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1、AnIntroductiontoStatisticalInferenceandItsApplicationswithRMichaelW.TrossetDepartmentofStatisticsIndianaUniversityNovember10,2008Iofdicepossessthescienceandinnumbersthusamskilled.FromTheStoryofNala,thethirdbookoftheIndianepicMah′abarata.1ThisbookisdedicatedtoRichardA
2、.Tapia,myteacher,mentor,collaborator,andfriend.1TranslatedbyH.Milmanin1860.QuotedbyIanHackinginTheEmergenceofProbability,CambridgeUniversityPress,1975,page7.Contents1Experiments71.1Examples.............................71.1.1SpinningaPenny.....................81.1.2Th
3、eSpeedofLight....................91.1.3TermiteForagingBehavior...............111.2Randomization..........................141.3TheImportanceofProbability.................171.4GamesofChance.........................191.5Exercises.............................242Mathemati
4、calPreliminaries272.1Sets................................272.2Counting.............................312.3Functions.............................382.4Limits...............................392.5Exercises.............................403Probability453.1InterpretationsofProb
5、ability..................453.2AxiomsofProbability......................463.3FiniteSampleSpaces.......................553.4ConditionalProbability.....................603.5RandomVariables........................723.6CaseStudy:PadrollinginMiltonMurayama’sAllIaskingforis
6、mybody...........................803.7Exercises.............................8512CONTENTS4DiscreteRandomVariables934.1BasicConcepts..........................934.2Examples.............................944.3Expectation............................1004.4BinomialDistributio
7、ns......................1104.5Exercises.............................1155ContinuousRandomVariables1215.1AMotivatingExample......................1215.2BasicConcepts..........................1255.3ElementaryExamples......................1285.4NormalDistributions........
8、...............1325.5NormalSamplingDistributions.................1365.6Exercises.............................1416QuantifyingPopulat
