The Azimuth Project
Mathematical statistics

Contents

Idea

Mathematical statistics is about data analysis using different tools from mathematics like probability theory. The analyzed data is often assumed to exhibit some influence from Random processes.

One area where the use of mathematical statistics is of importance to Azimuth’s goals is in Earth sciences and Climate models, as a tool to enable an objective assessment of measurements, experiments and models. Another is decision theory.

Bayesian and frequentist approaches

These are the two major ‘philosophies’ which underlie two approaches to statistics.

Some relevant pages in Azimuth

Bayesian statistical decision theory

Hidden markov model

Importance sampling

Maximum likelihood estimator

Random process

Time series analysis

References

General

Mathematical statistics is a huge subject, and there is a multiplicity of textbooks. Any recommendation is therefore to be considered to be an example only.

Software

See R.

category: area of research