CLODAGH NOTE

Section Review Rules of probability, Bayes’ rule Distribution: conditional, joint, marginal Maximum likelihood estimation Note the distinction between probability and statistics Probability : we’re given the parameteres, we want to study the distributions Statistics : We’re given the data, we want to estimate the parameters (and also, test hypotheses) Point Estimates when doing MLE, we end up wi..

CDFs and Percentiles CDF(cumulative Distribution Function) CDF X = random variable $F(x) = P(X\le x)$, $F(x) = P(X\le x ) = \int_{-\infty}^{x} f(t)dt$ PDF $f(x) = dF(x) / dx$ CDF Shape is aways 0 at -infinity and 1 at infinity non-decreasing(since p(x) is non-negative) Inverse CDF Percent point function (percentile) F(X) = probability that X is less than or equal to x F-1(p) = what value of x wo..