A. Estimation Theory

The first part of this book has focused exclusively on probability theory. Although probability is a fascinating subject in its own right, its importance in the modern world stems from its application to statistics and machine learning. A fundamental problem of statistics and machine learning is the estimation (a.k.a. learning) of parameters from data. This unit provides an introduction to the theory of estimation, highlighting how the probability tools developed in the first part can be used to tackle estimation problems.