Statistics (from German : Statistik , orig. "description of a state , a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data . In applying statistics to a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model to be studied. Populations can be diverse groups of people or objects such as "all people living in a country" or "every atom composing a crystal". Statistics deals with every aspect of data, including the planning of data collection in terms of the design of surveys and experiments .
163-415: When census data cannot be collected, statisticians collect data by developing specific experiment designs and survey samples . Representative sampling assures that inferences and conclusions can reasonably extend from the sample to the population as a whole. An experimental study involves taking measurements of the system under study, manipulating the system, and then taking additional measurements using
326-660: A base-10 positional system. On May 25, 1577, King Philip II of Spain ordered by royal cédula the preparation of a general description of Spain's holdings in the Indies. Instructions and a questionnaire, issued in 1577 by the Office of the Cronista Mayor, were distributed to local officials in the Viceroyalties of New Spain and Peru to direct the gathering of information. The questionnaire, composed of fifty items,
489-544: A census for tax purposes, which was partially responsible for the development of the Zealot movement and several failed rebellions against Rome ultimately ending in the Jewish Diaspora . The Gospel of Luke makes reference to Quirinius' census in relation to the birth of Jesus ; based on variant readings of this passage, a minority of biblical scholars, including N. T. Wright , speculate that this passage refers to
652-560: A continuous real-valued random variable X with probability density function p ( x ) is σ = ∫ X ( x − μ ) 2 p ( x ) d x , where μ = ∫ X x p ( x ) d x , {\displaystyle \sigma ={\sqrt {\int _{\mathbf {X} }(x-\mu )^{2}\,p(x)\,\mathrm {d} x}},{\text{ where }}\mu =\int _{\mathbf {X} }x\,p(x)\,\mathrm {d} x,} and where
815-474: A distribution (sample or population): central tendency (or location ) seeks to characterize the distribution's central or typical value, while dispersion (or variability ) characterizes the extent to which members of the distribution depart from its center and each other. Inferences made using mathematical statistics employ the framework of probability theory , which deals with the analysis of random phenomena. A standard statistical procedure involves
978-421: A random sample as the random vector given by the column vector of these IID variables. 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. Consider now
1141-419: A sample , rather than use the data to learn about the population that the sample of data is thought to represent. Statistical inference is the process of using data analysis to deduce properties of an underlying probability distribution . Inferential statistical analysis infers properties of a population , for example by testing hypotheses and deriving estimates. It is assumed that the observed data set
1304-408: A sampling frame such as an address register. Census counts are necessary to adjust samples to be representative of a population by weighting them as is common in opinion polling . Similarly, stratification requires knowledge of the relative sizes of different population strata, which can be derived from census enumerations. In some countries, the census provides the official counts used to apportion
1467-412: A sampling frame to count the population. This is the only way to be sure that everyone has been included, as otherwise those not responding would not be followed up on and individuals could be missed. The fundamental premise of a census is that the population is not known, and a new estimate is to be made by the analysis of primary data. The use of a sampling frame is counterintuitive as it suggests that
1630-480: A "permanent" address, which might be a family home for students or long-term migrants. A precise definition of residence is needed, to decide whether visitors to a country should be included in the population count. This is becoming more important as students travel abroad for education for a period of several years. Other groups causing problems with enumeration are newborn babies, refugees, people away on holiday, people moving home around census day, and people without
1793-614: A built-in bias. See the discussion on Bessel's correction further down below. or, by using summation notation, σ = 1 N ∑ i = 1 N ( x i − μ ) 2 , where μ = 1 N ∑ i = 1 N x i . {\displaystyle \sigma ={\sqrt {{\frac {1}{N}}\sum _{i=1}^{N}(x_{i}-\mu )^{2}}},{\text{ where }}\mu ={\frac {1}{N}}\sum _{i=1}^{N}x_{i}.} If, instead of having equal probabilities,
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#17328008329611956-477: A clan or tribe, or by a juridical person such as a corporation, cooperative, or government agency. The holding's land may consist of one or more parcels, located in one or more separate areas or one or more territorial or administrative divisions, providing the parcels share the same production means, such as labor, farm buildings, machinery or draught animals. Historical censuses used crude enumeration assuming absolute accuracy. Modern approaches take into account
2119-724: A correction factor to produce an unbiased estimate. For the normal distribution, an unbiased estimator is given by s / c 4 , where the correction factor (which depends on N ) is given in terms of the Gamma function , and equals: c 4 ( N ) = 2 N − 1 Γ ( N 2 ) Γ ( N − 1 2 ) . {\displaystyle c_{4}(N)\,=\,{\sqrt {\frac {2}{N-1}}}\,\,\,{\frac {\Gamma \left({\frac {N}{2}}\right)}{\Gamma \left({\frac {N-1}{2}}\right)}}.} This arises because
2282-416: A decade earlier in 1795. The modern field of statistics emerged in the late 19th and early 20th century in three stages. The first wave, at the turn of the century, was led by the work of Francis Galton and Karl Pearson , who transformed statistics into a rigorous mathematical discipline used for analysis, not just in science, but in industry and politics as well. Galton's contributions included introducing
2445-484: A defined territory, simultaneity and defined periodicity", and recommends that population censuses be taken at least every ten years. UN recommendations also cover census topics to be collected, official definitions, classifications, and other useful information to coordinate international practices. The UN 's Food and Agriculture Organization (FAO), in turn, defines the census of agriculture as "a statistical operation for collecting, processing and disseminating data on
2608-415: A family home during vacations, or children whose parents have separated who effectively have two family homes. Census enumeration has always been based on finding people where they live, as there is no systematic alternative: any list used to find people is likely to be derived from census activities in the first place. Recent UN guidelines provide recommendations on enumerating such complex households. In
2771-798: A finite data set x 1 , x 2 , ..., x N , with each value having the same probability, the standard deviation is σ = 1 N [ ( x 1 − μ ) 2 + ( x 2 − μ ) 2 + ⋯ + ( x N − μ ) 2 ] , where μ = 1 N ( x 1 + ⋯ + x N ) , {\displaystyle \sigma ={\sqrt {{\frac {1}{N}}\left[(x_{1}-\mu )^{2}+(x_{2}-\mu )^{2}+\cdots +(x_{N}-\mu )^{2}\right]}},{\text{ where }}\mu ={\frac {1}{N}}(x_{1}+\cdots +x_{N}),} Note: The above expression has
2934-510: A fishing analogy can be found in "Trout, Catfish and Roach..." which won an award from the Royal Statistical Society for excellence in official statistics in 2011. Triple system enumeration has been proposed as an improvement as it would allow evaluation of the statistical dependence of pairs of sources. However, as the matching process is the most difficult aspect of census estimation this has never been implemented for
3097-414: A fixed address. People with second homes, because they are working in another part of the country or have a holiday cottage, are difficult to fix at a particular address; this sometimes causes double counting or houses being mistakenly identified as vacant. Another problem is where people use a different address at different times e.g. students living at their place of education in term time but returning to
3260-434: A function of the unknown parameter: an estimator is a statistic used to estimate such function. Commonly used estimators include sample mean , unbiased sample variance and sample covariance . 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
3423-484: A given probability of containing the true value is to use a credible interval from Bayesian statistics : this approach depends on a different way of interpreting what is meant by "probability" , that is as a Bayesian probability . In principle confidence intervals can be symmetrical or asymmetrical. An interval can be asymmetrical because it works as lower or upper bound for a parameter (left-sided interval or right sided interval), but it can also be asymmetrical because
