Statistic

From Wikipedia, the free encyclopedia

For other uses, see Statistics (disambiguation).

A statistic (singular) is the result of applying a function (statistical algorithm) to a set of data.

More formally, statistical theory defines a statistic as a function of a sample where the function itself is independent of the sample's distribution.

1 Examples
2 Usage note
3 Properties
- 3.1 Observability
- 3.2 Statistical properties
4 See also

[edit] Examples

In the calculation of the arithmetic mean, for example, the algorithm consists of summing all the data values and dividing this sum by the number of data items. Thus the arithmetic mean is a statistic.

Other examples of statistics include

sample median
Sample variance and sample standard deviation
Sample quantiles besides the median, e.g., quartiles and percentiles
t statistics, chi-square statistics
Order statistics
p-values
Sample moments, including Kurtosis and skewness
Various functionals of the empirical distribution function

[edit] Usage note

Strictly speaking, the popular use of "statistic" to mean a single measurement, or datum, is correct, as the function used can be deemed the identity function. In practice however, a statistician would usually not call an individual such measurement a statistic and rather would use the term to refer to, for example, the mean of several such measurements.

[edit] Properties

[edit] Observability

A statistic is an observable random variable, which differentiates it from a parameter, an unobservable quantity describing a property of a statistical population.

Statisticians often contemplate a parameterized family of probability distributions, any member of which could be the distribution of some measurable aspect of each member of a population, from which a sample is drawn randomly. For example, the parameter may be the average height of 25-year-old men in North America. The height of the members of a sample of 100 such men are measured; the average of those 100 numbers is a statistic. The average of the heights of all members of the population is not a statistic unless that has somehow also been ascertained. The average height of all (in the sense of genetically possible) 25-year-old North American men is a parameter and not a statistic.