Summary statistics

Type of statistics

In descriptive statistics, summary statistics are used to summarize a set of observations, in order to communicate the largest amount of information as simply as possible. Statisticians commonly try to describe the observations in

a measure of location, or central tendency, such as the arithmetic mean
a measure of statistical dispersion like the standard mean absolute deviation
a measure of the shape of the distribution like skewness or kurtosis
if more than one variable is measured, a measure of statistical dependence such as a correlation coefficient

A common collection of order statistics used as summary statistics are the five-number summary, sometimes extended to a seven-number summary, and the associated box plot.

Entries in an analysis of variance table can also be regarded as summary statistics.^[1]^: 378

Examples

Location

Common measures of location, or central tendency, are the arithmetic mean, median, mode, and interquartile mean.^[2]^[3]

Spread

Common measures of statistical dispersion are the standard deviation, variance, range, interquartile range, absolute deviation, mean absolute difference and the distance standard deviation. Measures that assess spread in comparison to the typical size of data values include the coefficient of variation.

The Gini coefficient was originally developed to measure income inequality and is equivalent to one of the L-moments.

A simple summary of a dataset is sometimes given by quoting particular order statistics as approximations to selected percentiles of a distribution.

Shape

Common measures of the shape of a distribution are skewness or kurtosis, while alternatives can be based on L-moments. A different measure is the distance skewness, for which a value of zero implies central symmetry.

Dependence

The common measure of dependence between paired random variables is the Pearson product-moment correlation coefficient, while a common alternative summary statistic is Spearman's rank correlation coefficient. A value of zero for the distance correlation implies independence.

Human perception of summary statistics

Humans efficiently use summary statistics to quickly perceive the gist of auditory and visual information.^[4]^[5]^[6]

References

^ Upton, Graham; Cook, Ian (2 October 2008). "Dictionary (S)". A Dictionary of Statistics (Second (revised) ed.). Oxford University Press. ISBN 978-0199541454. LCCN 2008300706. OCLC 935100347. OL 23145891M – via Internet Archive. p. 378: summary statistics [...] *ANOVA table might be referred to as summary statistics
^ Bullen, P. S. (31 August 2003). Handbook of Means and Their Inequalities. Mathematics and Its Applications. Vol. 560 (2 ed.). Springer Dordrecht. doi:10.1007/978-94-017-0399-4. ISBN 978-1-4020-1522-9. LCCN 2003060794. OCLC 939214285. OL 8370727M.
^ Grabisch, Michel; Marichal, Jean-Luc; Mesiar, Radko; Pap, Endre (2009). Aggregation Functions. Oxford University Press. ISBN 978-0521519267.
^ Piazza, Elise A.; Sweeny, Timothy D.; Wessel, David; Silver, Michael A.; Whitney, David (2013). "Humans Use Summary Statistics to Perceive Auditory Sequences". Psychological Science. 24 (8): 1389–1397. doi:10.1177/0956797612473759. PMC 4381997. PMID 23761928.
^ Alexander, R. G.; Schmidt, J.; Zelinsky, G. Z. (2014). "Are summary statistics enough? Evidence for the importance of shape in guiding visual search". Visual Cognition. 22 (3–4): 595–609. doi:10.1080/13506285.2014.890989. PMC 4500174. PMID 26180505.
^ Utochkin, Igor S. (2015). "Ensemble summary statistics as a basis for rapid visual categorization". Journal of Vision. 15 (4): 8. doi:10.1167/15.4.8. PMID 26317396.

External links

Media related to Summary statistics at Wikimedia Commons

Statistics

Descriptive statistics

Continuous data

Center	Mean Arithmetic Arithmetic-Geometric Cubic Generalized/power Geometric Harmonic Heronian Heinz Lehmer Median Mode
Dispersion	Average absolute deviation Coefficient of variation Interquartile range Percentile Range Standard deviation Variance
Shape	Central limit theorem Moments Kurtosis L-moments Skewness