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#17328008329613586-469: A given situation and carry the computation, several methods have been proposed: the method of moments , the maximum likelihood method, the least squares method and the more recent method of estimating equations . Interpretation of statistical information can often involve the development of a null hypothesis which is usually (but not necessarily) that no relationship exists among variables or that no change occurred over time. The best illustration for
3749-441: A height within 6 inches of the mean ( 63–75 inches ) – two standard deviations. If the standard deviation were zero, then all men would share an identical height of 69 inches. Three standard deviations account for 99.73% of the sample population being studied, assuming the distribution is normal or bell-shaped (see the 68–95–99.7 rule , or the empirical rule, for more information). Let μ be
3912-500: A large city, it might be appropriate to give the average income for black males aged between 50 and 60. However, doing this for a town that only has two black males in this age group would be a breach of privacy because either of those persons, knowing his own income and the reported average, could determine the other man's income. Typically, census data are processed to obscure such individual information. Some agencies do this by intentionally introducing small statistical errors to prevent
4075-553: A mathematical discipline only took shape at the very end of the 17th century, particularly in Jacob Bernoulli 's posthumous work Ars Conjectandi . This was the first book where the realm of games of chance and the realm of the probable (which concerned opinion, evidence, and argument) were combined and submitted to mathematical analysis. The method of least squares was first described by Adrien-Marie Legendre in 1805, though Carl Friedrich Gauss presumably made use of it
4238-1033: A meaningful order to those values, and permit any order-preserving transformation. Interval measurements have meaningful distances between measurements defined, but the zero value is arbitrary (as in the case with longitude and temperature measurements in Celsius or Fahrenheit ), and permit any linear transformation. Ratio measurements have both a meaningful zero value and the distances between different measurements defined, and permit any rescaling transformation. 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
4401-425: A measure of potential error in the findings). By convention, only effects more than two standard errors away from a null expectation are considered "statistically significant" , a safeguard against spurious conclusion that is really due to random sampling error. When only a sample of data from a population is available, the term standard deviation of the sample or sample standard deviation can refer to either
4564-469: A national enumeration. It would also be difficult to identify three different sources that were sufficiently different to make the triple system effort worthwhile. The DSE approach has another weakness in that it assumes there is no person counted twice (over count). In de facto residence definitions this would not be a problem but in de jure definitions individuals risk being recorded on more than one form leading to double counting. A particular problem here
4727-499: A novice is the predicament encountered by a criminal trial. The null hypothesis, H 0 , asserts that the defendant is innocent, whereas the alternative hypothesis, H 1 , asserts that the defendant is guilty. The indictment comes because of suspicion of the guilt. The H 0 (status quo) stands in opposition to H 1 and is maintained unless H 1 is supported by evidence "beyond a reasonable doubt". However, "failure to reject H 0 " in this case does not imply innocence, but merely that
4890-433: A population and housing census – numbers of people, their distribution, their living conditions and other key data – is critical for development." This is because this type of data is essential for policymakers so that they know where to invest. Many countries have outdated or inaccurate data about their populations and thus have difficulty in addressing the needs of the population. The UNFPA said: "The unique advantage of
5053-560: A population, not just the number of individuals. Censuses typically began as the only method of collecting national demographic data and are now part of a larger system of different surveys. Although population estimates remain an important function of a census, including exactly the geographic distribution of the population or the agricultural population, statistics can be produced about combinations of attributes, e.g., education by age and sex in different regions. Current administrative data systems allow for other approaches to enumeration with
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5216-404: A population, so results do not fully represent the whole population. Any estimates obtained from the sample only approximate the population value. Confidence intervals allow statisticians to express how closely the sample estimate matches the true value in the whole population. Often they are expressed as 95% confidence intervals. Formally, a 95% confidence interval for a value is a range where, if
5379-460: A realist approach to measurement, acknowledging that under any definition of residence there is a true value of the population but this can never be measured with complete accuracy. An important aspect of the census process is to evaluate the quality of the data. Many countries use a post-enumeration survey to adjust the raw census counts. This works similarly to capture-recapture estimation for animal populations. Among census experts, this method
5542-704: A separate registration conducted during the reign of Herod the Great , several years before Quirinius' census. The 15-year indiction cycle established by Diocletian in AD 297 was based on quindecennial censuses and formed the basis for dating in late antiquity and under the Byzantine Empire . In the Middle Ages , the Caliphate began conducting regular censuses soon after its formation, beginning with
5705-465: A statistician would use a modified, more structured estimation method (e.g., difference in differences estimation and instrumental variables , among many others) that produce consistent estimators . The basic steps of a statistical experiment are: Experiments on human behavior have special concerns. The famous Hawthorne study examined changes to the working environment at the Hawthorne plant of
5868-516: A sufficient sample size to specifying an adequate null hypothesis. Statistical measurement processes are also prone to error in regards to the data that they generate. Many of these errors are classified as random (noise) or systematic ( bias ), but other types of errors (e.g., blunder, such as when an analyst reports incorrect units) can also occur. The presence of missing data or censoring may result in biased estimates and specific techniques have been developed to address these problems. Statistics
6031-636: A test and confidence intervals . Jerzy Neyman in 1934 showed that stratified random sampling was in general a better method of estimation than purposive (quota) sampling. Today, statistical methods are applied in all fields 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 large-scale 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
6194-519: A transformation is sensible to contemplate depends on the question one is trying to answer." A descriptive statistic (in the count noun sense) is a summary statistic that quantitatively describes or summarizes features of a collection of information , while descriptive statistics in the mass noun sense is the process of using and analyzing those statistics. Descriptive statistics is distinguished from inferential statistics (or inductive statistics), in that descriptive statistics aims to summarize
6357-418: A value accurately rejecting the null hypothesis (sometimes referred to as the p-value ). The standard approach is to test a null hypothesis against an alternative hypothesis. A critical region is the set of values of the estimator that leads to refuting the null hypothesis. The probability of type I error is therefore the probability that the estimator belongs to the critical region given that null hypothesis
6520-779: Is defined as σ ≡ E [ ( X − μ ) 2 ] = ∫ − ∞ + ∞ ( x − μ ) 2 f ( x ) d x , {\displaystyle \sigma \equiv {\sqrt {\operatorname {E} \left[(X-\mu )^{2}\right]}}={\sqrt {\int _{-\infty }^{+\infty }(x-\mu )^{2}f(x)\,\mathrm {d} x}},} which can be shown to equal E [ X 2 ] − ( E [ X ] ) 2 . {\textstyle {\sqrt {\operatorname {E} \left[X^{2}\right]-(\operatorname {E} [X])^{2}}}.} Using words,
