In statistics, we work with samples. For example, the sample mean is easily calculated. However, it is the population mean that is more valuable.

Suppose we have one sample $S_i$, which is used to calculate the mean of the sample $\mu_i$. We have two key problems to solve at this moment.

1. Can we use this sample mean $\mu_i$ to represent the population mean $\mu_p$?
2. How good is our estimations?

To answer these questions, we need to work out the properties of the samples themselves and work out a theory to instruct us to infer population statistics from sample statistics.

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L Ma (2019). 'Why Estimation Theory', Datumorphism, 01 April. Available at: https://datumorphism.leima.is/wiki/statistical-estimation/why-estimation-theory/.