Statistical inference in the context of Probabilistic model

Inferences are steps in logical reasoning, moving from premises to logical consequences; etymologically, the word infer means to "carry forward". Inference is theoretically traditionally divided into deduction and induction, a distinction that in Europe dates at least to Aristotle (300s BC). Deduction is inference deriving logical conclusions from premises known or assumed to be true, with the laws of valid inference being studied in logic. Induction is inference from particular evidence to a universal conclusion. A third type of inference is sometimes distinguished, notably by Charles Sanders Peirce, contradistinguishing abduction from induction.

Various fields study how inference is done in practice. Human inference (i.e. how humans draw conclusions) is traditionally studied within the fields of logic, argumentation studies, and cognitive psychology; artificial intelligence researchers develop automated inference systems to emulate human inference. Statistical inference uses mathematics to draw conclusions in the presence of uncertainty. This generalizes deterministic reasoning, with the absence of uncertainty as a special case. Statistical inference uses quantitative or qualitative (categorical) data which may be subject to random variations.

In statistics, a population is a set of similar items or events which is of interest for some question or experiment. A statistical population can be a group of existing objects (e.g. the set of all stars within the Milky Way galaxy) or a hypothetical and potentially infinite group of objects conceived as a generalization from experience (e.g. the set of all possible hands in a game of poker). A population with finitely many values ${\displaystyle N}$ in the support of the population distribution is a finite population with population size ${\displaystyle N}$. A population with infinitely many values in the support is called infinite population.

A common aim of statistical analysis is to produce information about some chosen population.In statistical inference, a subset of the population (a statistical sample) is chosen to represent the population in a statistical analysis. Moreover, the statistical sample must be unbiased and accurately model the population. The ratio of the size of this statistical sample to the size of the population is called a sampling fraction. It is then possible to estimate the population parameters using the appropriate sample statistics.

Psychometrics is a field of study within psychology concerned with the theory and technique of measurement. Psychometrics generally covers specialized fields within psychology and education devoted to testing, measurement, assessment, and related activities. Psychometrics is concerned with the objective measurement of latent constructs that cannot be directly observed. Examples of latent constructs include intelligence, personality factors (e.g., introversion), mental disorders, and educational achievement. The levels of individuals on nonobservable latent variables are inferred through mathematical modeling based on what is observed from individuals' responses to items on tests and scales.

Practitioners are described as psychometricians, although not all who engage in psychometric research go by this title. Most psychometricians are psychologists with advanced graduate training in psychometrics and measurement theory. According to the Dictionary of Psychology a psychometrician "is an individual with a theoretical knowledge of measurement techniques who is qualified to develop, evaluate, and improve psychological tests." In addition to traditional academic institutions, psychometricians also work for organizations, such as Pearson and the Educational Testing Service as well as independent consultants. Some psychometric researchers focus on the construction and validation of assessment instruments, including surveys, scales, and open- or close-ended questionnaires. Others focus on research relating to measurement theory (e.g., item response theory, intraclass correlation) or specialize as learning and development professionals.

Population genetics is a subfield of genetics that deals with genetic differences within and among populations, and is a part of evolutionary biology. Studies in this branch of biology examine such phenomena as adaptation, speciation, and population structure.

Population genetics was a vital ingredient in the emergence of the modern evolutionary synthesis. Its primary founders were Sewall Wright, J. B. S. Haldane and Ronald Fisher, who also laid the foundations for the related discipline of quantitative genetics. Traditionally a highly mathematical discipline, modern population genetics encompasses theoretical, laboratory, and field work. Population genetic models are used both for statistical inference from DNA sequence data and for proof/disproof of concept.

A descriptive statistic (in the count noun sense) is a summary statistic that quantitatively describes or summarizes features from a collection of information, while descriptive statistics (in the mass noun sense) is the process of using and analysing those statistics. Descriptive statistics is distinguished from inferential statistics (or inductive statistics) by its aim to summarize a sample, rather than use the data to learn about the population that the sample of data is thought to represent. This generally means that descriptive statistics, unlike inferential statistics, is not developed on the basis of probability theory, and are frequently nonparametric statistics. Even when a data analysis draws its main conclusions using inferential statistics, descriptive statistics are generally also presented. For example, in papers reporting on human subjects, typically a table is included giving the overall sample size, sample sizes in important subgroups (e.g., for each treatment or exposure group), and demographic or clinical characteristics such as the average age, the proportion of subjects of each sex, the proportion of subjects with related co-morbidities, etc.

Some measures that are commonly used to describe a data set are measures of central tendency and measures of variability or dispersion. Measures of central tendency include the mean, median and mode, while measures of variability include the standard deviation (or variance), the minimum and maximum values of the variables, kurtosis and skewness.