6683-453: Is sampled from a larger population. Inferential statistics can be contrasted with descriptive statistics . Descriptive statistics is solely concerned with properties of the observed data, and it does not rest on the assumption that the data come from a larger population. Consider independent identically distributed (IID) random variables with a given probability distribution : standard statistical inference and estimation theory defines
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6846-433: Is a mathematical body of science that pertains to the collection, analysis, interpretation or explanation, and presentation of data , or as a branch of mathematics . Some consider statistics to be a distinct mathematical science rather than a branch of mathematics. While many scientific investigations make use of data, statistics is generally concerned with the use of data in the context of uncertainty and decision-making in
7009-429: Is a very technically involved problem. Most often, the standard deviation is estimated using the corrected sample standard deviation (using N − 1), defined below, and this is often referred to as the "sample standard deviation", without qualifiers. However, other estimators are better in other respects: the uncorrected estimator (using N ) yields lower mean squared error, while using N − 1.5 (for
7172-448: Is an unbiased estimator for the population variance, s is still a biased estimator for the population standard deviation, though markedly less biased than the uncorrected sample standard deviation. This estimator is commonly used and generally known simply as the "sample standard deviation". The bias may still be large for small samples ( N less than 10). As sample size increases, the amount of bias decreases. We obtain more information and
7335-575: Is another type of observational study in which people with and without the outcome of interest (e.g. lung cancer) are invited to participate and their exposure histories are collected. Various attempts have been made to produce a taxonomy of levels of measurement . The psychophysicist Stanley Smith Stevens defined nominal, ordinal, interval, and ratio scales. Nominal measurements do not have meaningful rank order among values, and permit any one-to-one (injective) transformation. Ordinal measurements have imprecise differences between consecutive values, but have
7498-465: Is appropriate to apply different kinds of statistical methods to data obtained from different kinds of measurement procedures is complicated by issues concerning the transformation of variables and the precise interpretation of research questions. "The relationship between the data and what they describe merely reflects the fact that certain kinds of statistical statements may have truth values which are not invariant under some transformations. Whether or not
7661-453: Is called dual system enumeration (DSE). A sample of households is visited by interviewers who record the details of the household as of census day. These data are then matched to census records, and the number of people missed can be estimated by considering the number of people who are included in one count but not the other. This allows adjustments to the count for non-response, varying between different demographic groups. An explanation using
7824-833: Is called error term, disturbance or more simply noise. Both linear regression and non-linear regression are addressed in polynomial least squares , which also describes the variance in a prediction of the dependent variable (y axis) as a function of the independent variable (x axis) and the deviations (errors, noise, disturbances) from the estimated (fitted) curve. Measurement processes that generate statistical data are also subject to error. Many of these errors are classified as random (noise) or systematic ( bias ), but other types of errors (e.g., blunder, such as when an analyst reports incorrect units) can also be important. The presence of missing data or censoring may result in biased estimates and specific techniques have been developed to address these problems. Most studies only sample part of
7987-401: Is important in considering individuals who have multiple or temporary addresses. Every person should be identified uniquely as a resident in one place; but the place where they happen to be on Census Day, their de facto residence , may not be the best place to count them. Where an individual uses services may be more useful, and this is at their usual residence. An individual may be recorded at
8150-469: Is interested; researchers in particular have an interest in the role of Census Field Officers (CFO) and their assistants. Data can be represented visually or analysed in complex statistical models, to show the difference between certain areas, or to understand the association between different personal characteristics. Census data offer a unique insight into small areas and small demographic groups which sample data would be unable to capture with precision. In
8313-403: Is known as Bessel's correction . Roughly, the reason for it is that the formula for the sample variance relies on computing differences of observations from the sample mean, and the sample mean itself was constructed to be as close as possible to the observations, so just dividing by n would underestimate the variability. If the population of interest is approximately normally distributed,
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#17328008329618476-714: Is named after the counting of the Israelite population according to the house of the Fathers after the exodus from Egypt. A second census was taken while the Israelites were camped in the " plains of Moab ". King David performed a census that produced disastrous results. His son, King Solomon , had all of the foreigners in Israel counted. One of the world's earliest preserved censuses was held in China in AD 2 during
8639-538: Is not known if there are any residents or how many people there are in each household. Depending on the mode of enumeration, a form is sent to the householder, an enumerator calls, or administrative records for the dwelling are accessed. As a preliminary to the dispatch of forms, census workers will check for any address problems on the ground. While it may seem straightforward to use the postal service file for this purpose, this can be out of date and some dwellings may contain several independent households. A particular problem
8802-417: Is one that explores the association between smoking and lung cancer. This type of study typically uses a survey to collect observations about the area of interest and then performs statistical analysis. In this case, the researchers would collect observations of both smokers and non-smokers, perhaps through a cohort study , and then look for the number of cases of lung cancer in each group. A case-control study
8965-423: Is still conducted in a similar way to the post-enumeration survey employed in a traditional census. Other countries that have a population register use this as a basis for all the census statistics needed by users. This is most common among Nordic countries but requires many distinct registers to be combined, including population, housing, employment, and education. These registers are then combined and brought up to
9128-415: Is students who often have a term time and family address. Several countries have used a system known as short form/long form. This is a sampling strategy that randomly chooses a proportion of people to send a more detailed questionnaire to (the long form). Everyone receives the short-form questions. This means more data are collected, but without imposing a burden on the whole population. This also reduces
9291-420: Is suited for all but the smallest samples or highest precision: for N = 3 the bias is equal to 1.3%, and for N = 9 the bias is already less than 0.1%. A more accurate approximation is to replace N − 1.5 above with N − 1.5 + 1 / 8( N − 1) . For other distributions, the correct formula depends on the distribution, but a rule of thumb is to use the further refinement of
9454-492: Is the mean of these values: σ 2 = 9 + 1 + 1 + 1 + 0 + 0 + 4 + 16 8 = 32 8 = 4. {\displaystyle \sigma ^{2}={\frac {9+1+1+1+0+0+4+16}{8}}={\frac {32}{8}}=4.} and the population standard deviation is equal to the square root of the variance: σ = 4 = 2. {\displaystyle \sigma ={\sqrt {4}}=2.} This formula
9617-402: Is true ( statistical significance ) and the probability of type II error is the probability that the estimator does not belong to the critical region given that the alternative hypothesis is true. The statistical power of a test is the probability that it correctly rejects the null hypothesis when the null hypothesis is false. Referring to statistical significance does not necessarily mean that
