6.8 – Moments

Introduction

We care about the shape of data distribution because it can impact statistical inference. If the shape of the observed distribution differs from the standard, eg, normal, then one option is to transform the data (see Chapter 13 – Assumptions of parametric tests).

Moments are used to describe the shape of a distribution. For those of you who remember your calculus, moments were discussed as a method to find the center of mass, or balancing point (Herman and Strang 2018). For distributions, the center and shape moments follow from the expected value of the probability function.

Four moments apply for describing the shape of a distribution. The 1st moment describes the middle, the 2nd describes the spread from the middle, the 3rd describes symmetry about the middle, and the 4th describes the shape, whether peaked and sharp (leptokurtic), or broad and flattened (platykurtic).

Equations for the moments

Over the years, several equations  have been proposed to estimate skewness and kurtosis. The above formulas are just one example from the list (Joanes and Gill 1998).

Pearson’s standardized moments:

where E is expected value of random variable. The expected value concept follows from rules of probability — basically, the average of large number, n, of X.

Four moments can be used to describe the shape of a distribution.

1^st moment, μ (mean): population mean, 3.1 – Measures of Central Tendency

2^nd moment, σ² (variance): population variance, 3.2 – Measures of dispersion

3^rd moment, (skew):

4^th moment, (kurtosis):

Estimating moments in R and R Commander

Consider results for more than a thousand runners who completed a 5K timed run (Fig 1).

Figure 1. Histogram finishing times in minutes for 1307 runners at 2016 Banana 5K.

The task is to describe the moments for the 5K data set.

Recall: The first moment is the mean. The second moment is the variance. The third moment is skewness. And the fourth moment is kurtosis.

In R Commander, we select Statistics → Summaries → Numerical summaries…, which brings up a popup menu. First, select the variable, in this case Minutes, from the Data tab (not shown). Next, click on Statistics tab to choose options (Fig 2).

Figure 2. Rcmdr Numerical summaries Statistics tab.

For estimates of the moments, check Mean, Standard Deviation, Skewness, and Kurtosis.

Large sample size, n = 1307

Type 1

    mean       sd  skewness    kurtosis    n
34.42999 10.31437 0.6159258 -0.01593882 1307

Type 2

    mean       sd  skewness    kurtosis    n
34.42999 10.31437 0.6166337 -0.01139521 1307

Type 3

    mean       sd skewness    kurtosis    n
34.42999 10.31437 0.615219 -0.02050335 1307

Small sample size

To test the claim about sample size and the moment statistics, draw a random sample of 30 from the larger data set. Sample without replacement

sample.banana <- data.frame(sample(banana5K$Minutes, 30, replace = FALSE))

I forgot to specify a new variable name, so R used the whole command as the variable name. I could go back and fix my function call, or simply rename the variable as follows

names(sample.banana)[c(1)] <- c("Minutes")

The random sample yielded a distribution (Fig 3).

Figure 3. Histogram finishing times in minutes for random sample of 30 drawn from 1307 runners at 2016 Banana 5K.

Repeat Numerical summaries on small data set, n = 30

Type 1

    mean       sd  skewness  kurtosis  n
33.16667 10.00373 0.5538637 0.5024438 30

Type 2

    mean       sd  skewness  kurtosis  n
33.16667 10.00373 0.5834511 0.8276415 30

Type 3

    mean       sd  skewness  kurtosis  n
33.16667 10.00373 0.5264025 0.2728392 30

Conclusion: We can compare consistency of the estimators by calculating coefficient of variation. The three types of skewness estimators differed by only 1% and 5% for large and small sample size, respectively. In contrast, the three types of kurtosis estimators differed by 29% and 52% for large and small sample size, respectively.

Questions

1. Explore the consistency of skewness and kurtosis estimates by calculating and comparing coefficient of variation estimates. R Commander provide a nice way to draw randomly from various defined distributions. Draw two data sets of 15 (small) and 1000 (large), from the chi-square distribution (1 degree of freedom) and a minimum of one other continuous distribution.

