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Basic Principles of Statistical Inference

Basic Principles of Statistical InferenceKosuke ImaiDepartment of PoliticsPrinceton UniversityPOL572 Quantitative Analysis IISpring 2016 Kosuke Imai (Princeton) Basic PrinciplesPOL572 Spring 20161 / 66 What 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 PrinciplesPOL572 Spring 20162 / 66 Three Modes of Statistical Inference1 Descriptive Inference : summarizing and exploring dataInferring ideal points from rollcall votesInferring topics from texts and speechesInferring social networks from surveys2 Predictive Inference : forecasting out-of-sample data pointsInferring future state failures from past failuresInferring population average turnout from a sample of votersInferring individual level behavior from aggregate data3 Causal Inference .

Basic Principles of Statistical Inference Kosuke Imai Department of Politics Princeton University POL572 Quantitative Analysis II Spring 2016 Kosuke Imai (Princeton) Basic Principles POL572 Spring 2016 1 / 66

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