By the end of this course, you will be able to:
- you will have understood that there is no magic algorithm that would solve problems such as
than those mentioned below;
- you will be able to question the specialist in the field treated to develop a model linking the quantities to be estimated
to the quantities observed;
- you will be able to develop an estimation algorithm allowing you to reconstruct the quantities to be estimated from
observed quantities.
Description
In everyday life, we are confronted with the intervention of chance:
- we do not always spend the same time between our home and our place of work;
- a heavy smoker will or will not develop cancer;
- the fishing is not always good.
Such phenomena are said to be random, or stochastic. Quantifying them naturally leads to using the theory of probabilities.
In the example of smoking, imagine that the doctor does not trust his patient's statements about his cigarette consumption. He decides to measure the blood nicotine level by the medical analysis laboratory. Probability theory offers us tools to quantify the stochastic link between the number of cigarettes per day and the rate…
