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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!

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