ABSTRACT
Given a specific probability distribution, we can calculate the probabilities of various events. For example, knowing that Y ∼ Binomial(n = 100; p = 0.5), we can calculate P (40 ≤ Y ≤ 60). Roughly speaking, statistics is concerned with the opposite sort of problem. For example, knowing that Y ∼ Binomial(n = 100; p), where the value of p is unknown, and having observed Y = y (say y = 32), what can we say about p? The phrase statistical inference describes any procedure for extracting information about a probability distribution from an observed sample.
