Statistical inference

2017-07-31T10:43:33+03:00[Europe/Moscow] en true Interval estimation, Confidence interval, Decision theory, Estimation theory, Multiple comparisons problem, Anna Karenina principle, Tolerance interval, Credible interval, Confidence distribution, False coverage rate, Confidence region, Regression validation, Prediction interval flashcards Statistical inference
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  • Interval estimation
    In statistics, interval estimation is the use of sample data to calculate an interval of possible (or probable) values of an unknown population parameter, in contrast to point estimation, which is a single number.
  • Confidence interval
    In statistics, a confidence interval (CI) is a type of interval estimate of a population parameter.
  • Decision theory
    Decision theory (or the theory of choice) is the study of the reasoning underlying an agent's choices.
  • Estimation theory
    Estimation theory is a branch of statistics that deals with estimating the values of parameters based on measured empirical data that has a random component.
  • Multiple comparisons problem
    In statistics, the multiple comparisons, multiplicity or multiple testing problem occurs when one considers a set of statistical inferences simultaneously or infers a subset of parameters selected based on the observed values.
  • Anna Karenina principle
    The Anna Karenina principle describes an endeavor in which a deficiency in any one of a number of factors dooms it to failure.
  • Tolerance interval
    A tolerance interval is a statistical interval within which, with some confidence level, a specified proportion of a sampled population falls.
  • Credible interval
    In Bayesian statistics, a credible interval is an interval in the domain of a posterior probability distribution or predictive distribution used for interval estimation.
  • Confidence distribution
    In statistical inference, the concept of a confidence distribution (CD) has often been loosely referred to as a distribution function on the parameter space that can represent confidence intervals of all levels for a parameter of interest.
  • False coverage rate
    In statistics, a false coverage rate (FCR) is the average rate of false coverage, i.
  • Confidence region
    In statistics, a confidence region is a multi-dimensional generalization of a confidence interval.
  • Regression validation
    In statistics, regression validation is the process of deciding whether the numerical results quantifying hypothesized relationships between variables, obtained from regression analysis, are acceptable as descriptions of the data.
  • Prediction interval
    In statistical inference, specifically predictive inference, a prediction interval is an estimate of an interval in which future observations will fall, with a certain probability, given what has already been observed.