
Chapter 2
Probability and Statistics Overview
The theory of probability and statistics is an essential mathematical tool in
the for mulation of inverse problems, in the development of subsequent analysis
and approaches to statistical hypothesis testing and model selection criteria,
and in the study of uncertainty propagation in dynamic s ystems. Our cover-
age of these fundamental and important topics is brief and limited in scope.
Indeed, we provide in this section a few definitions and basic concepts in the
theory of probability and statistics that a re essential for the understanding of
estimators, confidence intervals, model selection criteria and ...