Mathematical statistics
Encyclopedia
Mathematical statistics is the study of statistics
from a mathematical standpoint, using probability theory
as well as other branches of mathematics
such as linear algebra
and analysis
. The term "mathematical statistics" is closely related to the term "statistical theory
" but also embraces modelling for actuarial science
and non-statistical probability theory
, particularly in Scandinavia
.
Statistics deals with gaining information from data. In practice, data
often contain some randomness
or uncertainty
. Statistics handles such data using methods of probability theory
.
and with the planning of surveys
using random sampling. The initial analysis of the data from properly randomized studies often follows the study protocol.
Of course, the data from a randomized study can be analyzed to consider secondary hypotheses or to suggest new ideas. A secondary analysis of the data from a planned study uses tools from data analysis.
Data analysis is divided into:
While the tools of data analysis work best on data from randomized studies, they are also applied to other kinds of data --- for example, from natural experiments and observational studies, in which case the inference is dependent on the model chosen by the statistician, and so subjective.
Mathematical statistics has been inspired by and has extended many procedures in applied statistics.
. Statistical theorists study and improve statistical procedures with mathematics, and statistical research often raises mathematical questions. Statistical theory relies on probability
and decision theory
.
Mathematicians and statisticians like Gauss
, Laplace, and C. S. Peirce used decision theory
with probability distribution
s and loss function
s (or utility functions). The decision-theoretic approach to statistical inference was reinvigorated by Abraham Wald
and his successors, and makes extensive use of scientific computing, analysis
, and optimization
; for the design of experiments
, statisticians use algebra
and combinatorics
.
Statistics
Statistics is the study of the collection, organization, analysis, and interpretation of data. It deals with all aspects of this, including the planning of data collection in terms of the design of surveys and experiments....
from a mathematical standpoint, using probability theory
Probability theory
Probability theory is the branch of mathematics concerned with analysis of random phenomena. The central objects of probability theory are random variables, stochastic processes, and events: mathematical abstractions of non-deterministic events or measured quantities that may either be single...
as well as other branches of mathematics
Mathematics
Mathematics is the study of quantity, space, structure, and change. Mathematicians seek out patterns and formulate new conjectures. Mathematicians resolve the truth or falsity of conjectures by mathematical proofs, which are arguments sufficient to convince other mathematicians of their validity...
such as linear algebra
Linear algebra
Linear algebra is a branch of mathematics that studies vector spaces, also called linear spaces, along with linear functions that input one vector and output another. Such functions are called linear maps and can be represented by matrices if a basis is given. Thus matrix theory is often...
and analysis
Mathematical analysis
Mathematical analysis, which mathematicians refer to simply as analysis, has its beginnings in the rigorous formulation of infinitesimal calculus. It is a branch of pure mathematics that includes the theories of differentiation, integration and measure, limits, infinite series, and analytic functions...
. The term "mathematical statistics" is closely related to the term "statistical theory
Statistical theory
The theory of statistics provides a basis for the whole range of techniques, in both study design and data analysis, that are used within applications of statistics. The theory covers approaches to statistical-decision problems and to statistical inference, and the actions and deductions that...
" but also embraces modelling for actuarial science
Actuarial science
Actuarial science is the discipline that applies mathematical and statistical methods to assess risk in the insurance and finance industries. Actuaries are professionals who are qualified in this field through education and experience...
and non-statistical probability theory
Probability theory
Probability theory is the branch of mathematics concerned with analysis of random phenomena. The central objects of probability theory are random variables, stochastic processes, and events: mathematical abstractions of non-deterministic events or measured quantities that may either be single...
, particularly in Scandinavia
Scandinavia
Scandinavia is a cultural, historical and ethno-linguistic region in northern Europe that includes the three kingdoms of Denmark, Norway and Sweden, characterized by their common ethno-cultural heritage and language. Modern Norway and Sweden proper are situated on the Scandinavian Peninsula,...
.
Statistics deals with gaining information from data. In practice, data
Data
The term data refers to qualitative or quantitative attributes of a variable or set of variables. Data are typically the results of measurements and can be the basis of graphs, images, or observations of a set of variables. Data are often viewed as the lowest level of abstraction from which...
often contain some randomness
Randomness
Randomness has somewhat differing meanings as used in various fields. It also has common meanings which are connected to the notion of predictability of events....
or uncertainty
Uncertainty
Uncertainty is a term used in subtly different ways in a number of fields, including physics, philosophy, statistics, economics, finance, insurance, psychology, sociology, engineering, and information science...
. Statistics handles such data using methods of probability theory
Probability theory
Probability theory is the branch of mathematics concerned with analysis of random phenomena. The central objects of probability theory are random variables, stochastic processes, and events: mathematical abstractions of non-deterministic events or measured quantities that may either be single...
.
