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More probability density is found as one gets closer to the expected (mean) value in a normal distribution. Statistics used in
standardized testing assessment are shown. The scales include
standard deviations, cumulative percentages, percentile equivalents, Z-scores, T-scores, standard nines, and percentages in
standard nines.
Statistics is the study of the collection, analysis, interpretation, presentation, and organization of data.[1] In applying statistics to, e.g., a scientic, industrial, or social
problem, it is conventional to begin with a statistical population or a statistical model process to be studied. Populations can be diverse topics such as all people living in Measurement processes that generate statistical data are
a country or every atom composing a crystal. Statis- also subject to error. Many of these errors are classied
tics deals with all aspects of data including the planning
1
Scope
Statistics is a mathematical body of science that pertains to the collection, analysis, interpretation or explanation, and presentation of data,[4] or as a branch
of mathematics.[5] Some consider statistics to be a distinct mathematical science rather than a branch of
mathematics.[6][7]
1.1
DATA COLLECTION
3 Data collection
Mathematical statistics
3.1 Sampling
3.2
4. Further examining the data set in secondary analyses, to suggest new hypotheses for future study.
A common goal for a statistical research project is to investigate causality, and in particular to draw a conclusion
on the eect of changes in the values of predictors or
independent variables on dependent variables. There are
two major types of causal statistical studies: experimental
studies and observational studies. In both types of studies, the eect of dierences of an independent variable
(or variables) on the behavior of the dependent variable
are observed. The dierence between the two types lies
in how the study is actually conducted. Each can be very
eective. An experimental study involves taking measurements of the system under study, manipulating the
system, and then taking additional measurements using
the same procedure to determine if the manipulation has
modied the values of the measurements. In contrast,
an observational study does not involve experimental manipulation. Instead, data are gathered and correlations between predictors and response are investigated. While the
tools of data analysis work best on data from randomized
studies, they are also applied to other kinds of data
like natural experiments and observational studies[10]
for which a statistician would use a modied, more structured estimation method (e.g., Dierence in dierences
estimation and instrumental variables, among many others) that produce consistent estimators.
tances between dierent measurements dened, and per- Commonly used estimators include sample mean, unbimit any rescaling transformation.
ased sample variance and sample covariance.
Because variables conforming only to nominal or ordinal
measurements cannot be reasonably measured numerically, sometimes they are grouped together as categorical
variables, whereas ratio and interval measurements are
grouped together as quantitative variables, which can
be either discrete or continuous, due to their numerical nature. Such distinctions can often be loosely correlated with data type in computer science, in that dichotomous categorical variables may be represented with
the Boolean data type, polytomous categorical variables
with arbitrarily assigned integers in the integral data type,
and continuous variables with the real data type involving
oating point computation. But the mapping of computer
science data types to statistical data types depends on
which categorization of the latter is being implemented.
A random variable that is a function of the random sample and of the unknown parameter, but whose probability
distribution does not depend on the unknown parameter is
called a pivotal quantity or pivot. Widely used pivots include the z-score, the chi square statistic and Students
t-value.
Between two estimators of a given parameter, the one
with lower mean squared error is said to be more ecient.
Furthermore, an estimator is said to be unbiased if its
expected value is equal to the true value of the unknown
parameter being estimated, and asymptotically unbiased
if its expected value converges at the limit to the true
value of such parameter.
Other desirable properties for estimators include:
UMVUE estimators that have the lowest variance for all
possible values of the parameter to be estimated (this is
usually an easier property to verify than eciency) and
consistent estimators which converges in probability to
the true value of such parameter.
Other categorizations have been proposed. For example, Mosteller and Tukey (1977)[12] distinguished grades,
ranks, counted fractions, counts, amounts, and balances.
Nelder (1990)[13] described continuous counts, continuous ratios, count ratios, and categorical modes of data.
This still leaves the question of how to obtain estimaSee also Chrisman (1998),[14] van den Berg (1991).[15]
tors in a given situation and carry the computation, sevThe issue of whether or not it is appropriate to apply eral methods have been proposed: the method of modierent kinds of statistical methods to data obtained ments, the maximum likelihood method, the least squares
from dierent kinds of measurement procedures is com- method and the more recent method of estimating equaplicated by issues concerning the transformation of vari- tions.
ables and the precise interpretation of research questions.
