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Encyclopedia > Mathematical statistics

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,

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,

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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Mathematics and Statistics (297 words)
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