
A
Appendix
A.1 Basic statistical concepts
This section describes basic statistical concepts used in this book, except for
Bayesian analysis. A statistical analysis starts from data and the model from
which the data are genera ted. In a parametric mode l there are unknown pa-
rameters to be estimated. Often not all parameters are of interest and some
are nuisance parameters. We use the data to estima te the parameters, hence
parameter estimates are functions of the data. A function of data independent
of any unknown parameter is c alled a s tatistic. A parameter estimate
ˆ
θ that
on average equa ls the true value, i.e., E(
ˆ
θ) = θ, is an unbiased estimate. ...