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In this section, we will introduce three types of statistics inference methods: evaluating and comparing estimators, conducting hypothesis tests, and constructing confidence intervals. These methods can help us infer the characteristics of a given population, i.e., the true parameter θ. For brevity, we assume that the true parameter θ of a given population is a scalar value. It is straightforward to extend to the case where θ is a vector or a tensor, thus we omit it in our discussion.
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