9780-491: Is typically collected about the household structure and the housing. For this reason, international documents refer to censuses of population and housing. Normally the census response is made by a household, indicating details of individuals resident there. An important aspect of census enumerations is determining which individuals can be counted and which cannot be counted. Broadly, three definitions can be used: de facto residence; de jure residence; and permanent residence. This
9943-524: Is unbiased if the variance exists and the sample values are drawn independently with replacement. N − 1 corresponds to the number of degrees of freedom in the vector of deviations from the mean, ( x 1 − x ¯ , … , x n − x ¯ ) . {\displaystyle \textstyle (x_{1}-{\bar {x}},\;\dots ,\;x_{n}-{\bar {x}}).} Taking square roots reintroduces bias (because
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#173280083296110106-537: Is valid only if the eight values with which we began form the complete population. If the values instead were a random sample drawn from some large parent population (for example, they were 8 students randomly and independently chosen from a class of 2 million), then one divides by 7 (which is n − 1) instead of 8 (which is n ) in the denominator of the last formula, and the result is s = 32 / 7 ≈ 2.1. {\textstyle s={\sqrt {32/7}}\approx 2.1.} In that case,
10269-416: Is what is termed " communal establishments ", a category that includes student residences, religious orders, homes for the elderly, people in prisons, etc. As these are not easily enumerated by a single householder, they are often treated differently and visited by special teams of census workers to ensure they are classified appropriately. Individuals are normally counted within households , and information
10432-449: Is widely employed in government, business, and natural and social sciences. The mathematical foundations of statistics developed from discussions concerning games of chance among mathematicians such as Gerolamo Cardano , Blaise Pascal , Pierre de Fermat , and Christiaan Huygens . Although the idea of probability was already examined in ancient and medieval law and philosophy (such as the work of Juan Caramuel ), probability theory as
10595-761: 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 floating-point arithmetic . But the mapping of computer science data types to statistical data types depends on which categorization of the latter is being implemented. Other categorizations have been proposed. For example, Mosteller and Tukey (1977) distinguished grades, ranks, counted fractions, counts, amounts, and balances. Nelder (1990) described continuous counts, continuous ratios, count ratios, and categorical modes of data. (See also: Chrisman (1998), van den Berg (1991).) The issue of whether or not it
10758-553: The Han dynasty , and is still considered by scholars to be quite accurate. The population was registered as having 57,671,400 individuals in 12,366,470 households but on this occasion only taxable families had been taken into account, indicating the income and the number of soldiers who could be mobilized. Another census was held in AD 144. The oldest recorded census in India is thought to have occurred around 330 BC during
10921-487: The Western Electric Company . The researchers were interested in determining whether increased illumination would increase the productivity of the assembly line workers. The researchers first measured the productivity in the plant, then modified the illumination in an area of the plant and checked if the changes in illumination affected productivity. It turned out that productivity indeed improved (under
11084-867: The confidence interval or CI. To show how a larger sample will make the confidence interval narrower, consider the following examples: A small population of N = 2 has only one degree of freedom for estimating the standard deviation. The result is that a 95% CI of the SD runs from 0.45 × SD to 31.9 × SD; the factors here are as follows : Pr ( q α 2 < k s 2 σ 2 < q 1 − α 2 ) = 1 − α , {\displaystyle \Pr \left(q_{\frac {\alpha }{2}}<k{\frac {s^{2}}{\sigma ^{2}}}<q_{1-{\frac {\alpha }{2}}}\right)=1-\alpha ,} where q p {\displaystyle q_{p}}
11247-411: The expected value (the average) of random variable X with density f ( x ) : μ ≡ E [ X ] = ∫ − ∞ + ∞ x f ( x ) d x {\displaystyle \mu \equiv \operatorname {E} [X]=\int _{-\infty }^{+\infty }xf(x)\,\mathrm {d} x} The standard deviation σ of X
11410-544: The forecasting , prediction , and estimation of unobserved values either in or associated with the population being studied. It can include extrapolation and interpolation of time series or spatial data , as well as data mining . Mathematical statistics is the application of mathematics to statistics. Mathematical techniques used for this include mathematical analysis , linear algebra , stochastic analysis , differential equations , and measure-theoretic probability theory . Formal discussions on inference date back to
11573-718: The mathematicians and cryptographers of the Islamic Golden Age between the 8th and 13th centuries. Al-Khalil (717–786) wrote the Book of Cryptographic Messages , which contains one of the first uses of permutations and combinations , to list all possible Arabic words with and without vowels. Al-Kindi 's Manuscript on Deciphering Cryptographic Messages gave a detailed description of how to use frequency analysis to decipher encrypted messages, providing an early example of statistical inference for decoding . Ibn Adlan (1187–1268) later made an important contribution on
11736-1437: The mean (average) of 5: μ = 2 + 4 + 4 + 4 + 5 + 5 + 7 + 9 8 = 40 8 = 5. {\displaystyle \mu ={\frac {2+4+4+4+5+5+7+9}{8}}={\frac {40}{8}}=5.} First, calculate the deviations of each data point from the mean, and square the result of each: ( 2 − 5 ) 2 = ( − 3 ) 2 = 9 ( 5 − 5 ) 2 = 0 2 = 0 ( 4 − 5 ) 2 = ( − 1 ) 2 = 1 ( 5 − 5 ) 2 = 0 2 = 0 ( 4 − 5 ) 2 = ( − 1 ) 2 = 1 ( 7 − 5 ) 2 = 2 2 = 4 ( 4 − 5 ) 2 = ( − 1 ) 2 = 1 ( 9 − 5 ) 2 = 4 2 = 16. {\displaystyle {\begin{array}{lll}(2-5)^{2}=(-3)^{2}=9&&(5-5)^{2}=0^{2}=0\\(4-5)^{2}=(-1)^{2}=1&&(5-5)^{2}=0^{2}=0\\(4-5)^{2}=(-1)^{2}=1&&(7-5)^{2}=2^{2}=4\\(4-5)^{2}=(-1)^{2}=1&&(9-5)^{2}=4^{2}=16.\\\end{array}}} The variance
11899-692: The nomarch , "whence he gained his living". Under the Ptolemies and the Romans several censuses were conducted in Egypt by government officials. There are several accounts of ancient Greek city states carrying out censuses. Censuses are mentioned several times in the Biblical narrative. God commands a per capita tax to be paid with the census for the upkeep of the Tabernacle . The Book of Numbers
12062-437: The population size is already known. However, a census is also used to collect attribute data on the individuals in the nation, not only to assess population size. This process of sampling marks the difference between a historical census, which was a house-to-house process or the product of an imperial decree, and the modern statistical project. The sampling frame used by a census is almost always an address register. Thus, it
12225-599: The standard deviation of the sample (considered as the entire population), and is defined as follows: s N = 1 N ∑ i = 1 N ( x i − x ¯ ) 2 , {\displaystyle s_{N}={\sqrt {{\frac {1}{N}}\sum _{i=1}^{N}\left(x_{i}-{\bar {x}}\right)^{2}}},} where { x 1 , x 2 , … , x N } {\displaystyle \{x_{1},\,x_{2},\,\ldots ,\,x_{N}\}} are
12388-409: The z-score , the chi square statistic and Student's t-value . Between two estimators of a given parameter, the one with lower mean squared error is said to be more efficient . 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
12551-412: The 19th and 20th centuries collected paper documents which had to be collated by hand, so the statistical information obtained was quite basic. The government that owned the data could publish statistics on the state of the nation. The results were used to measure changes in the population and apportion representation. Population estimates could be compared to those of other countries. By the beginning of
12714-437: The 20th century, censuses were recording households and some indications of their employment. In some countries, census archives are released for public examination after many decades, allowing genealogists to track the ancestry of interested people. Archives provide a substantial historical record which may challenge established views. Information such as job titles and arrangements for the destitute and sick may also shed light on
12877-463: The UK, all census formats are scanned and stored electronically before being destroyed, replacing the need for physical archives. The record linking to perform an administrative census would not be possible without large databases being stored on computer systems. There are sometimes problems in introducing new technology. The US census had been intended to use handheld computers, but cost escalated, and this
13040-409: The above-mentioned quantity as applied to those data, or to a modified quantity that is an unbiased estimate of the population standard deviation (the standard deviation of the entire population). Suppose that the entire population of interest is eight students in a particular class. For a finite set of numbers, the population standard deviation is found by taking the square root of the average of