A statistical model is a mathematical model that embodies a set of statistical assumptions concerning the generation of sample data (and similar data from a larger population). A statistical model represents, often in considerably idealized form, the data-generating process. When referring specifically to probabilities, the corresponding term is probabilistic model. All statistical hypothesis tests and all statistical estimators are derived via statistical models. More generally, statistical models are part of the foundation of statistical inference. A statistical model is usually specified as a mathematical relationship between one or more random variables and other non-random variables. As such, a statistical model is "a formal representation of a theory" (Herman Adèr quoting Kenneth Bollen).

Survey methodology is "the study of survey methods".As a field of applied statistics concentrating on human-research surveys, survey methodology studies the sampling of individual units from a population and associated techniques of survey data collection, such as questionnaire construction and methods for improving the number and accuracy of responses to surveys. Survey methodology targets instruments or procedures that ask one or more questions that may or may not be answered.

Researchers carry out statistical surveys with a view towards making statistical inferences about the population being studied; such inferences depend strongly on the survey questions used. Polls about public opinion, public-health surveys, market-research surveys, government surveys and censuses all exemplify quantitative research that uses survey methodology to answer questions about a population. Although censuses do not include a "sample", they do include other aspects of survey methodology, like questionnaires, interviewers, and non-response follow-up techniques. Surveys provide important information for all kinds of public-information and research fields, such as marketing research, psychology, health-care provision and sociology.

The theory of statistics provides a basis for the whole range of techniques, in both study design and data analysis, that are used within applications of statistics. The theory covers approaches to statistical-decision problems and to statistical inference, and the actions and deductions that satisfy the basic principles stated for these different approaches. Within a given approach, statistical theory gives ways of comparing statistical procedures; it can find the best possible procedure within a given context for given statistical problems, or can provide guidance on the choice between alternative procedures.

Apart from philosophical considerations about how to make statistical inferences and decisions, much of statistical theory consists of mathematical statistics, and is closely linked to probability theory, to utility theory, and to optimization.

In statistics, latent variables (from Latin: present participle of lateo 'lie hidden') are variables that can only be inferred indirectly through a mathematical model from other observable variables that can be directly observed or measured. Such latent variable models are used in many disciplines, including engineering, medicine, ecology, physics, machine learning/artificial intelligence, natural language processing, bioinformatics, chemometrics, demography, economics, management, political science, psychology and the social sciences.

Latent variables may correspond to aspects of physical reality. These could in principle be measured, but may not be for practical reasons. Among the earliest expressions of this idea is Francis Bacon's polemic the Novum Organum, itself a challenge to the more traditional logic expressed in Aristotle's Organon:

In statistics, data transformation is the application of a deterministic mathematical function to each point in a data set—that is, each data point z_i is replaced with the transformed value y_i = f(z_i), where f is a function. Transforms are usually applied so that the data appear to more closely meet the assumptions of a statistical inference procedure that is to be applied, or to improve the interpretability or appearance of graphs.

Nearly always, the function that is used to transform the data is invertible, and generally is continuous. The transformation is usually applied to a collection of comparable measurements. For example, if we are working with data on peoples' incomes in some currency unit, it would be common to transform each person's income value by the logarithm function.

Ulf Grenander (23 July 1923 – 12 May 2016) was a Swedish statistician and professor of applied mathematics at Brown University.

His early research was in probability theory, stochastic processes, time series analysis, and statistical theory (particularly the order-constrained estimation of cumulative distribution functions using his sieve estimator). In recent decades, Grenander contributed to computational statistics, image processing, pattern recognition, and artificial intelligence. He coined the term pattern theory to distinguish from pattern recognition.

In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of an assumed probability distribution, given some observed data. This is achieved by maximizing a likelihood function so that, under the assumed statistical model, the observed data is most probable. The point in the parameter space that maximizes the likelihood function is called the maximum likelihood estimate. The logic of maximum likelihood is both intuitive and flexible, and as such the method has become a dominant means of statistical inference.

If the likelihood function is differentiable, the derivative test for finding maxima can be applied. In some cases, the first-order conditions of the likelihood function can be solved analytically; for instance, the ordinary least squares estimator for a linear regression model maximizes the likelihood when the random errors are assumed to have normal distributions with the same variance.

Sample size determination or estimation is the act of choosing the number of observations or replicates to include in a statistical sample. The sample size is an important feature of any empirical study in which the goal is to make inferences about a population from a sample. In practice, the sample size used in a study is usually determined based on the cost, time, or convenience of collecting the data, and the need for it to offer sufficient statistical power. In complex studies, different sample sizes may be allocated, such as in stratified surveys or experimental designs with multiple treatment groups. In a census, data is sought for an entire population, hence the intended sample size is equal to the population. In experimental design, where a study may be divided into different treatment groups, there may be different sample sizes for each group.