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statistics

Statistics

Statistics

This entry (apart from a few remarks) will be mainly about general statistics and mathematical statistics. For more about physical applications in statistical mechanics and probabilistic interpretation of quantum mechanics, see there. There is also a technical notion of statistic (singular).

Idea

Statistics studies the analysis of collections of random or sample data, and the probabilistic likelihood of various inferences on the basis of these data, as well as the mathematical regularities in large ensembles of occurrences of such data.

In physics, statistics also pertains to the behaviour of large ensembles of particles. For identical particles, this is the subject of particle statistics and for general systems the subject of statistical mechanics.

Mathematical statistics is based on probability theory. Most of the standard formalism uses measure theory as used in probability. Statistical mechanics in addition heavily uses ergodic theory.

Definitions

A statistical model is a measurable function P:ΘΔ(X)P : \Theta \to \Delta(X), where XX and Θ\Theta are measurable spaces and Δ(X)\Delta(X) is the simplex of probability measures over XX.

To do

statistical methods

Literature

category: probability, physics

Last revised on October 3, 2018 at 15:14:10. See the history of this page for a list of all contributions to it.