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Learn VEE Mathematical Stats 1 1.2 1.2.0 Overview

Overview

A statistic is a function of the variables observed from a sample. In probability terminology, a statistic is a
random variable; the distribution of a statistic is called a sampling distribution. Statistical inference revolves
around the use of probability to shed light on observed data from a sample.

The rest of this subsection will discuss three distributions that are foundational to statistical inference.

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