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Postscript version of this page

STAT 801: Mathematical Statistics

Statistics versus Probability

Standard view of scientific inference has a set of theories which make predictions about the outcomes of an experiment:

Theory Prediction
A 1
B 2
C 3

Conduct experiment, see outcome 2: infer B is correct (or at least A and C are wrong).

Add Randomness

Theory Prediction
A Usually 1 sometimes 2 never 3
B Usually 2 sometimes 1 never 3
C Usually 3 sometimes 1 never 2

See outcome 2: infer Theory B probably correct, Theory A probably not correct, Theory C is wrong.

Probability Theory: construct table: compute likely outcomes of experiments.

Statistics: inverse process. Use table to draw inferences from outcome of experiment. How should we do it and how wrong are our inferences likely to be? Notice: hopeless task unless different theories make different predictions.

Start with Probability; switch after about 5 weeks to statistics.

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Richard Lockhart
2000-12-26