Probability theory MOC

Statistic

A statistic is a function of the elements of a Random sample, that is it is a multi-transform on a collection of independent and identically distributed random variables. This aligns with the informal conception of the statistic as information about a random sample which does not depend on any unknown parameters of the underlying model.

Often statistics are used to gain information about the configuration of an underlying probability model, in which case they are called estimators of a parameter.

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