An Introduction to Probability and Statistics {#cha-introps}


This chapter has proved to be the hardest to write, by far. The trouble is that there is so much to say -- and so many people have already said it so much better than I could. When I get something I like I will release it here.

In the meantime, there is a lot of information already available to a person with an Internet connection. I recommend to start at Wikipedia, which is not a flawless resource but it has the main ideas with links to reputable sources.


Probability concerns randomness; its behavior, properties, and consequences. The common folklore is that probability has been around for millennia but did not gain the attention of mathematicians until approximately 1654 when the Chevalier de Mere had a question regarding the fair division of a game's payoff to the two players, supposing the game had to end prematurely.


Statistics concerns data; their collection, analysis, and interpretation. In this book we distinguish between two types of statistics: descriptive and inferential.

Descriptive statistics concerns the summarization of data. We have a data set and we would like to describe the data set in multiple ways. Usually this entails calculating numbers from the data, called descriptive measures, such as percentages, sums, averages, and so forth.

Inferential statistics does more. There is an inference associated with the data set, a conclusion drawn about the population from which the data originated.

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