The relationship between the data and what they describe merely reects the fact that certain kinds of statistical statements may have truth values which are not
invariant under some transformations. Whether or not a
transformation is sensible to contemplate depends on the
question one is trying to answer (Hand, 2004, p. 82).[16] 5.2 Null hypothesis and alternative hy-
pothesis
5
5.1
Statistics, estimators and pivotal quanThe best illustration for a novice is the predicament entities
countered by a criminal trial. The null hypothesis, H ,
0
Consider independent identically distributed (IID) random variables with a given probability distribution: standard statistical inference and estimation theory denes a
random sample as the random vector given by the column
vector of these IID variables.[17] The population being examined is described by a probability distribution that may
have unknown parameters.
A statistic is a random variable that is a function of the
random sample, but not a function of unknown parameters. The probability distribution of the statistic, though,
may have unknown parameters.
asserts that the defendant is innocent, whereas the alternative hypothesis, H1 , asserts that the defendant is guilty.
The indictment comes because of suspicion of the guilt.
The H0 (status quo) stands in opposition to H1 and is
maintained unless H1 is supported by evidence beyond
a reasonable doubt. However, failure to reject H0 " in
this case does not imply innocence, but merely that the
evidence was insucient to convict. So the jury does not
necessarily accept H0 but fails to reject H0 . While one
can not prove a null hypothesis, one can test how close
it is to being true with a power test, which tests for type
II errors.
Consider now a function of the unknown parameter: an What statisticians call an alternative hypothesis is simply
estimator is a statistic used to estimate such function. an hypothesis that contradicts the null hypothesis.
5.4
5.3
Interval estimation
Error
Both linear regression and non-linear regression are addressed in polynomial least squares, which also describes
Working from a null hypothesis, two basic forms of error the variance in a prediction of the dependent variable (y
are recognized:
axis) as a function of the independent variable (x axis)
and the deviations (errors, noise, disturbances) from the
Type I errors where the null hypothesis is falsely re- estimated (tted) curve.
jected giving a false positive.
Measurement processes that generate statistical data are
also subject to error. Many of these errors are classied
Type II errors where the null hypothesis fails to be
as random (noise) or systematic (bias), but other types
rejected and an actual dierence between populaof errors (e.g., blunder, such as when an analyst reports
tions is missed giving a false negative.
incorrect units) can also be important. The presence of
missing data and/or censoring may result in biased estiStandard deviation refers to the extent to which individual mates and specic techniques have been developed to adobservations in a sample dier from a central value, such dress these problems.[20]
as the sample or population mean, while Standard error
refers to an estimate of dierence between sample mean
and population mean.
5.4 Interval estimation
A statistical error is the amount by which an observation
diers from its expected value, a residual is the amount Main article: Interval estimation
an observation diers from the value the estimator of the Most studies only sample part of a population, so results
expected value assumes on a given sample (also called
prediction).
Mean squared error is used for obtaining ecient estimators, a widely used class of estimators. Root mean square
error is simply the square root of mean squared error.
Condence intervals: the red line is true value for the mean in
this example, the blue lines are random condence intervals for
100 realizations.
5.5
Signicance
Probability density
P-value
Very un-likely
observations
Very un-likely
observations
Observed
data point
Set of possible results
In this graph the black line is probability distribution for the test
statistic, the critical region is the set of values to the right of the
observed data point (observed value of the test statistic) and the
p-value is represented by the green area.
6.1
Misinterpretation: correlation
Factor analysis
Regression analysis
simple computer programs.[24] Unfortunately, most people do not look for bias or errors, so they are not noticed.
Thus, people may often believe that something is true
even if it is not well represented.[25] To make data gathered from statistics believable and accurate, the sample
taken must be representative of the whole.[26] According
to Hu, The dependability of a sample can be destroyed
by [bias]... allow yourself some degree of skepticism.[27]
MannWhitney U
Mean square weighted deviation (MSWD)
Pearson product-moment correlation coecient
Students t-test
Time series analysis
Conjoint Analysis
Misuse of statistics
ing factor.
tics into a rigorous mathematical discipline used for analysis, not just in science, but in industry and politics as
well. Galtons contributions included introducing the
concepts of standard deviation, correlation, regression
analysis and the application of these methods to the study
of the variety of human characteristics height, weight,
eyelash length among others.[32] Pearson developed the
Pearson product-moment correlation coecient, dened
as a product-moment,[33] the method of moments for the
tting of distributions to samples and the Pearson distribution, among many other things.[34] Galton and Pearson
Gerolamo Cardano, the earliest pioneer on the mathematics of
founded Biometrika as the rst journal of mathematical
probability.
