Statistical Inference AMS 132
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This 10 page Class Notes was uploaded by Milton Sawayn DVM on Monday September 7, 2015. The Class Notes belongs to AMS 132 at University of California - Santa Cruz taught by Staff in Fall. Since its upload, it has received 39 views. For similar materials see /class/182150/ams-132-university-of-california-santa-cruz in Applied Math And Statistics at University of California - Santa Cruz.
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Date Created: 09/07/15
Introductory lecture Statistical Inference AMS132 What this course is So far AMS iS i Now AMS132 x I 6 x 6 p p Unknowquot Known Known Unknown What is the number of If 3 heads out of 6 heads in 6 tosses of tosses what is the a fair coin probability of head What this course is An inference course Estimation what is the value or a reasonable set of values for the parameter Testing is the value of the parameter consistent with some theory Prediction how will a future observation look like More like AMS 131 A melting pot of ideas there is NOT one single correct procedurelllll Estimation How does the lifetime of an electronic component behave What is the trend in global temperature What is the volatility variability in the SampP500 Prediction What will the sea temperature be in 30 years What will the value of the 8amp P500 be tomorrow In some cases it is hard to see the difference between estimation and prediction see the lifetime example in the previous slide Testing convicting criminals mustache and a blond girl with hair in a ponytail Witnesses said they drove off in a partly ye ow car Malcolm and Janet Collins were arrested He was black black and though clean il They drove a partly yellow Lincoln What would you argue if you were the accuser What if you were the defense Reproduced from Grinstead C M and Snell J L Introduction to Probability 2nd Revised Edition American Mathematical Association Some extra info Man with mustache 14 Girls with blond hair 13 Girl with ponytail 110 Black man with beard 110 Interracial couple in a car 11000 Partly yellow car 110 Total assuming indep 112000000 Discovering the Higgs bosom Let X be the rate of energy emission X P0isson6 A Background Higgs rate known in uence Is A gt 0 If so what is the value of A gt Mass of Higgs bosom What this course is NOT A modeling course We will take the likelihood and priors for granted No model criticism A course on any specific class of models although we will frequently use Gaussian distributions A course in computational tools Structure of the course Review of basic probability establish common language Point estimation techniques MOM MLE Bayes Interval estimation Brief detour through prediction both frequentist and Bayesian Hypothesis testing