Probability and Statistics for Computer Scientists, 2nd Edition

Chapter 9

Statistical Inference I

After taking a general look at the data, we are ready for more advanced and more informative statistical analysis.

In this chapter, we learn how

• to estimate parameters of the distribution. Methods of Chapter 8 mostly concern measure of location (mean, median, quantiles) and variability (variance, standard deviation, interquartile range). As we know, this does not cover all possible parameters, and thus, we still lack a general methodology of estimation.
• to construct confidence intervals. Any estimator, computed from a collected random sample instead of the whole population, is understood as only an approximation of the corresponding parameter. Instead of one estimator that is subject to a sampling error, it ...