Statistics How To

Statistics Definitions > Jarque-Bera Test What is the Jarque-Bera Test? The Jarque-Bera Test,a type of Lagrange multiplier test, is a test for normality. Normality is one of the assumptions for many statistical tests, like the t test or F test; the Jarque-Bera test is usually run before one of these tests to confirm normality. It … Read more

Statistics Definitions > W Statistic (Coefficient of Concordance) This article is about Kendall’s W Statistic for ranked data. For the W-value given to indicate normalilty, see: Shapiro-Wilk Test. For the “W-statistic” used in ANOVA, see: Brown-Forsythe test. What is the W Statistic? Kendall’s W statistic (sometimes called the Coefficient of Concordance) is a non parametric … Read more

Urn models > Pólya Urn What is a Pólya Urn? Pólya’s urn is a famous sampling model used in probability. Let’s say you had an urn with red and green balls. You choose one ball at random, note the color, and replace the ball in the urn along with another ball of the same color. … Read more

Statistics Definitions > Parametric Modeling What is Parametric Modeling? Parametric modeling is creating a model from some known facts about a population. These “facts” are called parameters, (hence the name parametric). While it’s used in statistics, parametric modeling is also a specialized field in mechanical design or building design. The normal distribution is a simple … Read more

Statistics Definitions > Population Proportion What is the Population Proportion? A population proportion is a fraction of the population that has a certain characteristic. For example, let’s say you had 1,000 people in the population and 237 of those people have blue eyes. The fraction of people who have blue eyes is 237 out of … Read more

Statistics Definitions > Survival Analysis Contents: What is Survival Analysis? The Survival Distribution / Survival Function What is Kaplan Meier Analysis? What is Survival Analysis? Survival analysis is a model for time until a certain “event.” The event is sometimes, but not always, death. For example, you can use survival analysis to model many different … Read more

Descriptive Statistics > Directed Acyclic Graph Directed acyclic graphs (DAGs) are used to model probabilities, connectivity, and causality. A “graph” in this sense means a structure made from nodes and edges. Nodes are usually denoted by circles or ovals (although technically they can be any shape of your choosing). Edges are the connections between the … Read more

Probability > Total Probability Rule What is the Total Probability Rule? The total probability rule (also called the Law of Total Probability) breaks up probability calculations into distinct parts. It’s used to find the probability of an event, A, when you don’t know enough about A’s probabilities to calculate it directly. Instead, you take a … Read more

Minimum Spanning Tree > Boruvka’s Algorithm What is Boruvka’s Algorithm? Boruvka’s Algorithm is a way to find a minimum spanning tree — a spanning tree where the sum of edge weights is minimized. It was the first algorithm developed (in 1926) to find MSTs; Otakar Boruvka used it to find the most efficient routing for … Read more

Experimental Design > Interaction Effect What is an Interaction Effect? An interaction effect happens when one explanatory variable interacts with another explanatory variable on a response variable. This is opposed to the “main effect” which is the action of a single independent variable on the dependent variable. For example, let’s say you were studying the … Read more