Elements of Statistics

Laboratory LJK, Grenoble-Alpes University, Grenoble, France

Abstract

This chapter is devoted to two objectives. The first one is to answer the request expressed by attendees of the first Astrostatistics School (Annecy, October 2013) to be provided with an elementary vademecum of statistics that would facilitate understanding of the given courses. In this spirit we recall very basic notions, that is definitions and properties that we think sufficient to benefit from courses given in the Astrostatistical School. Thus we give briefly definitions and elementary properties on random variables and vectors, distributions, estimation and tests, maximum likelihood methodology. We intend to present basic ideas in a hopefully comprehensible way. We do not try to give a rigorous presentation, and due to the place devoted to this chapter, can cover only a rather limited field of statistics. The second aim is to focus on some statistical tools that are useful in classification: basic introduction to Bayesian statistics, maximum likelihood methodology, Gaussian vectors and Gaussian mixture models.