Lectures on Statistics in Theory: Prelude to Statistics in Practice.

Lectures on Statistics in Theory: Prelude to Statistics in Practice.
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统计理论讲座:统计实践的前奏。

DOI:
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发表时间:
2018
期刊:
影响因子:
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通讯作者:
R. Cousins
R. Cousins
中科院分区:
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文献类型:
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作者:
R. Cousins

文献摘要

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这是一篇关于“统计学”的讲座,从2009年欧洲核子研究中心的强子对撞机物理暑期学校到即将到来的2018年费米实验室的学校。重点是基础,用简单的例子来说明在专业统计文献中仍有争议的观点。讨论了区间估计的三种主要方法(内曼置信度、贝叶斯和似然比),并对有无干扰参数进行了详细的比较。假设检验主要从频率论的角度讨论,并指向贝叶斯文献。强调了各种基本问题,包括条件原则和似然原则。
This is a writeup of lectures on "statistics" that have evolved from the 2009 Hadron Collider Physics Summer School at CERN to the forthcoming 2018 school at Fermilab. The emphasis is on foundations, using simple examples to illustrate the points that are still debated in the professional statistics literature. The three main approaches to interval estimation (Neyman confidence, Bayesian, likelihood ratio) are discussed and compared in detail, with and without nuisance parameters. Hypothesis testing is discussed mainly from the frequentist point of view, with pointers to the Bayesian literature. Various foundational issues are emphasized, including the conditionality principle and the likelihood principle.