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Statistical Identification of Error Structures

In: The Mathematics of Errors

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  • Nicolas Bouleau

    (École des Ponts ParisTech)

Abstract

Depending on the situation, an error structure is attached to a probability space that is either given or known by statistical means. The probability space is a given when the model involves physical laws or games of chance (finance) which are taken as hypotheses from which one tries to draw consequences including sensitivities as a function of parameters. It is drawn from experiment by statistics if the aim is to model natural or social phenomena that can only be apprehended empirically.

Suggested Citation

  • Nicolas Bouleau, 2021. "Statistical Identification of Error Structures," Springer Books, in: The Mathematics of Errors, chapter 0, pages 283-293, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-88575-5_12
    DOI: 10.1007/978-3-030-88575-5_12
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