A variable that takes on various values according to certain probability laws is called a random variable. For example, n samples x 1 , ..., x n taken randomly from a population are n random variables that follow the population distribution. A small number of indices made from x 1 , ..., x n , etc., are used for statistical inference. A function of the random variable x i that does not contain unknown parameters, such as S , is called a statistic. A statistic is also a random variable, and its probability distribution is derived from the distribution of the original random variable. Source: Heibonsha World Encyclopedia, 2nd Edition Information |
ある一定の確率法則に従っていろいろな値をとる変数を確率変数という。たとえば,母集団から無作為にとったn個の標本x1,……,xnは母集団分布に従うn個の確率変数である。統計的推測には,など,x1,……,xnから作った少数の指標が用いられる。この,Sのように確率変数xiの関数で未知パラメーターを含まないものを統計量と呼ぶ。統計量もまた一つの確率変数であって,その確率分布は元の確率変数の分布から導かれる。
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