Statistical inference

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You need to verify that the model hypothesis seems to be true. That's the hardest part, you will deal with estimators, likelihood, tests, ...

Normal distribution

According to the Central limit theorem (Théorème de la limite centrale)

\[ X \sim \lim_{n \to +\infty} N(\mu, \frac{\sigma}{n}) \]

You will use this a lot, because some tests are only working if the distribution is following a normal distribution, so you'll usually test that your distribution is following a normal distribution.