Mathematical Statistics

Mathematical statistics is the application of mathematics to statistics, which was originally conceived as the science of the state — the collection and analysis of facts about a country: its economy, land, military, population, and so forth. Mathematical techniques which are used for this include mathematical analysis, linear algebra, , differential equations, and measure-theoretic probability theory.

Statistical science is concerned with the planning of studies, especially with the design of randomized experiments and with the planning of surveys using random sampling. The initial analysis of the data from properly randomized studies often follows the study protocol.

Of course, the data from a randomized study can be analyzed to consider secondary hypotheses or to suggest new ideas. A secondary analysis of the data from a planned study uses tools from data analysis.

Data analysis is divided into:

While the tools of data analysis work best on data from randomized studies, they are also applied to other kinds of data --- for example, from natural experiments and observational studies, in which case the inference is dependent on the model chosen by the statistician, and so subjective.

Mathematical statistics has been inspired by and has extended many options in applied statistics.

The following are some of the important topics in mathematical statistics:

A probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference. Examples are found in experiments whose sample space is non-numerical, where the distribution would be a categorical distribution; experiments whose sample space is encoded by discrete random variables, where the distribution can be specified by a probability mass function; and experiments with sample spaces encoded by continuous random variables, where the distribution can be specified by a probability density function. More complex experiments, such as those involving defined in continuous time, may demand the use of more general probability measures.

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