Statistical inference

著者: Tim Bedford, Roger Cooke - Cambridge University Press eBooks 2001 被引用: 725

The general problem of statistical inference is one in which, given observations of some random phenomenon, we try to make an inference about the probability distribution describing it. Much of statistics is devoted to the problem of inference. Usually we will suppose that the distribution is one of a family of distributions f(t|θ) parameterized by θ, and we try to make an assessment of the likely values taken by θ. An example is the exponential distribution f(t|λ) = λ exp(−λt), but also the joint distribution of n independent samples from the same exponential, f(t1, …, tn|λ) = λn exp(−λ(t1 + … + tn)), falls into the same category and is relevant when making inference on the basis of n independent samples.