Example, draw random sample of 1000 from chi-square distribution. Rcmdr: Distributions → Continuous distributions → Chi-squared distribution → Sample from chi-squared distribution... (Fig 4).

Enter name for the variable, enter degrees of freedom (eg, 1), number of samples (eg, 1000), and number of observations (variables, columns). Leave Sample means checked under data sets.

Figure 4. Screenshot Rcmdr menu: Sample from Chisquare distribution.

This results in a new data set. Get “moments” from Numerical summaries and calculate coefficient of variations. Which moments have the most consistency regardless of the kind of distribution.

2. Make histograms for each of your created data sets. Describe what you see about the shape of the plotted distributions.

Quiz Chapter 6.8

Moments

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Chapter 6 contents

• Introduction
• Some preliminaries
• Ratios and proportions
• Combinations and permutations
• Types of probability
• Discrete probability distributions
• Continuous distributions
• Normal distribution and the normal deviate (Z)
• Moments
• Chi-square (Χ²) distribution
• t distribution
• F distribution
• References and suggested readings

14.7 – Rcmdr Multiway ANOVA

Introduction

We have been talking about the two-way randomized, balanced, replicated design.  Here, we take you step by step through use of R to conduct the multiway ANOVA.

R code: Multiway ANOVA

Rcmdr: Statistics → Means → Multiway ANOVA… we will review this as Option 1

or

Rcmdr: Statistics → Fit Models → Linear model… we will review this as Option 2

In either case, as a reminder, your data set must be stacked worksheet, like the data in this worksheet

Table 1. Data set, example.14.7†

Option 1

Your first option is to use the ANOVA menus via “Means.” This is a perfectly good way to handle a standard two-way, fully-crossed, fixed effects model.  However, other designs will not run with this command and R will return a report of errors for ANOVA models that do not conform to the replicated, balanced, crossed design.

Rcmdr: Statistics → Means → Multiway Analysis of variance …

Factors: highlight “Diet” AND “Population”

Response variable: pick one (in this window, all we see is “Response”)

Figure 1. Screenshot Rcmdr multi-way ANOVA.

Interpret the output

AnovaModel.2 <- (lm(Response ~ Diet*Population, data=example.14.7))

Anova(AnovaModel.2)
 
Anova Table (Type II tests)
Response: Response
                  Sum Sq    Df    F value      Pr(>F) 
Diet              36.750     1    12.2500    0.008079 **
Population        10.083     1     3.3611    0.104104 
Diet:Population   52.083     1    17.3611    0.003136 **
Residuals         24.000     8
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 
tapply(example.14.7 Response, list(Diet=example.14.7 Diet, 
+ Population=example.14.7 Population), mean, na.rm=TRUE) # means
Population
Diet 1 2
A 5.00000 7.333333
B 12.66667 6.666667

tapply(example.14.7 Response, list(Diet=example.14.7 Diet, 
+ Population=example.14.7 Population), sd, na.rm=TRUE) # std. deviations
Population
Diet 1 2
A 1.000000 2.081666
B 2.081666 1.527525

tapply(example.14.7 Response, list(Diet=example.14.71 Diet, 
+ Population=example.14.7 Population), function(x) sum(!is.na(x))) # counts
Population
Diet 1 2
A 3 3
B 3 3

End R output.

Summary of multi-way ANOVA command

The multi-way ANOVA command returns our ANOVA table plus the adjusted means, along with standard deviations and number of observations (counts).  The adjusted means would then be good to put into a chart to present group comparisons following adjustments from the effects of levels within groups.

Rcmdr: Models → Graphs → Predictor effect plots …

Here’s the chart (hint: )

Figure 2. Predictor effect plots, Diet and Population on Response variable.

Option 2

A more general approach is to use the General linear model. This approach can handle the standard 2-way fixed effects ANOVA (above), but any other model as well. The model is Response ~ Diet*Population.

Rcmdr: Statistics → Fit Models → Linear model… 

Figure 3. Screenshot Rcmdr linear model menu.

