Descriptive Statistics: Notation and Moments, Study notes of Mathematical Statistics

An overview of descriptive statistics, including notation and the calculation of moments using a provisional means algorithm. Topics covered include mean, variance, standard deviation, minimum, maximum, sum, skewness, and kurtosis. References to bliss (1967) and spicer (1972) are provided.

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DESCRIPTIVES
Notation
The following notation is used throughout this chapter unless otherwise stated:
Xi Value of the variable for case i
wi Weight for case i
N Number of cases
Wi Sum of the weights for the first icases
Xi Mean for the first icases
Moments
Moments about the mean are calculated recursively using a provisional means
algorithm (Spicer, 1972):
Ww
vw
WXX
MM vM vM WwW
wvW W
MM vM WW
wWwv
MM WW
wv
XX v
WXM M M
ji
i
j
jj
jjj
jj jj jj jjj
jjj j
jj jj jj
jjjj
jj jj
jj
jj j
=
=โˆ’
=โˆ’ + +โˆ’
๎˜™
๎˜›
๎˜š๎˜œ
๎˜ž
๎˜
=โˆ’ + โˆ’
=+
=+
== = = =
=
โˆ’
โˆ’โˆ’โˆ’ โˆ’โˆ’
โˆ’โˆ’
โˆ’
โˆ’โˆ’
โˆ’
โˆ‘
1
1
41
41
32
1
221
341
31
31
21
23
21
212
1
00 0
20
30
4
46 3
32
0
38
38
pf3
pf4

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1

Notation

The following notation is used throughout this chapter unless otherwise stated:

X (^) i Value of the variable for case^ i wi Weight for case^ i N Number of cases Wi Sum of the weights for the first^ i^ cases X (^) i Mean for the first^ i^ cases

Moments

Moments about the mean are calculated recursively using a provisional means algorithm (Spicer, 1972):

W w

v w W

X X

M M v M v M W w W w v W W

M M v M

W W

w W w v

M M

W W

w v

X X v

W X M M M

j i i

j

j j j j j

j j j j j j j j j j j j j

j j j j j j j j j j

j j j j j j

j j j

 โˆ’ ^

  = โˆ’ + โˆ’

= โˆ’

โˆ’ โˆ’ โˆ’ โˆ’ โˆ’

โˆ’ โˆ’ โˆ’

โˆ’ โˆ’

โˆ’

1 1

(^4413 ) (^21) 3 (^41)

3 31 2 1 1 2 3

2 2 1 1 2

1

0 0 02 03 04

3 8

3 8

After the last observation has been processed, WN = sum of weights for all cases X (^) N = mean

M (^) Nr^ wi X (^) i Xr i

N = โˆ’ =

โˆ‘ 3 8 1

Basic Statistics

Mean

X (^) N

Variance

S 2 = M (^) N^2 1 W (^) Nโˆ’ (^16)

Standard Deviation

S = S^2

Standard Error

S S

X WN

Z -Scores

Z X^ X

i (^) S = i^ โˆ’ N

If X (^) i is missing or S โ‰ค 0 , Z (^) i is set to the system missing value.

References

Bliss, C. I. 1967. Statistics in biology, Volume 1. New York: McGraw-Hill. Spicer, C. C. 1972. Algorithm AS 52: Calculation of power sums of deviations about the mean. Applied Statistics, 21: 226โ€“227.