STATISTICS Course

Empiric

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Let's say you got a sample. If you are calculating the mean of the sample, we are saying that you calculated the empirical mean (moyenne empirique). This is because you used the values instead of the theory.

You got

  • empirical moments (mean, ...)
  • empirical quantiles
  • order statistic (statistiques de rang/d'ordre)
  • ...

The main idea is that you got a vector of size $n$ like $n$ observations and after the empiric estimation, you got a vector of size $1$. You may ask yourself, how much information did you lose? Because sometimes, you really lost a lot of information.