statistics and biostatistics (then called biometry), and the
latter founded the worlds rst university statistics departMain articles: History of statistics and Founders of ment at University College London.[35]
statistics
Ronald Fisher coined the term null hypothesis during the
Lady tasting tea experiment, which is never proved or
Statistical methods date back at least to the 5th century established, but is possibly disproved, in the course of
BC.
experimentation.[36][37]
Some scholars pinpoint the origin of statistics to 1663, The second wave of the 1910s and 20s was initiated by
with the publication of Natural and Political Observations
William Gosset, and reached its culmination in the inupon the Bills of Mortality by John Graunt.[29] Early appli- sights of Ronald Fisher, who wrote the textbooks that
cations of statistical thinking revolved around the needs
were to dene the academic discipline in universities
of states to base policy on demographic and economic around the world. Fishers most important publications
data, hence its stat- etymology. The scope of the diswere his 1918 seminal paper The Correlation between
cipline of statistics broadened in the early 19th century Relatives on the Supposition of Mendelian Inheritance,
to include the collection and analysis of data in general.
which was the rst to use the statistical term, variance, his
Today, statistics is widely employed in government, busi- classic 1925 work Statistical Methods for Research Workness, and natural and social sciences.
ers and his 1935 The Design of Experiments,[38][39][40][41]
where he developed rigorous design of experiments models. He originated the concepts of suciency, ancillary
statistics, Fishers linear discriminator and Fisher information.[42] In his 1930 book The Genetical Theory of
Natural Selection he applied statistics to various biological
concepts such as Fishers principle[43] ). Nevertheless, A.
W. F. Edwards has remarked that it is probably the most
celebrated argument in evolutionary biology".[43] (about
[44][45][46][47][48][49]
The modern eld of statistics emerged in the late 19th the sex ratio), the Fisherian runaway,
and early 20th century in three stages.[31] The rst wave, a concept in sexual selection about a positive feedback
at the turn of the century, was led by the work of runaway aect found in evolution.
Francis Galton and Karl Pearson, who transformed statis- The nal wave, which mainly saw the renement and exIts mathematical foundations were laid in the 17th century with the development of the probability theory by
Gerolamo Cardano, Blaise Pascal and Pierre de Fermat.
Mathematical probability theory arose from the study of
games of chance, although the concept of probability was
already examined in medieval law and by philosophers
such as Juan Caramuel.[30] The method of least squares
was rst described by Adrien-Marie Legendre in 1805.
8.5
pansion of earlier developments, emerged from the collaborative work between Egon Pearson and Jerzy Neyman in the 1930s. They introduced the concepts of "Type
II" error, power of a test and condence intervals. Jerzy
Neyman in 1934 showed that stratied random sampling
was in general a better method of estimation than purposive (quota) sampling.[50]
Today, statistical methods are applied in all elds that involve decision making, for making accurate inferences
from a collated body of data and for making decisions
in the face of uncertainty based on statistical methodology. The use of modern computers has expedited largescale statistical computations, and has also made possible
new methods that are impractical to perform manually.
Statistics continues to be an area of active research, for
example on the problem of how to analyze Big data.[51]
Applications
8.2
the arts
There are two applications for machine learning and data
mining: data management and data analysis. Statistics
Traditionally, statistics was concerned with drawing intools are necessary for the data analysis.
ferences using a semi-standardized methodology that was
required learning in most sciences. This has changed
8.3 Statistics in society
with use of statistics in non-inferential contexts. What
was once considered a dry subject, taken in many elds
Statistics is applicable to a wide variety of academic disci- as a degree-requirement, is now viewed enthusiastically.
plines, including natural and social sciences, government, Initially derided by some mathematical purists, it is now
and business. Statistical consultants can help organiza- considered essential methodology in certain areas.
tions and companies that don't have in-house expertise
relevant to their particular questions.
In number theory, scatter plots of data generated
by a distribution function may be transformed with
familiar tools used in statistics to reveal underlying
8.4 Statistical computing
patterns, which may then lead to hypotheses.
Main article: Computational statistics
The rapid and sustained increases in computing power
starting from the second half of the 20th century have had
10
10
The process art of Jackson Pollock relied on artistic experiments whereby underlying distributions in
nature were artistically revealed. With the advent of
computers, statistical methods were applied to formalize such distribution-driven natural processes to
make and analyze moving video art.
