sannsynlighetsskattning
Probability estimation, also known as sannsynlighetsskattning in Norwegian contexts, is the statistical task of inferring probabilities or probability distributions from observed data. It covers estimating the probability of events, parameters of probabilistic models, and whole distributional shapes.
In frequentist approaches, estimation aims to produce point estimates and interval estimates that reflect sampling variability.
In Bayesian inference, estimation uses prior information combined with data to form a posterior distribution over
Key considerations include bias, variance, consistency, and efficiency, as well as model misspecification and overfitting. Computational
Applications span finance, meteorology, medicine, engineering, and machine learning. Sannsynlighetsskattning provides the quantitative basis for decision-making