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Basic Principles of Statistical Inference

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Basic Principles of Statistical InferenceKosuke ImaiDepartment of PoliticsPrinceton UniversityPOL572 Quantitative Analysis IISpring 2016Kosuke Imai (Princeton) Basic PrinciplesPOL572Spring 20161 / 66What is Statistics?Relatively new disciplineScientific revolution in the 20th centuryData and computing revolutions in the 21st centuryThe world is stochastic rather than deterministicProbability theory used to model stochastic eventsStatistical Inference : Learning about what we do not observe(parameters) using what we observe (data)Without statistics: wild guessWith statistics:principled guess1assumptions2formal properties3measure of uncertaintyKosuke Imai (Princeton) Basic PrinciplesPOL572Spring 20162 / 66Three Modes of Statistical Inference1Descriptive Inference .

Three Modes of Statistical Inference 1 Descriptive Inference: summarizing and exploring data Inferring “ideal points” from rollcall votes Inferring “topics” from texts and speeches Inferring “social networks” from surveys 2 Predictive Inference: forecasting out-of-sample data points Inferring future state failures from past failures

  Statistical, Inference, Of statistical inference

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