Statistics How To

Outliers > Winsorize What is Winsorization? Winsorization is a way to minimize the influence of outliers in your data by either: Assigning the outlier a lower weight, Changing the value so that it is close to other values in the set. The data points are modified, not trimmed/removed (as in the trimmed mean). The Winsorize … Read more

Descriptive Statistics > Grubbs’ Test What is Grubbs’ Test for Outliers? Grubbs’ test is used to find a single outlier in a normally distributed data set. The test finds if a minimum value or a maximum value is an outlier. Cautions: The test is only used to find a single outlier in normally distributed data … Read more

Statistics Definitions > White Test Note: In order to understand the White test, you may want to read this article about heteroscedasticity first. What is the White Test? White’s test is used to test for heteroscedastic (“differently dispersed”) errors in regression analysis. It is a special case of the (simpler) Breusch-Pagan test. The null hypothesis … Read more

Statistics Definitions > IID Statistics IID Statistics and Random Sampling In statistics, we commonly deal with random samples. A random sample can be thought of as a set of objects that are chosen randomly. Or, more formally, it’s “a sequence of independent, identically distributed (IID) random variables”. In other words, the terms random sample and … Read more

Matrices > Correlation Matrix You may find it helpful to read this article first: What is Pearson’s Correlation Coefficient? What is a Correlation Matrix? A correlation matrix is a table showing correlation coefficients between sets of variables. Each random variable (Xi) in the table is correlated with each of the other values in the table … Read more

Statistics Definitions > Matched Samples What are Matched Samples? Matched samples (also called matched pairs, paired samples or dependent samples) are paired up so that the participants share every characteristic except for the one under investigation. A “participant” is a member of the sample, and can be a person, object or thing. A common use … Read more

Hypothesis Tests > Log-Rank Test Contents: Log-Rank Test Weighted LRT Stratified LRT 1. What is the Log-Rank Test? The log-rank test is a non-parametric hypothesis test to compare survival distributions from two samples. It is often used in clinical trials to compare survival experience for two groups of individuals. For example you might want to … Read more

Probability Distributions > Heavy Tailed Distribution / Light Tailed Distribution What is a Heavy Tailed Distribution? A heavy tailed distribution has a tail that’s heavier than an exponential distribution (Bryson, 1974). In other words, a distribution that is heavy tailed goes to zero slower than one with exponential tails; there will be more bulk under … Read more

Statistics Definitions > Conservative What does “Conservative” mean in Statistics? Conservative in statistics has the same general meaning as in other areas: avoiding excess by erring on the side of caution. In statistics, “conservative” specifically refers to being cautious when it comes to hypothesis tests, test results, or confidence intervals. Reporting conservatively means that you’re … Read more

Statistics Definitions > Censoring and Censored Data What is Censoring? Censoring in a study is when there is incomplete information about a study participant, observation or value of a measurement. In clinical trials, it’s when the event doesn’t happen while the subject is being monitored or because they drop out of the trial. Right Censoring … Read more