Article | REF: R250 V1

Estimators and hypothesis testing

Author: Jacques POIRIER

Publication date: July 10, 1992, Review date: August 18, 2022

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AUTHOR

  • Jacques POIRIER: Engineer from École Centrale de Paris – Doctor Engineer - Chargé de mission to the Permanent Secretaries of the Académie des Sciences - Advisor to the Director of Nuclear Reactors at the French Atomic Energy Commission (CEA) - Lecturer at the Conservatoire National des Arts et Métiers

 INTRODUCTION

Very often, the information the engineer has to process concerns a random variable, for which he or she has no theoretical element enabling him or her to determine a priori – by reasoning alone – the mathematical expectation or standard deviation.

From then on, he will have to rely on the notion of estimator, built from necessarily partial test results, and on the formulation of "hypotheses" that statistical analysis will lead him to reject or not. All the decisions he makes using these tools will be accompanied by a clearly quantified – consenti –risk.

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Estimators and hypothesis testing