Interpret the output

LinearModel.1 <- lm(Response ~ Diet * Population, data=example.14.7)

summary(LinearModel.1)

Call:
lm(formula = Response ~ Diet * Population, data = example.14.7)

Residuals:
Min 1Q Median 3Q Max 
-2.3333 -1.1667 0.1667 1.0833 2.3333 

Coefficients:
                        Estimate    Std. Error ..t value .  Pr(>|t|) 
(Intercept) .              5.000         1.000 .   5.000    .0.00105 ** 
Diet[T.B] .                7.667       ..1.414 .   5.421    .0.00063 ***
Population[T.2]           .2.333       ..1.414 .   1.650    .0.13757 
Diet[T.B]:Population[T.2] -8.333       ..2.000    -4.167    .0.00314 ** 
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 

Residual standard error: 1.732 on 8 degrees of freedom
Multiple R-squared: 0.8047, Adjusted R-squared: 0.7315 
F-statistic: 10.99 on 3 and 8 DF, p-value: 0.003285 

End R output

Lots to sort through, so let’s begin with what is in common between the two approaches, the Multi-way ANOVA command versus the linear model command.

Compare R output from ANOVA and linear model

As a direct output, the linear model option does not provide an ANOVA summary table. Instead of our ANOVA table the linear model returns estimates of coefficients along with t-test results for each coefficient of the model from the lm() command output

Recall that we can get ANOVA tables through the following R commands via Rcmdr.

Rcmdr: Models → Hypothesis tests → ANOVA Table.

Let’s do so for this linear model (accept the default for type of tests = “Type II”).

And the output from lm() stored in the object LinearModel.1 is

Anova(LinearModel.1, type="II")
Anova Table (Type II tests)

Response: Response
                Sum Sq Df F value   Pr(>F)   
Diet            36.750  1 12.2500 0.008079 **
Population      10.083  1  3.3611 0.104104   
Diet:Population 52.083  1 17.3611 0.003136 **
Residuals       24.000  8                    
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

End R output

Now, we’re in business, and, using the lm() function, we have the estimates for each model coefficient plus our ANOVA table.

Same answer! Of course. Which to choose, Option 1 or Option 2? Use the lm() options; more flexible, covers more designs than the multiway ANOVA which is strictly for the crossed fully replicated design.

Questions

1. Write out the two-way model described for the data in Table 1.
2. Write the null hypotheses and provide a summary of the statistical significance of the model.

Quiz Chapter 14.7

Rcmdr Multiway ANOVA

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Chapter 14 contents

• Introduction
• Crossed, balanced, fully replicated
• Sources of variation
• Fixed effects, Random effects
• Randomized block design
• Nested designs
• Some other ANOVA designs
• Rcmdr Multiway ANOVA
• More on the linear model in Rcmdr
• References and suggested readings

3.3 – Measures of dispersion

More about summary statistics.

The statistics of data exploration involve calculating estimates of the middle, central tendency, and the variability, or dispersion, about the middle. Statistics about the middle were presented in the previous section, Chapter 3.1. Statistics about measures of dispersion, and how to calculate them in R, are presented in this page. Use of Z score to standardize or normalize scores is introduced. Statistical bias is also introduced. 

Describing the middle of the data gives your reader a sense of what was the typical observation for that variable. Next, your reader will want to know something about the variation about the middle value — what was the smallest value observed? What was the largest value observed? Were data widely scattered or clumped about the middle?

Measures of dispersion or variability are descriptive statistics used to answer these kinds of questions. Variability statistics are very important and we will use them throughout the course. A key descriptive statement of your data, how variable?

Examine the two figures below (Fig 1 and Fig 2): the two sample frequency distributions (put data into several groups, from low to high, and membership is counted for each group) have similar central tendencies (mean), but they have different degrees of variability (standard deviation).

Figure 1. A histogram which displays a sampling of data with a mean of 10 (arrow marks the spot) and standard deviation (sd) of 50 units.

Figure 2. A histogram which displays a sampling of data with the same mean of 10 (arrow marks the spot) displayed in Fig. 1, but with a smaller standard deviation (sd) of 5 units.

Clearly, knowing something about the middle of a data set is only part of the required information we need when we explore a data set; we need measures of dispersion as well. Provided certain assumptions about the frequency of observations hold, estimates of the middle (eg, mean, median) and the dispersion (eg, standard deviation) are adequate to describe the properties of any observed data set.

