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statistical inference : ウィキペディア英語版
statistical inference

Statistical inference is the process of deducing properties of an underlying distribution by analysis of data.〔Upton, G., Cook, I. (2008) ''Oxford Dictionary of Statistics'', OUP. ISBN 978-0-19-954145-4〕 Inferential statistical analysis infers properties about a population: this includes testing hypotheses and deriving estimates. The population is assumed to be larger than the observed data set; in other words, the observed data is assumed to be sampled from a larger population.
Inferential statistics can be contrasted with descriptive statistics. Descriptive statistics is solely concerned with properties of the observed data, and does not assume that the data came from a larger population.
==Introduction==
Statistical inference makes propositions about a population, using data drawn from the population with some form of sampling. Given a hypothesis about a population, for which we wish to draw inferences, statistical inference consists of (firstly) selecting a statistical model of the process that generates the data and (secondly) deducing propositions from the model.
Konishi & Kitagawa state, "The majority of the problems in statistical inference can be considered to be problems related to statistical modeling".〔Konishi & Kitagawa (2008), p.75〕 Relatedly, Sir David Cox has said, "How () translation from subject-matter problem to statistical model is done is often the most critical part of an analysis".〔Cox (2006), p.197〕
The conclusion of a statistical inference is a statistical proposition. Some common forms of statistical proposition are the following:
* a point estimate, i.e. a particular value that best approximates some parameter of interest;
* an interval estimate, e.g. a confidence interval (or set estimate), i.e. an interval constructed using a dataset drawn from a population so that, under repeated sampling of such datasets, such intervals would contain the true parameter value with the probability at the stated confidence level;
* a credible interval, i.e. a set of values containing, for example, 95% of posterior belief;
* rejection of a hypothesis;〔According to Peirce, acceptance means that inquiry on this question ceases for the time being. In science, all scientific theories are revisable〕
* clustering or classification of data points into groups.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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