Abstract
Estimation of parameters is a central topic in statistics. In probability theory we study the distribution of random variables, assuming they follow certain distributions, and try to find out what is likely to happen and what is unlikely. Conversely, in statistics we observe data and try to find out which distribution generated the data. In the words of my colleague R.B. Fisher: “In probability, God gives us the parameters and we figure out what is going to happen. In statistics, things have already happened, and we are trying to figure out how God set the parameters.”
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Suggested Further Reading
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© 1997 Springer Science+Business Media New York
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Flury, B. (1997). Parameter Estimation. In: A First Course in Multivariate Statistics. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-2765-4_4
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DOI: https://doi.org/10.1007/978-1-4757-2765-4_4
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