410.20 a
Description: Estimate the distribution of a parameter with limited data in the world.
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#Statistics
Infer the probability distribution of a parameter from a finite number of data -> It is difficult to know exactly the true probability distribution, and approximate it.
If the structure and number of models change flexibly depending on the data, nonparametric
- A Representative example - Binary data -> Bernoulli distribution
- More than n discrete values -> category distribution
- Data value between 0 and 1 -> Beta distribution
- Data values above 0 -> Gamma distribution, Log normal distribution
- If the data has values throughout R -> Normal distribution Laplace distribution