For measures of dispersion or variability, the most common statistics are: Range, Mean Deviation, Variance, Standard Deviation, and Coefficient of Variation.

The range.

The range is reported as one number, the difference between maximum and minimum values.

Arrange the data from low to high, subtract the minimum, X_min, from the maximum, X_max, value and that’s the range.

For example, the minimum height of a collection of fern trees might be 1 meter whereas the maximum height might be 2.2 meters. Therefore, the range is 1.2 meters (= 2.2 – 1).

The range is useful, but may be misleading (as index of true variability in population) if there is one or more exceptional “outlier” (one individual that has an exceptionally large or small value). I often just report X_min and X_max. That’s the way R does it, too.

If you recall, we used the following as an example data set.

x = c(4,4,4,4,5,5,6,6,6,7,7,8,8,8,15)

The command for range in R is simply range().

range(x)
[1] 4 15

There is apparently no universally accepted symbol for “range,” so we report the statistic as range = 15 – 4 = 11.

You may run into an interquartile range, which is abbreviated as IQR. It is a trimmed range, which means, like the trimmed mean, it will be robust to outlier observations. To calculate this statistic, divide the data into fourths, termed quartiles. For our example variable, x, we can get the quartiles in R

quantile(x)
  0%  25%  50%  75% 100% 
 4.0  4.5  6.0  7.5 15.0 

Thus, we see that 25% of the observations are 4.5 (or less), the second quartile is the median, and 75% of the observations are less than 7.5. The IQR is the difference between the first quartile, Q1, and the third quartile, Q3.

The command for obtaining the IQR in R is simply IQR(). Yes. You have to capitalize “IQR” — R is case sensitive; that means IqR is not the same as IQR or iqr.

IQR(x)
[1] 3.5

and we report the statistic as IQR = 3.5. Thus, 75% of the observations are within 3.5 points of the median. The IQR is used in box plots (Chapter 4). Quartiles are special cases of the more general quantile; quantiles divide up the range of values into groups with equal probabilities. For quartiles, four groups at 25% intervals. Other common quantiles include deciles (ten equal groups, 10% intervals) and percentiles (100 groups, 1% intervals).

The mean deviation.

Subtract each observation from the sample mean; each  is called a deviate: some observations will be positive (greater than ) and some will be negative (less than ).

Take the absolute value of the deviation and then add up the absolute values of the deviations from the mean. At the end, divide by the sample size, n. Large values for this statistic implies that much of the data is spread out, far from the mean. Small values in turn imply that each observation is close to the mean.

In R, we can get the mean deviation with the mad() function. At the R prompt, then

mad(x)
[1] 2.9652

Population variance and population standard deviation.

The population variance is appropriate for describing variability about the middle for a census. Again, a census implies every member of the population was measured. Equation of the population variance is

The population standard deviation also describes the variability about the middle, but has the advantage of being in the same units as the quantity (ie, no “squared” term). Equation of the population standard deviation is

Sample variance and sample standard deviation.

The above statements about the population variance and standard deviation hold for the sample statistics. Equation of the sample variance

and the equation of the sample standard deviation

Of course, instead of taking the square-root of the sample variance, the sample standard deviation could be calculated directly.

*** QuickLaTeX cannot compile formula:
\begin{align*}s = \sqrt{\frac{\sum \left ( X_{i} - \bar{X} \right )^2}{n-1}\end{align*}

*** Error message:
File ended while scanning use of \align*.
Emergency stop.

Statistical bias is an important concept in its own right; bias is a problem because it refers to a situation in which an estimator consistently returns a value different from the population parameter for which it is intended to estimate. Thus, the sample mean is said to be an unbiased estimator of the population mean. Here, bias means that the formula will give you a good estimate of the value. This turns out not to be the case for the sample variance if you divide by n instead of n - 1. Now, for very large values of n, this is not much of an issue, but it shows up when n is small. In R you get what you ask for — if you ask for the sample standard deviation, the software will return the correct value; calculators, go to watch out for this — not all of them are good at communicating which standard deviation they are calculating, the population or the sample standard deviation.

