1

Within statistics, I have heard that almost all analysis can be broken into two general classes:

  • Prediction : E.g. Statistical Modelling, Machine Learning
  • Inference

I have seen the term "inference" being used to describe the following:

  • Inferring the parameters of an unknown probability distribution.
  • Inferring the independent, actual effect of a particular phenomenon.
  • Making inferences about a population are made based on certain statistics calculated from a sample of data drawn from that population.

My Question: Although this is more of a pedantic issue - but in the above three points, is there anything stopping you from replacing "inference" with "prediction"? For example:

  • Predicting the parameters of an unknown probability distribution.
  • Predicting the independent, actual effect of a particular phenomenon.
  • Making predictions about a population are made based on certain statistics calculated from a sample of data drawn from that population.

Can someone please comment on this?

Thanks!

Tim
  • 108,699
  • 20
  • 212
  • 390
stats_noob
  • 5,882
  • 1
  • 21
  • 42
  • 1
    Inference is more than point estimation. It includes the calculation of confidence intervals or hypothesis testing. – Michael M Dec 31 '21 at 07:57
  • Inference and prediction are different goals, read here https://stats.stackexchange.com/questions/342360/minimizing-bias-in-explanatory-modeling-why-galit-shmuelis-to-explain-or-to/486140#486140 – markowitz Dec 31 '21 at 12:05

1 Answers1

3

Words have specific meaning in their domains. You can tell your friend that you have a "flu" meaning by this running nose and sore throat, but for a physician flu is a specific disease. Same, if you are talking with your aunt, you may tell her that your job is "predicting" things, but if you want to communicate with statisticians you need to use the words in their meanings.

Inference, prediction, forecast have all their specific meanings. See also threads What is the difference between prediction and inference? and Does "Inference" include estimation or only testing?.

Tim
  • 108,699
  • 20
  • 212
  • 390