Count data

Index of dispersion

Summary tables

Dependence

Graphics

Data collection

Study design	Effect size Missing data Optimal design Population Replication Sample size determination Statistic Statistical power
Survey methodology	Sampling Cluster Stratified Opinion poll Questionnaire Standard error
Controlled experiments	Blocking Factorial experiment Interaction Random assignment Randomized controlled trial Randomized experiment Scientific control
Adaptive designs	Adaptive clinical trial Stochastic approximation Up-and-down designs
Observational studies	Cohort study Cross-sectional study Natural experiment Quasi-experiment

Statistical inference

Statistical theory

Population
Statistic
Probability distribution
Sampling distribution
- Order statistic
Empirical distribution
- Density estimation
Statistical model
- Model specification
- L^p space
Parameter
- location
- scale
- shape
Parametric family
- Likelihood (monotone)
- Location–scale family
- Exponential family
Completeness
Sufficiency
Statistical functional
- Bootstrap
- U
- V
Optimal decision
- loss function
Efficiency
Statistical distance
- divergence
Asymptotics
Robustness

Frequentist inference

Point estimation	Estimating equations Maximum likelihood Method of moments M-estimator Minimum distance Unbiased estimators Mean-unbiased minimum-variance Rao–Blackwellization Lehmann–Scheffé theorem Median unbiased Plug-in
Interval estimation	Confidence interval Pivot Likelihood interval Prediction interval Tolerance interval Resampling Bootstrap Jackknife
Testing hypotheses	1- & 2-tails Power Uniformly most powerful test Permutation test Randomization test Multiple comparisons
Parametric tests	Likelihood-ratio Score/Lagrange multiplier Wald

Specific tests

Z-test (normal) Student's t-test F-test
Goodness of fit	Chi-squared G-test Kolmogorov–Smirnov Anderson–Darling Lilliefors Jarque–Bera Normality (Shapiro–Wilk) Likelihood-ratio test Model selection Cross validation AIC BIC
Rank statistics	Sign Sample median Signed rank (Wilcoxon) Hodges–Lehmann estimator Rank sum (Mann–Whitney) Nonparametric anova 1-way (Kruskal–Wallis) 2-way (Friedman) Ordered alternative (Jonckheere–Terpstra) Van der Waerden test

Bayesian inference

Correlation	Pearson product-moment Partial correlation Confounding variable Coefficient of determination
Regression analysis	Errors and residuals Regression validation Mixed effects models Simultaneous equations models Multivariate adaptive regression splines (MARS)
Linear regression	Simple linear regression Ordinary least squares General linear model Bayesian regression
Non-standard predictors	Nonlinear regression Nonparametric Semiparametric Isotonic Robust Heteroscedasticity Homoscedasticity
Generalized linear model	Exponential families Logistic (Bernoulli) / Binomial / Poisson regressions
Partition of variance	Analysis of variance (ANOVA, anova) Analysis of covariance Multivariate ANOVA Degrees of freedom

Categorical / Multivariate / Time-series / Survival analysis

Categorical

Multivariate

Time-series

General	Decomposition Trend Stationarity Seasonal adjustment Exponential smoothing Cointegration Structural break Granger causality
Specific tests	Dickey–Fuller Johansen Q-statistic (Ljung–Box) Durbin–Watson Breusch–Godfrey
Time domain	Autocorrelation (ACF) partial (PACF) Cross-correlation (XCF) ARMA model ARIMA model (Box–Jenkins) Autoregressive conditional heteroskedasticity (ARCH) Vector autoregression (VAR)
Frequency domain	Spectral density estimation Fourier analysis Least-squares spectral analysis Wavelet Whittle likelihood

Survival

Survival function	Kaplan–Meier estimator (product limit) Proportional hazards models Accelerated failure time (AFT) model First hitting time
Hazard function	Nelson–Aalen estimator
Test	Log-rank test

Applications

Biostatistics	Bioinformatics Clinical trials / studies Epidemiology Medical statistics
Engineering statistics	Chemometrics Methods engineering Probabilistic design Process / quality control Reliability System identification
Social statistics	Actuarial science Census Crime statistics Demography Econometrics Jurimetrics National accounts Official statistics Population statistics Psychometrics
Spatial statistics	Cartography Environmental statistics Geographic information system Geostatistics Kriging