Winsorized variances.

Like the trimmed mean and winsorized mean (Ch3.2), we may need to construct a robust estimate of variability less sensitive to extreme outliers.  Winsorized refers to procedures to replace extreme values in the sample with a smaller value. As noted in Chapter 3.2, we chose the level ahead of time, eg, 90%. Winsorized values then  The winsorized variance is just the sample variance of the winsorized values.  winvar() from the WRS2 package.

Making use of the sample standard deviation.

Given an estimate of the mean and an estimate of the standard deviation, one can quickly determine the kinds of observations made and how frequently they are expected to be found in a sample from a population (assuming a particular population distribution). For example, it is common in journal articles for authors to provide a table of summary statistics like the mean and standard deviation to describe characteristics of the study population (aka the reference population), or samples of subjects drawn from the study population (aka the sample population). The CDC provides reports of attributes of for a sample of adults (more than forty thousand) from the USA population (Fryar et al 2018). Table 1 shows a sample of results for height, weight, and waist circumference for men aged 20 – 39 years.  

Table 1. Summary statistics mean ( standard deviation) of height, weight, and waist circumference of 20-39 year old men USA.

We introduced the normal deviate as a way to normalize scores, and which we we will use extensively in our discussion of the normal distribution in Chapter 6.7, as a way to standardize a sample distribution, assuming a normal curve.

For data that are normally distributed, the standard deviation can be used to tell us a lot about the variability of the data:

​ 62.26% of the data will lie between of

​ 95.46% of the data will lie between of  

​ 99.0% of the data will lie between of

This is known as the empirical rule, where 68% of the observations will be within one standard deviation, 95% of observations will be within two standard deviations, and 99% of observations will be within three standard deviations. 

For example, men aged 20 years in the USA are on average μ = 5 feet 11 inches tall, with a standard deviation of σ = 3 inches. Consider a sample of 1000 men from this population. Assuming a normal distribution, we predict that 623 (62.26%) will be between 5 ft. 8 in. and 6 ft. 2 in. ().

Where did the 5 ft. 8 in. and the 6 ft. 2 in. come from /? We add or subtract multiples of standard deviations. Thus, 6 ft. 2 in. = 5 ft. 11 in. (replace σ = 3) and 5 ft. 8 in. = 5 ft. 11 in. (again, replace σ = 3″).

Can generalize to any distribution. Chebyshev’s inequality (or theorem) guarantees that no more than a particular fraction of observations can be a specified standard deviations distance away from the mean ( needs to be greater than 1). Thus, for standard deviations, we expect a minimum of 75% of values within () two standard deviations away from the mean, or for , then 89% of values will be within () three standard deviations from the mean.

Hopefully you are now getting a sense how this knowledge allows you to plan an experiment.

For example, for a sample of 1000 observations of height of men, how many do we expect to be greater than 6 ft. 7 in. tall? Apply the empirical rule and do a little math — 79 inches (6 ft. 7 in) minus 71 inches (the mean) is equal to 8. Divide 8 by 3 (our value of ) you’ll get 2.66667; so, 6 ft. 7 in. tall is about 2.67 X standard deviations greater than the mean. From Chebyshev’s inequality we have , or 14% of observations less than or greater than the mean ().

Our question asks only about expected number of observations greater than ; divide 14% in half — we therefore expect about 70 individuals out of 1000 men sampled to be 6 ft. 7 in. or taller. Note we made no assumption about the shape of the distribution. If we assume the sample of observations comes from the normal distribution, then we can apply the Z score: about 4 individuals out of 1000 expected to be from the mean (see R code in Note box). We extend the Z-score work in Chapter 6.7.

round(1000*(pnorm(c(79), mean=71, sd=3,lower.tail=FALSE)),0)

round(1000*(pnorm(c(2.67), mean=0, sd=1,lower.tail=FALSE)),0)

[1] 4

Another example, this time with a data set available in R, the diabetic retinopathy data set in the survival package.

data(diabetic, package="survival")

Ages of the 394 subjects ranged from 1 to 58. Mean was 20.8 + 14.81 years. How many out of 100 subjects do we expect greater than 50 years old? With Chebyshev’s inequality we have , or 25.7% of observations less than or greater than the mean, so about 13. If we assume normality, then Z score (Upper tail) is 28.5% and we expect 28 subjects older than 50. Checking the data set, only eight subjects were older than 50. Our estimate by Chebyshev’s inequality was closer to the truth. Why /? Take a look at the histogram (Ch4) of the ages (Fig 3).

