Overview of basic concepts in Statistics and Probability - SAMSI
Overview of basic concepts in Statistics and Probability - SAMSI
Overview of basic concepts in Statistics and Probability - SAMSI
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Distribution functions<br />
<strong>Overview</strong> <strong>of</strong><br />
<strong>basic</strong> <strong>concepts</strong><br />
<strong>in</strong> <strong>Statistics</strong><br />
<strong>and</strong><br />
<strong>Probability</strong><br />
Avanti<br />
Athreya<br />
Prelim<strong>in</strong>aries<br />
Important<br />
distributions,<br />
scal<strong>in</strong>g laws,<br />
<strong>and</strong> the CLT<br />
Parametric<br />
estimation <strong>and</strong><br />
hypothesis<br />
test<strong>in</strong>g<br />
Let X denote a r<strong>and</strong>om variable <strong>and</strong> x a particular value that<br />
X might assume.<br />
We def<strong>in</strong>e the cumulative distribution function <strong>of</strong> X F(x) as<br />
F(x) = P (X ≤ x).<br />
If X can only assume discretely many values, we def<strong>in</strong>e the<br />
probability mass function p(x) as<br />
p(x) = P(X = x).
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