Introduction
Statistical science is concerned with the planning of studies, especially with the design of randomized experimentsDesign of experiments
In general usage, design of experiments or experimental design is the design of any information-gathering exercises where variation is present, whether under the full control of the experimenter or not. However, in statistics, these terms are usually used for controlled experiments...
and with the planning of surveys
Statistical survey
Survey methodology is the field that studies surveys, that is, the sample of individuals from a population with a view towards making statistical inferences about the population using the sample. Polls about public opinion, such as political beliefs, are reported in the news media in democracies....
using random sampling. The initial analysis of the data from properly randomized studies often follows the study protocol.
Of course, the data from a randomized study can be analyzed to consider secondary hypotheses or to suggest new ideas. A secondary analysis of the data from a planned study uses tools from data analysis.
Data analysis is divided into:
- descriptive statisticsDescriptive statisticsDescriptive statistics quantitatively describe the main features of a collection of data. Descriptive statistics are distinguished from inferential statistics , in that descriptive statistics aim to summarize a data set, rather than use the data to learn about the population that the data are...
- the part of statistics that describes data, i.e. summarises the data and their typical properties.
- inferential statistics - the part of statistics that draws conclusions from data (using some model for the data): For example, inferential statistics involves selecting a model for the data, checking whether the data fulfill the conditions of a particular model, and with quantifying the involved uncertainty (e.g. using confidence intervalConfidence intervalIn statistics, a confidence interval is a particular kind of interval estimate of a population parameter and is used to indicate the reliability of an estimate. It is an observed interval , in principle different from sample to sample, that frequently includes the parameter of interest, if the...
s).
While the tools of data analysis work best on data from randomized studies, they are also applied to other kinds of data --- for example, from natural experiments and observational studies, in which case the inference is dependent on the model chosen by the statistician, and so subjective.
Mathematical statistics has been inspired by and has extended many procedures in applied statistics.
Statistics, mathematics, and mathematical statistics
Mathematical statistics has substantial overlap with the discipline of statisticsStatistics
Statistics is the study of the collection, organization, analysis, and interpretation of data. It deals with all aspects of this, including the planning of data collection in terms of the design of surveys and experiments....
. Statistical theorists study and improve statistical procedures with mathematics, and statistical research often raises mathematical questions. Statistical theory relies on probability
Probability theory
Probability theory is the branch of mathematics concerned with analysis of random phenomena. The central objects of probability theory are random variables, stochastic processes, and events: mathematical abstractions of non-deterministic events or measured quantities that may either be single...
and decision theory
Optimal decision
An optimal decision is a decision such that no other available decision options will lead to a better outcome. It is an important concept in decision theory. In order to compare the different decision outcomes, one commonly assigns a relative utility to each of them...
.
Mathematicians and statisticians like Gauss
Gauss
Gauss may refer to:*Carl Friedrich Gauss, German mathematician and physicist*Gauss , a unit of magnetic flux density or magnetic induction*GAUSS , a software package*Gauss , a crater on the moon...
, Laplace, and C. S. Peirce used decision theory
Optimal decision
An optimal decision is a decision such that no other available decision options will lead to a better outcome. It is an important concept in decision theory. In order to compare the different decision outcomes, one commonly assigns a relative utility to each of them...
with probability distribution
Probability distribution
In probability theory, a probability mass, probability density, or probability distribution is a function that describes the probability of a random variable taking certain values....
s and loss function
Loss function
In statistics and decision theory a loss function is a function that maps an event onto a real number intuitively representing some "cost" associated with the event. Typically it is used for parameter estimation, and the event in question is some function of the difference between estimated and...
s (or utility functions). The decision-theoretic approach to statistical inference was reinvigorated by Abraham Wald
Abraham Wald
- See also :* Sequential probability ratio test * Wald distribution* Wald–Wolfowitz runs test...
and his successors, and makes extensive use of scientific computing, analysis
Mathematical analysis
Mathematical analysis, which mathematicians refer to simply as analysis, has its beginnings in the rigorous formulation of infinitesimal calculus. It is a branch of pure mathematics that includes the theories of differentiation, integration and measure, limits, infinite series, and analytic functions...
, and optimization
Optimization (mathematics)
In mathematics, computational science, or management science, mathematical optimization refers to the selection of a best element from some set of available alternatives....
; for the design of experiments
Design of experiments
In general usage, design of experiments or experimental design is the design of any information-gathering exercises where variation is present, whether under the full control of the experimenter or not. However, in statistics, these terms are usually used for controlled experiments...
, statisticians use algebra
Algebraic statistics
Algebraic statistics is the use of algebra to advance statistics. Algebra has been useful for experimental design, parameter estimation, and hypothesis testing....
and combinatorics
Combinatorial design
Combinatorial design theory is the part of combinatorial mathematics that deals with the existence and construction of systems of finite sets whose intersections have specified numerical properties....
.
Additional reading
- Borovkov, A. A. (1999). Mathematical Statistics. CRC Press. ISBN 90-5699-018-7
- Virtual Laboratories in Probability and Statistics (Univ. of Ala.-Huntsville)