{"title":"Fisherian Inference and Maximum Likelihood Estimation","authors":"B. Efron, T. Hastie","doi":"10.1017/CBO9781316576533.005","DOIUrl":"https://doi.org/10.1017/CBO9781316576533.005","url":null,"abstract":"","PeriodicalId":430973,"journal":{"name":"Computer Age Statistical Inference, Student Edition","volume":"25 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116530615","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Algorithms and Inference","authors":"B. Efron, T. Hastie","doi":"10.1017/CBO9781316576533.002","DOIUrl":"https://doi.org/10.1017/CBO9781316576533.002","url":null,"abstract":"Statistics is the science of learning from experience, particularly experience that arrives a little bit at a time: the successes and failures of a new experimental drug, the uncertain measurements of an asteroid's path toward earth. It may seem surprising that any one theory can cover such an amorphous target as \" learning from experience. \" In fact, there are two main statistical theories, Bayesianism and frequentism, whose connections and disagreements animate many of the succeeding chapters. First, however, we want to discuss a less philosophical, more operational division of labor that applies to both theories: between the algorithmic and inferential aspects of statistical analysis. The distinction begins with the most basic, and most popular, statistical method, averaging. Suppose we have observed numbers x 1 , x 2 ,. .. , x n applying to some phenomenon of interest, perhaps the automobile accident rates in the n = 50 states. The mean ¯ x = n i=1 x i /n (1.1) summarizes the results in a single number. How accurate is that number? The textbook answer is given in terms of the standard error, se = n i=1 (x i − ¯ x) 2 (n(n − 1)) 1/2. (1.2) Here averaging (1.1) is the algorithm, while the standard error provides an inference of the algorithm's accuracy. It is a surprising, and crucial, aspect of statistical theory that the same data that supplies an estimate can also assess its accuracy. 1 Of course, se (1.2) is itself an algorithm, which could be (and is) subject to further inferential analysis concerning its accuracy. The point is that the algorithm comes first 1 \" Inference \" concerns more than accuracy: speaking broadly, algorithms say what the statistician does while inference says why he or she does it.","PeriodicalId":430973,"journal":{"name":"Computer Age Statistical Inference, Student Edition","volume":"13 1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124126550","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}