Figure 3. Histogram of ages of subjects in the diabetic retinopathy data set in the survival package.

Doesn’t look like a normal distribution, does it/?. 

Z-score or Chebyshev’s inequality, which to use /? Chebyshev’s inequality is more general — it can be used whether the variables is discrete or continuous and without assumption about the distribution. In contrast, the Z score assumes more is known about the variable: random, continuous, drawn from a normally distributed population. Thus, as long as these assumptions hold, the Z score approach will give a better answer. Makes intuitive sense — if we know more, our predictions should be better.

In summary from the above points, and perhaps more formally for our purposes, the standard deviation is a good statistic to describe variability of observations on subjects, it’s integral to the concept of precision of an estimate and is part of any equation for calculating confidence intervals (CI). For any estimated statistic, a good rule of thumb is to always include a confidence interval calculation. We introduced these intervals in our discussion of risk analysis (approximate CI of NNT), and we will return to confidence intervals more formally when we introduce t-tests.

When you hear people talk about “margin of error” in a survey, typically they are referring to the standard deviation — to be more precise, they are referring to a calculation that includes the standard deviation, the standard error and an accounting for confidence in the estimate (see also Chapter 3.5 – Statistics of error). 

Corrected Sums of Squares.

Now, take a closer look at the sample variance formula. We see a deviate

The variance is the average of the squared deviations from the mean. Because of the “squared” part, this statistic will always be positive and greater (or typically, equal to) zero. The variance has squared units (eg, if the units were grams, then the variance units are grams²). The sample standard deviation has the same units as the quantity (ie, no “squared” term). The numerator is called a sums of squares, and will be abbreviated as SS. Much like the deviate, will show up frequently as we move forward in statistics (eg, it’s key to understanding ANOVA).

Other standard deviations of means.

Just as we discussed for the arithmetic average, there will be corresponding standard deviations for the other kinds of means. With the geometric mean, one would calculate the standard deviation of the geometric mean, s_gm, as

where exp is the exponential function, ln refers to natural logarithm, and refers to the sample geometric mean.

For the sample harmonic mean, it turns out there isn’t a straight-forward formula, only an approximation (which I will spare you — it involves use of expectations and moments).

Base R, and therefore Rcmdr, doesn’t have built in functions for these, although you could download and install some R packages which do (eg, package NCStats, and the function is geosd() ).

If we run into data types appropriate for the geometric or harmonic means and standard deviations I will point these out; for now, I present these for completeness only.

Coefficient of variation (CV).

An unfortunate property of the standard deviation is that it is related (= “correlated”) to the mean — a fact recognized by Pearson (1896, p 276). Thus, if the mean of a sample of 100 individuals is 5 and variability is about 20%, then the standard deviation is about 1; compare to a sample of 100 individuals with mean = 25 and 20% variability, the standard deviation is about 5. For means ranging from 1 to 100, here’s a plot to show you what I am talking about.

Figure 4. Scatter plot of the standard deviation (StDev) by the mean. Data sets were simulated.

The data presented in the Figure 4 graph were simulated. Is this bias, a correlation between mean and standard deviation, something you’d see in “real” data? Here’s a plot of height in inches at withers for dog breeds (Fig 5). A line is drawn (ordinary linear regression, see Chapter 17) and as you can see, as the mean increases, the variability as indicated by the standard deviation also increases.

Figure 5. Plot of the standard deviation by the mean for heights of different breeds of dogs.