Methods of statistics may be used predicatively in
performance art, as in a card trick based on a
Markov process that only works some of the time,
the occasion of which can be predicted using statistical methodology.
SEE ALSO
Specialized disciplines
Statistical classication
Structured data analysis (statistics)
Structural equation modelling
Survey methodology
Survival analysis
Statistics in various sports, particularly baseball known as Sabermetrics - and cricket
Statistics form a key basis tool in business and manufacturing as well. It is used to understand measurement sys Actuarial science (assesses risk in the insurance and
tems variability, control processes (as in statistical pronance industries)
cess control or SPC), for summarizing data, and to make
data-driven decisions. In these roles, it is a key tool, and
Applied information economics
perhaps the only reliable tool.
Astrostatistics (statistical evaluation of astronomical
data)
Biostatistics
Business statistics
10 See also
Main article: Outline of statistics
Abundance estimation
Data science
Demography
Energy statistics
Engineering statistics
Data science
11
List of statistics articles
List of university statistical consulting centers
Notation in probability and statistics
Foundations and major areas of statistics
Foundations of statistics
List of statisticians
Ocial statistics
Multivariate analysis of variance
11
References
[18] Everitt, Brian (1998). The Cambridge Dictionary of Statistics. Cambridge, UK New York: Cambridge University
Press. ISBN 0521593468.
[19] http://www.yourstatsguru.com/epar/rp-reviewed/
cohen1994/
[20] Rubin, Donald B.; Little, Roderick J. A.,Statistical analysis with missing data, New York: Wiley 2002
[21] Ioannidis, J. P. A. (2005). Why Most Published Research Findings Are False. PLoS Medicine 2 (8): e124.
doi:10.1371/journal.pmed.0020124. PMC: 1182327.
PMID 16060722.
[22] Hu, Darrell (1954) How to Lie with Statistics, WW Norton & Company, Inc. New York, NY. ISBN 0-39331072-8
[23] Warne, R. Lazo; Ramos, T.; Ritter, N. (2012). Statistical Methods Used in Gifted Education Journals,
20062010. Gifted Child Quarterly 56 (3): 134149.
doi:10.1177/0016986212444122.
[24] Drennan, Robert D. (2008). Statistics in archaeology.
In Pearsall, Deborah M. Encyclopedia of Archaeology. Elsevier Inc. pp. 20932100. ISBN 978-0-12-373962-9.
[25] Cohen, Jerome B. (December 1938).
Misuse
of Statistics.
Journal of the American Statistical Association (JSTOR) 33 (204):
657674.
doi:10.1080/01621459.1938.10502344.
[26] Freund, J. E. (1988). Modern Elementary Statistics.
Credo Reference.
[27] Hu, Darrell; Irving Geis (1954). How to Lie with Statistics. New York: Norton. The dependability of a sample
can be destroyed by [bias]... allow yourself some degree
of skepticism.
[28] Hu, Darrell; Irving Geis (1954). How to Lie with Statistics. New York: Norton.
[29] Willcox, Walter (1938) The Founder of Statistics. Review of the International Statistical Institute 5(4):321328.
JSTOR 1400906
12
13
EXTERNAL LINKS
[46] Edwards, A.W.F. (2000) Perspectives: Anecdotal, Historial and Critical Commentaries on Genetics. The Genetics
Society of America (154) 1419:1426
[47] Andersson, M. (1994) Sexual selection. ISBN 0-69100057-3
[48] Andersson, M. and Simmons, L.W. (2006) Sexual selection and mate choice. Trends, Ecology and Evolution (21)
296:302
[49] Gayon, J. (2010) Sexual selection: Another Darwinian
process. Comptes Rendus Biologies (333) 134:144
[50] Neyman, J (1934). On the two dierent aspects of the
representative method: The method of stratied sampling and the method of purposive selection. Journal
of the Royal Statistical Society 97 (4): 557625. JSTOR
2342192.
[51] Science in a Complex World - Big Data: Opportunity or
Threat?". Santa Fe Institute.
[52] Nikoletseas, M. M. (2014) Statistics: Concepts and Examples. ISBN 978-1500815684
[53] Anderson, D.R.; Sweeney, D.J.; Williams, T.A. (1994)
Introduction to Statistics: Concepts and Applications, pp.
59. West Group. ISBN 978-0-314-03309-3
12 Further reading
Statistics Scholarpedia Multiple articles written by
experts
13 External links
13
14
14.1
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