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This lecture introduces the fundamental concepts of statistical inference, focusing on the connection between data and probabilities, the statistical models, and the process of drawing conclusions from data. It covers the steps of statistical approach, from formulating research questions to interpreting results, emphasizing the importance of planning experiments and analyzing data. The lecture also discusses the types of variables, including quantitative and qualitative variables, and their significance in statistical analysis. Additionally, it explores the phases of data analysis, starting with exploratory analysis to understand data structures and moving towards statistical inference to draw conclusions using probabilistic methods.