So, to compare variability estimates among groups when the means also vary, we need a new statistic, the coefficient of variation, abbreviated CV (Pearson 1896). The coefficient of variation is also known as the relative standard deviation, RSD. Many statistics textbooks not aimed at biologists do not provide this estimator (eg, check your statistics book).

This is simply the standard deviation of the sample divided by the sample mean, then multiplied by 100 to give a percent. The CV is useful when comparing the distributions of different types of data with different means.

Many times, the standard deviation of a distribution will be associated with the mean of the data.

Example. The standard deviation in height of elephants will be larger on the centimeter scale than the standard deviation of the height of mice. However, the amount of variability RELATIVE to the mean may be similar between elephants and mice. The CV might indicate that the relative variability of the two organisms is the same.

The standard deviation will also be influenced by the scale of measurement. If you measure on the mm scale versus the meter scale the magnitude of the SD will change. However, the CV will be the same!

By dividing the standard deviation by the mean you remove the measurement scale dependence of the standard deviation and generally, you also remove the relationship of the standard deviation with the mean. Therefore, CV is useful when comparing the variability of the data from distributions with different means.

One disadvantage is that the CV is only useful for ratio scale data (ie, those with a true zero).

The coefficient of variation is also one of the statistics useful for describing the precision of a measurement. See Chapter 3.4 Estimating parameters.

Standard error of the mean (SEM).

All estimates should be accompanied by a statistic that describes the accuracy of the measure. Combined with the confidence interval (Chapter 3.4), one such statistic is called the standard error of the mean, or SEM for short. For the error associated with calculation of our sample mean, it is defined as the sample standard deviation divided by the square root of n, the sample size.

sem →

The concept of error for estimates is a crucial concept. All estimates are made with error and for many statistics, a calculation is available to estimate the error (see Chapter 3.4).

Although related to each other, the concepts of sample standard deviation and sample standard error have distinct interpretations in statistics. The standard deviation quantifies the amount of variation of observations from the mean, while the standard error quantifies the difference between the sample mean and the population mean. The standard error will always be smaller than the standard deviation and is best left for reporting accuracy of a measure and statistical inference rather than description.

Questions.

1. For a sample data set like myY <- c(1,1,3,6), you should now be able to calculate, by hand, the
   • range
   • mean
   • median
   • mode
   • standard deviation
   • coefficient of variation
2. For our example data set, myX <- c(4,4,4,4,5,6,6,6,7,7,8,8,8,8,8) calculate
   • IQR
   • sample standard deviation, s
   • coefficient of variation
3. Use the sample() command in R to draw samples of size 4, 8, and 12 from your example data set stored in myX. Repeat the calculations from question 4. For example x4 <- sample(x,4) will randomly select four observations from x, and will store it in the object x4, like so (your numbers probably will differ!) x4 <- sample(x,4); x4 [1] 8 6 8 6
4. Repeat the exercise in question 4 again using different samples of 4, 8, and 12. For example, when I repeat sample(x,4) a second time I get sample(x,4) [1] 8 4 8 6
5. For Table 1, determine how many multiples of the standard deviation for observations greater than 95-percentile (eg, determine the observation value for a person who is in the 95-percentile for Height in the different decades, etc.
6. Calculate the sample range, IQR, sample standard deviation, and coefficient of variation for the following data sets
   • Height in inches of mothers,
   mom <- c(67, 66.5, 64, 58.5, 68, 66.5) #(data from GaltonFamilies in R package HistData)
   and fathers,
   dad <- c(78.5, 75.5, 75, 75, 74, 74) #(data from GaltonFamilies in R package HistData)
   • Carbon dioxide (CO₂) readings from Mauna Loa for the month of December for
   years <-c (1960, 1965, 1970, 1975, 1980, 1985, 1990, 1995, 2000, 2005, 2010, 2015, 2020)
   years <-c (1960, 1965, 1970, 1975, 1980, 1985, 1990, 1995, 2000, 2005, 2010, 2015, 2020) #obviously, do not calculate statistics on years; you can use to make a plot
co2 <- c(316.19, 319.42, 325.13, 330.62, 338.29, 346.12, 354.41, 360.82, 396.83, 380.31, 389.99, 402.06, 414.26) #(data from Dr. Pieter Tans, NOAA/GML (gml.noaa.gov/ccgg/trends/) and Dr. Ralph Keeling, Scripps Institution of Oceanography (scrippsco2.ucsd.edu/))
   • Body mass of Rhinella marina (formerly Bufo marinus) (see Fig. 1),
   bufo <- c(71.3, 71.4, 74.1, 85.4, 85.4, 86.6, 97.4, 99.6, 107, 115.7, 135.7, 156.2) 

