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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Unknown parameters<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 />
In many real-life problems, important parameters are unknown.<br />
Note: In this context, unknown does NOT mean r<strong>and</strong>om!<br />
Example: what is the average height <strong>of</strong> an American woman?<br />
Partial answer: It’s some number, say µ, which we can only<br />
determ<strong>in</strong>e by measur<strong>in</strong>g every American woman <strong>and</strong> then<br />
tak<strong>in</strong>g an average.<br />
Not reasonable for most us (aside from US Census Bureau) to<br />
gather this data!