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Encyclopedia > Mathematical statistics

Updated 1189 days 14 hours 50 minutes ago.

Mathematical statistics uses probability theory and other branches of mathematics to study statistics from a purely mathematical standpoint.


Thus, for example, a random sample is denoted by a sequence of random variables,

X_1, X_2, \ldots, X_n\,\!

each following a certain probability distribution (usually they are considered independent and identically distributed). The sample mean is expressed as a function of those variables,

\bar{X} = {1\over n} \sum_{i=1}^n X_i\,\!

and is therefore itself a random variable with a distribution.


By proceeding in this fashion, mathematical statistics attempts to provide a theoretical basis for many practices in applied statistics.


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