Quiz – Chapter 3.3

Measures of dispersion

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Chapter 3 contents

• • Exploring data
  • Data types
  • Measures of Central Tendency
  • Measures of dispersion
  • Estimating parameters
  • Statistics of error
  • References and suggested readings

3 – Exploring data

Describing data: An introduction to summary statistics and basic visualization.

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Scientists answer questions about natural phenomena using the scientific method. The questions in the form of hypotheses are tested by data, the raw information collected either by observing natural outcomes among groups (observational studies) or by manipulating variables (experimental studies) and recording the outcomes. 

Regardless, after a study has been completed, the collection of observations needs to be summarized or described, a process now referred to as data exploration. Interpretation of the data constitutes the evidence used to evaluate the hypothesis. How many mice grew tumors in the treated versus control group? Did all mice respond to treatment? What is the typical cost of a new home in Hilo, HI? How large of a difference is there between the most expensive home and the middle? These questions require simple, summary statistics also called descriptive statistics and informative data visualizations. Both are required of any data analysis report (students: see Making a report in Mike’s Workbook for Biostatistics) — to communicate the findings of the experiment or observational study. 

In Chapter 3 we introduce two aspects of summary statistics expected in any report about a data set (see Chapter 4 — How to report statistics). Summary statistics provide a brief overview of relevant characteristics of observations in the data set to provide the reader to get a quick but meaningful look at the data set. Data set refers to a collection of data, usually a collection of related, ordered observations, measurements, and related information.

Summary statistics vary according to the needs of the reporting vehicle, but may generally address two characteristics of the data set

1. Central tendency or the description of the middle of the data. See Chapter 3.2 – Measures of Central Tendency.
2. Data dispersion, the variability around the middle of the data set. See Chapter 3.3 – Measures of dispersion.
3. The other two sections in Chapter 3 introduce estimation, the role random sampling plays, and the kinds of error in statistics (Chapter 3.4 — Estimating parameters).
4. The final section, 3.5 – Statistics of error, introduces incorporating estimates of error in measurement calculations are used to report confidence — confidence intervals — in the estimates we make.

Before we can talk about descriptive statistics we need to introduce the concept of data types, which we do in Chapter 3.1 — Data types. Understanding data types is crucial for accurately calculating and interpreting measures of central tendency and dispersion, which are essential for effective data visualization.

We introduce statistical graphics, a specialized kind of data visualization, in Chapter 4 – How to report statistics . Statistical graphs are utilized to describe data sets, but also to communicate statistical inference, which we address formally beginning in Chapter 7 – Probability, Risk Analysis.

Formulas — a reminder.

Most of you have been asked at some point to calculate the average or the sample standard deviation. We will provide these again, but with additional statistics. Textbooks may present calculator formulas — nothing wrong with them, although we have to watch significant figures. But computer statistical packages generally do not use these formulations as the approach to calculate — the algorithms are typically much more involved. So why present formulas throughout the book as I do? Formulas often are the best definition of the statistical concept. I haven’t investigated this last point in any systematic way, but, because of access by scientists to increasingly powerful computers since the 1980s, I doubt anyone in the business of data analysis in the biological sciences has much use of the hand calculator or the formulas except as definitions.

Homework to go with this topic.

Mike’s Workbook for Biostatistics:

Homework 2A: Descriptive statistics

Quizzes in this chapter

A total of 56 questions among the several subchapters, a mix of true or false and multiple choice question format.

Chapter 3 contents

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• Exploring data..
• Data types.
• Measures of Central Tendency.
• Measures of dispersion.
• Estimating parameters.
• Statistics of error.
• References and suggested readings.