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Distributions, in plain language
Normal, Binomial, and Poisson distributions. Distributions connect data-generating assumptions to estimators, likelihoods, simulations, confidence intervals, and generative models.
For a small example, two sets share mean 5 but have very different variability. Plot both, calculate variance, and notice why one number cannot describe shape. This is the mechanism to keep in view as the lesson becomes more technical. Before moving on, identify the input, transformation, output, and one observation that would falsify your conclusion.
Key points
- PMFs, PDFs, CDFs, quantiles, moments, and support.
- Bernoulli, binomial, categorical, Poisson, uniform, Gaussian, and exponential families.
- Sampling distributions, law of large numbers, and central limit theorem.