13203-497: The approximation: σ ^ = 1 N − 1.5 − 1 4 γ 2 ∑ i = 1 N ( x i − x ¯ ) 2 , {\displaystyle {\hat {\sigma }}={\sqrt {{\frac {1}{N-1.5-{\frac {1}{4}}\gamma _{2}}}\sum _{i=1}^{N}\left(x_{i}-{\bar {x}}\right)^{2}}},} where γ 2 denotes
13366-411: The bias is below 1%. Thus for very large sample sizes, the uncorrected sample standard deviation is generally acceptable. This estimator also has a uniformly smaller mean squared error than the corrected sample standard deviation. If the biased sample variance (the second central moment of the sample, which is a downward-biased estimate of the population variance) is used to compute an estimate of
13529-417: The burden on the statistical office. Indeed, in the UK until 2001 all residents were required to fill in the whole form but only a 10% sample was coded and analysed in detail. New technology means that all data are now scanned and processed. During the 2011 Canadian census there was controversy about the cessation of the mandatory long-form census; the head of Statistics Canada , Munir Sheikh , resigned upon
13692-438: The census is also an important tool for identifying forms of social, demographic or economic exclusions, such as inequalities relating to race, ethics, and religion as well as disadvantaged groups such as those with disabilities and the poor. An accurate census can empower local communities by providing them with the necessary information to participate in local decision-making and ensuring they are represented. The importance of
13855-536: The census is that it represents the entire statistical universe, down to the smallest geographical units, of a country or region. Planners need this information for all kinds of development work, including: assessing demographic trends; analysing socio-economic conditions; designing evidence-based poverty-reduction strategies; monitoring and evaluating the effectiveness of policies; and tracking progress toward national and internationally agreed development goals." In addition to making policymakers aware of population issues,
14018-443: The census of agriculture , data is collected at the agricultural holding unit. An agricultural holding is an economic unit of agricultural production under single management comprising all livestock kept and all land used wholly or partly for agricultural production purposes, without regard to title, legal form, or size. Single management may be exercised by an individual or household, jointly by two or more individuals or households, by
14181-474: The census of agriculture for development is that it gives a snapshot of the structure of the agricultural sector in a country and, when compared with previous censuses, provides an opportunity to identify trends and structural transformations of the sector, and points towards areas for policy intervention. Census data are used as a benchmark for current statistics and their value is increased when they are employed together with other data sources. Early censuses in
14344-563: The census of agriculture, users need census data to: Although the census provides useful statistical information about a population, the availability of this information could sometimes lead to abuses, political or otherwise, by the linking of individuals' identities to anonymous census data. This is particularly important when individuals' census responses are made available in microdata form, but even aggregate-level data can result in privacy breaches when dealing with small areas and/or rare subpopulations. For instance, when reporting data from
14507-575: The central government. Differing release strategies of governments have led to an international project ( IPUMS ) to co-ordinate access to microdata and corresponding metadata. Such projects such as SDMX also promote standardising metadata, so that best use can be made of the minimal data available. Censuses in Egypt first appeared in the late Middle Kingdom and developed in the New Kingdom Pharaoh Amasis , according to Herodotus , required every Egyptian to declare annually to
14670-429: The collection of data leading to a test of the relationship between two statistical data sets, or a data set and synthetic data drawn from an idealized model. A hypothesis is proposed for the statistical relationship between the two data sets, an alternative to an idealized null hypothesis of no relationship between two data sets. Rejecting or disproving the null hypothesis is done using statistical tests that quantify
14833-520: The combination of data from registers, surveys and other sources. Censuses have evolved in their use of technology: censuses in 2010 used many new types of computing. In Brazil, handheld devices were used by enumerators to locate residences on the ground. In many countries, census returns could be made via the Internet as well as in paper form. DSE is facilitated by computer matching techniques that can be automated, such as propensity score matching . In
14996-537: 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 and eyelash length among others. Pearson developed the Pearson product-moment correlation coefficient , defined as a product-moment, the method of moments for the fitting of distributions to samples and the Pearson distribution , among many other things. Galton and Pearson founded Biometrika as
15159-538: The concepts of sufficiency , ancillary statistics , Fisher's linear discriminator and Fisher information . He also coined the term null hypothesis during the Lady tasting tea experiment, which "is never proved or established, but is possibly disproved, in the course of experimentation". In his 1930 book The Genetical Theory of Natural Selection , he applied statistics to various biological concepts such as Fisher's principle (which A. W. F. Edwards called "probably
15322-399: The difference between 1 N {\displaystyle {\frac {1}{N}}} and 1 N − 1 {\displaystyle {\frac {1}{N-1}}} becomes smaller. For unbiased estimation of standard deviation , there is no formula that works across all distributions, unlike for mean and variance. Instead, s is used as a basis, and is scaled by
15485-406: The effect of differences of an independent variable (or variables) on the behavior of the dependent variable are observed. The difference between the two types lies in how the study is actually conducted. Each can be very effective. An experimental study involves taking measurements of the system under study, manipulating the system, and then taking additional measurements with different levels using
15648-407: The estimated mean if the same poll were to be conducted multiple times. Thus, the standard error estimates the standard deviation of an estimate, which itself measures how much the estimate depends on the particular sample that was taken from the population. In science , it is common to report both the standard deviation of the data (as a summary statistic) and the standard error of the estimate (as
15811-493: The estimator (or the value of the estimator, namely the estimate) is called a sample standard deviation, and is denoted by s (possibly with modifiers). Unlike in the case of estimating the population mean of a normal distribution, for which the sample mean is a simple estimator with many desirable properties ( unbiased , efficient , maximum likelihood), there is no single estimator for the standard deviation with all these properties, and unbiased estimation of standard deviation
15974-495: The evidence was insufficient to convict. So the jury does not necessarily accept H 0 but fails to reject H 0 . 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 . What statisticians call an alternative hypothesis is simply a hypothesis that contradicts the null hypothesis. Working from a null hypothesis , two broad categories of error are recognized: Standard deviation refers to
16137-478: The expected value assumes on a given sample (also called prediction). Mean squared error is used for obtaining efficient estimators , a widely used class of estimators. Root mean square error is simply the square root of mean squared error. Many statistical methods seek to minimize the residual sum of squares , and these are called " methods of least squares " in contrast to Least absolute deviations . The latter gives equal weight to small and big errors, while
16300-473: The experimental conditions). However, the study is heavily criticized today for errors in experimental procedures, specifically for the lack of a control group and blindness . The Hawthorne effect refers to finding that an outcome (in this case, worker productivity) changed due to observation itself. Those in the Hawthorne study became more productive not because the lighting was changed but because they were being observed. An example of an observational study
