Scribd
Upload
8 views2 pages

Statistical Inference Essentials PDF

The document outlines essential concepts for statistical inference, including basic probability, random variables, and distributions. It covers key topics such as expectation, variance, common distributions like binomial and normal, and the Central Limit Theorem. These concepts are foundational for hypothesis testing and statistical analysis.

Uploaded by

painulividhi926
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
8 views2 pages

Statistical Inference Essentials PDF

The document outlines essential concepts for statistical inference, including basic probability, random variables, and distributions. It covers key topics such as expectation, variance, common distributions like binomial and normal, and the Central Limit Theorem. These concepts are foundational for hypothesis testing and statistical analysis.

Uploaded by

painulividhi926
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Crash Course PDF: Semester II Essentials for Statistical Inference

1. Basic Probability Concepts

- Sample Space and Events: All possible outcomes of an experiment.

- Types of Events: Independent, mutually exclusive, exhaustive.

- Classical Probability: P(E) = favorable outcomes / total outcomes.

- Axiomatic Probability: Based on Kolmogorov's axioms.

- Conditional Probability: P(A|B) = P(A and B) / P(B), if P(B) > 0.

- Bayes' Theorem: P(A|B) = [P(B|A) * P(A)] / P(B)

2. Random Variables and Distributions

- Random Variable: A function assigning a number to each outcome in the sample space.

- Discrete Random Variables: Finite or countable values (e.g., Binomial, Poisson).

- Continuous Random Variables: Infinite values in a range (e.g., Normal).

- pmf: Probability mass function, for discrete variables.

- pdf: Probability density function, for continuous variables.

- cdf: Cumulative distribution function.

3. Expectation and Variance

- Expectation (Mean): E(X) = [x * P(x)] for discrete, or x f(x) dx for continuous.

- Variance: Var(X) = E(X^2) - [E(X)]^2

- Standard Deviation: Square root of variance.

- Linearity of Expectation: E(aX + b) = aE(X) + b


Crash Course PDF: Semester II Essentials for Statistical Inference

4. Common Distributions

- Binomial Distribution: n trials, p probability. Mean = np, Var = np(1-p)

- Poisson Distribution: Rare events. Mean = , Var =

- Normal Distribution: Bell-shaped curve. Mean = , Var = 2

- Applications: Used in hypothesis testing, sampling, and inference.

5. Central Limit Theorem (CLT)

- States that the sampling distribution of the sample mean approaches a normal distribution as the sample

size increases (n 30).

- Even if the original population is not normal, sample means will tend to be normal.

- Important for estimation and hypothesis testing.

You might also like