June 2024
Intermediate to advanced
500 pages
14h 7m
English
Content preview from Probability Theory, 2nd Edition
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8 Mathematical statistics
8.1 Statistical models
8.1.1 Nonparametric statistical models
The main objective of Probability Theory is to describe and analyze random experiments by means of a suitable probability space . Here it is always assumed that the probability space is known, in particular, that the describing probability measure, , is identified.
Description of a random experiment and its properties by a probability space. The distribution of the outcomes is assumed to be known.
Mathematical Statistics deals mainly with the reverse question: one executes an experiment, that is, one draws a sample (e. g., one takes a series of measurements of an item or one questions several people), and, on the basis of the observed sample, ...
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