16463-402: The extent to which individual observations in a sample differ from a central value, such as the sample or population mean, while Standard error refers to an estimate of difference between sample mean and population mean. A statistical error is the amount by which an observation differs from its expected value . A residual is the amount an observation differs from the value the estimator of
16626-465: The face of uncertainty. In applying statistics to a problem, it is common practice to start with a population or process to be studied. Populations can be diverse topics, such as "all people living in a country" or "every atom composing a crystal". Ideally, statisticians compile data about the entire population (an operation called a census ). This may be organized by governmental statistical institutes. Descriptive statistics can be used to summarize
16789-548: The federal government's decision to do so. The use of alternative enumeration strategies is increasing but these are not as simple as many people assume and are only used in developed countries. The Netherlands has been most advanced in adopting a census using administrative data . This allows a simulated census to be conducted by linking several different administrative databases at an agreed time. Data can be matched, and an overall enumeration established allowing for discrepancies between different data sources. A validation survey
16952-431: The first journal of mathematical statistics and biostatistics (then called biometry ), and the latter founded the world's first university statistics department at University College London . The second wave of the 1910s and 20s was initiated by William Sealy Gosset , and reached its culmination in the insights of Ronald Fisher , who wrote the textbooks that were to define the academic discipline in universities around
17115-423: The form of conditional distributions ( histograms ) can be derived interactively from the estimated mixture model without any further access to the original database. As the final product does not contain any protected microdata, the model-based interactive software can be distributed without any confidentiality concerns. Another method is simply to release no data at all, except very large scale data directly to
17278-402: The former gives more weight to large errors. Residual sum of squares is also differentiable , which provides a handy property for doing regression . Least squares applied to linear regression is called ordinary least squares method and least squares applied to nonlinear regression is called non-linear least squares . Also in a linear regression model the non deterministic part of the model
17441-605: The given parameters of a total population to deduce probabilities that pertain to samples. Statistical inference, however, moves in the opposite direction— inductively inferring from samples to the parameters of a larger or total population. A common goal for a statistical research project is to investigate causality , and in particular to draw a conclusion on the effect 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,
17604-792: The historical structure of society. Political considerations influence the census in many countries. In Canada in 2010 for example, the government under the leadership of Stephen Harper abolished the mandatory long-form census. This abolition was a response to protests from some Canadians who resented the personal questions. The long-form census was reinstated by the Justin Trudeau government in 2016. As governments assumed responsibility for schooling and welfare, large government research departments made extensive use of census data. Population projections could be made, to help plan for provision in local government and regions. Central government could also use census data to allocate funding. Even in
17767-466: The identification of individuals in marginal populations; others swap variables for similar respondents. Whatever is done to reduce the privacy risk, new improved electronic analysis of data can threaten to reveal sensitive individual information. This is known as statistical disclosure control . Another possibility is to present survey results by means of statistical models in the form of a multivariate distribution mixture. The statistical information in
17930-636: The integrals are definite integrals taken for x ranging over the set of possible values of the random variable X . In the case of a parametric family of distributions , the standard deviation can be expressed in terms of the parameters. For example, in the case of the log-normal distribution with parameters μ and σ , the standard deviation is ( e σ 2 − 1 ) e 2 μ + σ 2 . {\displaystyle {\sqrt {\left(e^{\sigma ^{2}}-1\right)e^{2\mu +\sigma ^{2}}}}.} One can find
18093-511: The internet. It is also possible that the hidden nature of an administrative census means that users are not engaged with the importance of contributing their data to official statistics. Alternatively, population estimations may be carried out remotely with geographic information system (GIS) and remote sensing technologies. According to the United Nations Population Fund (UNFPA), "The information generated by
18256-491: The lowercase Greek letter σ (sigma), for the population standard deviation, or the Latin letter s , for the sample standard deviation. The standard deviation of a random variable , sample , statistical population , data set , or probability distribution is the square root of its variance. It is algebraically simpler, though in practice less robust , than the average absolute deviation . A useful property of
18419-429: The members of a given population , usually displayed in the form of statistics. This term is used mostly in connection with national population and housing censuses ; other common censuses include censuses of agriculture , traditional culture, business, supplies, and traffic censuses. The United Nations (UN) defines the essential features of population and housing censuses as "individual enumeration, universality within
18582-524: The mid 20th century, census data was only directly accessible to large government departments. However, computers meant that tabulations could be used directly by university researchers, large businesses and local government offices. They could use the detail of the data to answer new questions and add to local and specialist knowledge. Nowadays, census data are published in a wide variety of formats to be accessible to business, all levels of government, media, students and teachers, charities, and any citizen who
18745-418: The most celebrated argument in evolutionary biology ") and Fisherian runaway , a concept in sexual selection about a positive feedback runaway effect found in evolution . The final wave, which mainly saw the refinement and expansion 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
18908-423: The normal distribution) almost completely eliminates bias. The formula for the population standard deviation (of a finite population) can be applied to the sample, using the size of the sample as the size of the population (though the actual population size from which the sample is drawn may be much larger). This estimator, denoted by s N , is known as the uncorrected sample standard deviation , or sometimes
19071-403: The number of elected representatives to regions (sometimes controversially – e.g., Utah v. Evans ). In many cases, a carefully chosen random sample can provide more accurate information than attempts to get a population census. A census is often construed as the opposite of a sample as it intends to count everyone in a population, rather than a fraction. However, population censuses do rely on
19234-418: The observed values of the sample items, and x ¯ {\displaystyle {\bar {x}}} is the mean value of these observations, while the denominator N stands for the size of the sample: this is the square root of the sample variance, which is the average of the squared deviations about the sample mean. This is a consistent estimator (it converges in probability to
19397-497: The one ordered by the second Rashidun caliph , Umar . The Domesday Book was undertaken in AD 1086 by William I of England so that he could properly tax the land he had recently conquered. In 1183, a census was taken of the crusader Kingdom of Jerusalem , to ascertain the number of men and amount of money that could possibly be raised against an invasion by Saladin , sultan of Egypt and Syria . The first national census of France ( L'État des paroisses et des feux )
19560-412: The overall result is significant in real world terms. For example, in a large study of a drug it may be shown that the drug has a statistically significant but very small beneficial effect, such that the drug is unlikely to help the patient noticeably. Although in principle the acceptable level of statistical significance may be subject to debate, the significance level is the largest p-value that allows
