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A basic feature of statistical inference is that the conditions it is based on contain random observation data. Probability theory takes random phenomena as the research object and is the theoretical basis of statistical inference.
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In mathematical statistics, the problem of statistical inference is often manifested in the following forms: the problem studied has a definite population, and its overall distribution is unknown or partially unknown, and some conclusions related to the unknown distribution are drawn through the samples (observation data) extracted from the population. For example, the height of a group of people constitutes a whole, and it is generally believed that the height obeys a normal distribution, but the average value of this whole is unknown. Randomly select some people to measure their height, and use these data to estimate the average height of this group of people. This is a form of statistical inference, that is, parameter estimation. If the question of interest is "Does the average height exceed 1.7 (m)", it is necessary to test whether this proposition is true through samples, which is also a form of reasoning, that is, hypothesis testing. Because statistical inference infers the whole (population) from parts (samples), it cannot infer the whole from samples, and its conclusion should be expressed in the form of probability. The purpose of statistical inference is to use the basic assumptions of the problem and the information contained in the observation data to make as accurate and reliable a conclusion as possible.
Statistical inference is to extract some samples from the population, and then make a scientific judgment on the population through reasonable analysis of the random data obtained from the extracted part. It is accompanied by a certain probability of speculation, and its characteristics are: the population is inferred from the sample, and statistical inference is the core part of mathematical statistics. The basic problems of statistical inference can be divided into two categories: one is parameter estimation; The other is hypothesis testing.