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from Part III - Elements of Statistical Inference
Published online by Cambridge University Press: 22 July 2022
We consider an experiment that yields, as data, a sample of independent and identically distributed (real-valued) random variables with a common distribution on the real line. The estimation of the underlying mean and median is discussed at length, and bootstrap confidence intervals are constructed. Tests comparing the underlying distribution to a given distribution (e.g., the standard normal distribution) or a family of distribution (e.g., the normal family of distributions) are introduced. Censoring, which is very common in some clinical trials, is briefly discuss.
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