19723-417: The population excess kurtosis . The excess kurtosis may be either known beforehand for certain distributions, or estimated from the data. The standard deviation we obtain by sampling a distribution is itself not absolutely accurate, both for mathematical reasons (explained here by the confidence interval) and for practical reasons of measurement (measurement error). The mathematical effect can be described by
19886-414: The population and computing a mean for each sample. The mean's standard error turns out to equal the population standard deviation divided by the square root of the sample size, and is estimated by using the sample standard deviation divided by the square root of the sample size. For example, a poll's standard error (what is reported as the margin of error of the poll), is the expected standard deviation of
20049-415: The population data. Numerical descriptors include mean and standard deviation for continuous data (like income), while frequency and percentage are more useful in terms of describing categorical data (like education). When a census is not feasible, a chosen subset of the population called a sample is studied. Once a sample that is representative of the population is determined, data is collected for
20212-421: The population value as the number of samples goes to infinity), and is the maximum-likelihood estimate when the population is normally distributed. However, this is a biased estimator , as the estimates are generally too low. The bias decreases as sample size grows, dropping off as 1/ N , and thus is most significant for small or moderate sample sizes; for N > 75 {\displaystyle N>75}
20375-456: The population's standard deviation, the result is s N = 1 N ∑ i = 1 N ( x i − x ¯ ) 2 . {\displaystyle s_{N}={\sqrt {{\frac {1}{N}}\sum _{i=1}^{N}\left(x_{i}-{\bar {x}}\right)^{2}}}.} Here taking the square root introduces further downward bias, by Jensen's inequality , due to
20538-544: The population. Sampling theory is part of the mathematical discipline of probability theory . Probability is used in mathematical statistics to study the sampling distributions of sample statistics and, more generally, the properties of statistical procedures . The use of any statistical method is valid when the system or population under consideration satisfies the assumptions of the method. The difference in point of view between classic probability theory and sampling theory is, roughly, that probability theory starts from
20701-493: The problem of how to analyze big data . When full census data cannot be collected, statisticians collect sample data by developing specific experiment designs and survey samples . Statistics itself also provides tools for prediction and forecasting through statistical models . To use a sample as a guide to an entire population, it is important that it truly represents the overall population. Representative sampling assures that inferences and conclusions can safely extend from
20864-554: The problems of overcount and undercount and the coherence of census enumerations with other official sources of data. For instance, during the 2020 U.S. Census, the Census Bureau counted people primarily by collecting answers sent by mail, on the internet, over the phone, or using shared information through proxies. These methods accounted for 95.5 percent of all occupied housing units in the United States. This reflects
21027-469: The publication of Natural and Political Observations upon the Bills of Mortality by John Graunt . Early applications of statistical thinking revolved around the needs of states to base policy on demographic and economic data, hence its stat- etymology . The scope of the discipline of statistics broadened in the early 19th century to include the collection and analysis of data in general. Today, statistics
21190-455: The reign of Emperor Chandragupta Maurya under the leadership of Chanakya and Ashoka . The English term is taken directly from the Latin census , from censere ("to estimate"). The census played a crucial role in the administration of the Roman government, as it was used to determine the class a citizen belonged to for both military and tax purposes. Beginning in the middle republic, it
21353-431: The result of the original formula would be called the sample standard deviation and denoted by s {\textstyle s} instead of σ . {\displaystyle \sigma .} Dividing by n − 1 {\textstyle n-1} rather than by n {\textstyle n} gives an unbiased estimate of the variance of the larger parent population. This
21516-443: The same level of detail but raise concerns about privacy and the possibility of biasing estimates. A census can be contrasted with sampling in which information is obtained only from a subset of a population; typically, main population estimates are updated by such intercensal estimates . Modern census data are commonly used for research, business marketing , and planning, and as a baseline for designing sample surveys by providing
21679-588: The same procedure to determine if the manipulation has modified the values of the measurements. In contrast, an observational study does not involve experimental manipulation. Two main statistical methods are used in data analysis : descriptive statistics , which summarize data from a sample using indexes such as the mean or standard deviation , and inferential statistics , which draw conclusions from data that are subject to random variation (e.g., observational errors, sampling variation). Descriptive statistics are most often concerned with two sets of properties of
21842-460: The same procedure to determine if the manipulation has modified 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 —for which
22005-439: The sample data to draw inferences about the population represented while accounting for randomness. These inferences may take the form of answering yes/no questions about the data ( hypothesis testing ), estimating numerical characteristics of the data ( estimation ), describing associations within the data ( correlation ), and modeling relationships within the data (for example, using regression analysis ). Inference can extend to
22168-399: The sample members in an observational or experimental setting. Again, descriptive statistics can be used to summarize the sample data. However, drawing the sample contains an element of randomness; hence, the numerical descriptors from the sample are also prone to uncertainty. To draw meaningful conclusions about the entire population, inferential statistics are needed. It uses patterns in
22331-405: The sample to the population as a whole. A major problem lies in determining the extent that the sample chosen is actually representative. Statistics offers methods to estimate and correct for any bias within the sample and data collection procedures. There are also methods of experimental design that can lessen these issues at the outset of a study, strengthening its capability to discern truths about
22494-412: The sampling and analysis were repeated under the same conditions (yielding a different dataset), the interval would include the true (population) value in 95% of all possible cases. This does not imply that the probability that the true value is in the confidence interval is 95%. From the frequentist perspective, such a claim does not even make sense, as the true value is not a random variable . Either
22657-735: The sampling distribution of the sample standard deviation follows a (scaled) chi distribution , and the correction factor is the mean of the chi distribution. An approximation can be given by replacing N − 1 with N − 1.5 , yielding: σ ^ = 1 N − 1.5 ∑ i = 1 N ( x i − x ¯ ) 2 , {\displaystyle {\hat {\sigma }}={\sqrt {{\frac {1}{N-1.5}}\sum _{i=1}^{N}\left(x_{i}-{\bar {x}}\right)^{2}}},} The error in this approximation decays quadratically (as 1 / N ), and it
22820-462: The sense in which the null can be proven false, given the data that are used in the test. Working from a null hypothesis, two basic forms of error are recognized: Type I errors (null hypothesis is rejected when it is in fact true, giving a "false positive") and Type II errors (null hypothesis fails to be rejected when it is in fact false, giving a "false negative"). Multiple problems have come to be associated with this framework, ranging from obtaining
22983-653: The square root is a nonlinear function which does not commute with the expectation, i.e. often E [ X ] ≠ E [ X ] {\textstyle E[{\sqrt {X}}]\neq {\sqrt {E[X]}}} ), yielding the corrected sample standard deviation, denoted by s: s = 1 N − 1 ∑ i = 1 N ( x i − x ¯ ) 2 . {\displaystyle s={\sqrt {{\frac {1}{N-1}}\sum _{i=1}^{N}\left(x_{i}-{\bar {x}}\right)^{2}}}.} As explained above, while s
23146-713: The square root's being a concave function . The bias in the variance is easily corrected, but the bias from the square root is more difficult to correct, and depends on the distribution in question. An unbiased estimator for the variance is given by applying Bessel's correction , using N − 1 instead of N to yield the unbiased sample variance, denoted s : s 2 = 1 N − 1 ∑ i = 1 N ( x i − x ¯ ) 2 . {\displaystyle s^{2}={\frac {1}{N-1}}\sum _{i=1}^{N}\left(x_{i}-{\bar {x}}\right)^{2}.} This estimator
