médecine (avec exercises d'application), Paris, Economica, 4ème ed. 2000.
- Wackerly D. D., Mendenhall W and R.L. Scheaffer, Mathematical Statistics with Applications, Duxbury Press, 7th ed., 2007.
- Mendenhall W, Beaver R. J. and B. M. Beaver, Introduction to Probability and Statistics, Duxbury Press, 14 ed. 2012.
- Mood A.M., Graybill F.A. and D.C. Boes, Introduction to the Theory of Statistics, Mc Graw Hill Ed., 1974. (http://www.colorado.edu/economics/morey/7818/MoodGraybillBoesBook/MGB3rdSearchable.pdf)
- Rohatgi V. K. and A. M. Md. Ehsanes Saleh, Introduction to probability and Statistics, Wiley-Interscience; 2d ed., 2000.
- Tribout B., Statistique pour Economistes et Gestionnaires, Pearson Education France, Édition : 2e éd., 2013.
- Rohatgi V. K. and A. M. Md. Ehsanes Saleh, An Introduction to Probability and Statistics, Wiley Series in Probability and Statistics, 3rd ed., 2015.

Support: A syllabus, an exercise book, a form, statistical tables.