4.6 Theoretical (Probability) Distributions

  • Invented by mathematicians/statisticians
    • Q: What is the most famous one? Who invented it? Others?
  • Discrete and continuous probability distributions (see app)
    • Facilitate our work… why? What assumptions can we make?
  • Uni- and multivariate probability distributions (e.g. multivariate normal, What is the 3rd dimension in the graph?)
  • Frequentism/Frequentist inference
    • Any given experiment (dataset) can be considered as one of an infinite sequence of possible repetitions of the same experiment (datasets)
    • e.g. a sample we draw from a population can be considered as one of an infinite number of samples drawn from the same population
    • Sample → Calculate mean/regression coefficient → Sampling distribution of statistic \(\approx\) probability distribution
  • Are also simply data…