23309-428: The squared deviations of the values subtracted from their average value. The marks of a class of eight students (that is, a statistical population ) are the following eight values: 2 , 4 , 4 , 4 , 5 , 5 , 7 , 9. {\displaystyle 2,\ 4,\ 4,\ 4,\ 5,\ 5,\ 7,\ 9.} These eight data points have
23472-406: The standard deviation is that, unlike the variance, it is expressed in the same unit as the data. The standard deviation of a population or sample and the standard error of a statistic (e.g., of the sample mean) are quite different, but related. The sample mean's standard error is the standard deviation of the set of means that would be found by drawing an infinite number of repeated samples from
23635-497: The standard deviation is the square root of the variance of X . The standard deviation of a probability distribution is the same as that of a random variable having that distribution. Not all random variables have a standard deviation. If the distribution has fat tails going out to infinity, the standard deviation might not exist, because the integral might not converge. The normal distribution has tails going out to infinity, but its mean and standard deviation do exist, because
23798-423: The standard deviation of an entire population in cases (such as standardized testing ) where every member of a population is sampled. In cases where that cannot be done, the standard deviation σ is estimated by examining a random sample taken from the population and computing a statistic of the sample, which is used as an estimate of the population standard deviation. Such a statistic is called an estimator , and
23961-560: The standard deviation provides information on the proportion of observations above or below certain values. For example, the average height for adult men in the United States is about 69 inches , with a standard deviation of around 3 inches . This means that most men (about 68%, assuming a normal distribution ) have a height within 3 inches of the mean ( 66–72 inches ) – one standard deviation – and almost all men (about 95%) have
24124-534: The standard of a statistical register by comparing the data from different sources and ensuring the quality is sufficient for official statistics to be produced. A recent innovation is the French instigation of a rolling census program with different regions enumerated each year so that the whole country is completely enumerated every 5 to 10 years. In Europe, in connection with the 2010 census round, many countries adopted alternative census methodologies, often based on
24287-486: The structure of agriculture, covering the whole or a significant part of a country." "In a census of agriculture, data are collected at the holding level." The word is of Latin origin: during the Roman Republic , the census was a list of all adult males fit for military service. The modern census is essential to international comparisons of any type of statistics, and censuses collect data on many attributes of
24450-399: The tails diminish quickly enough. The Pareto distribution with parameter α ∈ ( 1 , 2 ] {\displaystyle \alpha \in (1,2]} has a mean, but not a standard deviation (loosely speaking, the standard deviation is infinite). The Cauchy distribution has neither a mean nor a standard deviation. In the case where X takes random values from
24613-494: The test to reject the null hypothesis. This test is logically equivalent to saying that the p-value is the probability, assuming the null hypothesis is true, of observing a result at least as extreme as the test statistic . Therefore, the smaller the significance level, the lower the probability of committing type I error. Census A census (from Latin censere , 'to assess') is the procedure of systematically acquiring, recording, and calculating population information about
24776-444: The third by Karl Friedrich Wilhelm Dieterici in 1859. In 1931, Walter Willcox published a table in his book, International Migrations: Volume II Interpretations , that estimated the 1929 world population to be roughly 1.8 billion. Standard deviation In statistics , the standard deviation is a measure of the amount of variation of the values of a variable about its mean . A low standard deviation indicates that
24939-420: The true value is or is not within the given interval. However, it is true that, before any data are sampled and given a plan for how to construct the confidence interval, the probability is 95% that the yet-to-be-calculated interval will cover the true value: at this point, the limits of the interval are yet-to-be-observed random variables . One approach that does yield an interval that can be interpreted as having
25102-417: 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 efficiency) and consistent estimators which converges in probability to the true value of such parameter. This still leaves the question of how to obtain estimators in
25265-416: The two sided interval is built violating symmetry around the estimate. Sometimes the bounds for a confidence interval are reached asymptotically and these are used to approximate the true bounds. Statistics rarely give a simple Yes/No type answer to the question under analysis. Interpretation often comes down to the level of statistical significance applied to the numbers and often refers to the probability of
25428-637: The use of sample size in frequency analysis. Although the term statistic was introduced by the Italian scholar Girolamo Ghilini in 1589 with reference to a collection of facts and information about a state, it was the German Gottfried Achenwall in 1749 who started using the term as a collection of quantitative information, in the modern use for this science. The earliest writing containing statistics in Europe dates back to 1663, with
25591-684: The values have different probabilities, let x 1 have probability p 1 , x 2 have probability p 2 , ..., x N have probability p N . In this case, the standard deviation will be σ = ∑ i = 1 N p i ( x i − μ ) 2 , where μ = ∑ i = 1 N p i x i . {\displaystyle \sigma ={\sqrt {\sum _{i=1}^{N}p_{i}(x_{i}-\mu )^{2}}},{\text{ where }}\mu =\sum _{i=1}^{N}p_{i}x_{i}.} The standard deviation of
25754-425: The values tend to be close to the mean (also called the expected value ) of the set, while a high standard deviation indicates that the values are spread out over a wider range. The standard deviation is commonly used in the determination of what constitutes an outlier and what does not. Standard deviation may be abbreviated SD or Std Dev , and is most commonly represented in mathematical texts and equations by
25917-465: The world. Fisher's most important publications were his 1918 seminal paper The Correlation between Relatives on the Supposition of Mendelian Inheritance (which was the first to use the statistical term, variance ), his classic 1925 work Statistical Methods for Research Workers and his 1935 The Design of Experiments , where he developed rigorous design of experiments models. He originated
26080-443: Was abandoned, with the contract being sold to Brazil. The online response has some advantages, but one of the functions of the census is to make sure everyone is counted accurately. A system that allowed people to enter their address without verification would be open to abuse. Therefore, households have to be verified on the ground, typically by an enumerator visit or post out . Paper forms are still necessary for those without access to
26243-533: Was designed to elicit basic information about the nature of the land and the life of its peoples. The replies, known as " relaciones geográficas ", were written between 1579 and 1585 and were returned to the Cronista Mayor in Spain by the Council of the Indies. The earliest estimate of the world population was made by Giovanni Battista Riccioli in 1661; the next by Johann Peter Süssmilch in 1741, revised in 1762;
26406-524: Was undertaken in 1328, mostly for fiscal purposes. It estimated the French population at 16 to 17 million. In the 15th century, the Inca Empire had a unique way to record census information. The Incas did not have any written language but recorded information collected during censuses and other numeric information as well as non-numeric data on quipus , strings from llama or alpaca hair or cotton cords with numeric and other values encoded by knots in
26569-493: Was usually carried out every five years. It provided a register of citizens and their property from which their duties and privileges could be listed. It is said to have been instituted by the Roman king Servius Tullius in the 6th century BC, at which time the number of arms-bearing citizens was supposedly counted at around 80,000. When the Romans conquered Judea in AD 6, the legate Publius Sulpicius Quirinius organized
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