Ruka hadi maudhui
The Lumenary
Shahada ya kwanza (mwanzo)Probability & StatisticsImepangwa

Statistical inference

Estimators and their properties, likelihood and maximum likelihood, confidence intervals, hypothesis tests and p-values, linear regression, and an introduction to Bayesian inference.

math.prob.statistics

Somo la mada hii bado halijaandikwa. Muhtasari ulio hapa chini ni sehemu ya ramani ya mtaala na haujakaguliwa.

Inajengwa juu ya

Masharti ya awali ya lazima 45 (hadi chini kabisa)

Utajifunza

  • Derive maximum likelihood estimators and assess their bias and variance.
  • Construct confidence intervals and perform hypothesis tests, interpreting p-values correctly.
  • Fit linear regression models and check their assumptions using residuals.

Fasili

  • An estimator is a function of the data used to estimate an unknown parameter.
  • A p-value is the probability, computed assuming the null hypothesis, of a result at least as extreme as the one observed.
  • The likelihood L(θ) is the probability or density of the observed data, regarded as a function of the parameter θ.

Nadharia

  • For an independent sample from a population with mean μ and variance σ², the sample mean is unbiased for μ and has variance σ²/n.
  • Least-squares regression coefficients satisfy the normal equations XᵀXβ = Xᵀy.
  • Performing many tests inflates the chance of false positives unless the analysis corrects for multiplicity.

Mawazo potofu ya kawaida

  • Reading a p-value as the probability that the null hypothesis is true.
  • Treating a non-significant result as proof that there is no effect.

Ugunduzi wa hiari

Njia za kujifunza

Usomaji zaidi

  • George Casella and Roger L. Berger, Statistical Inference
  • Larry Wasserman, All of Statistics (2004)