Analysis of variance (ANOVA) is a collection of statistical models and their associated estimation procedures used to analyze the differences between groups. It uses F-test by comparing variance between groups and taking noise, or assumed normal distribution of group, into consideration by dividing by variance between elements in a group. ANOVA was developed by the statistician Ronald Fisher. ANOVA is based on the law of total variance, where the observed variance in a particular variable is partitioned into components attributable to different sources of variation. In its simplest form, ANOVA provides a statistical test of whether two or more population means are equal, and therefore generalizes the t-test beyond two means. In other words, the ANOVA is used to test the difference between two or more means.
Statistics is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model to be studied. Populations can be diverse groups of people or objects such as "all people living in a country" or "every atom composing a crystal". Statistics deals with every aspect of data, including the planning of data collection in terms of the design of surveys and experiments.
Factor analysis is a statistical method used to describe variability among observed, correlated variables in terms of a potentially lower number of unobserved variables called factors. For example, it is possible that variations in six observed variables mainly reflect the variations in two unobserved (underlying) variables. Factor analysis searches for such joint variations in response to unobserved latent variables. The observed variables are modelled as linear combinations of the potential factors plus "error" terms, hence factor analysis can be thought of as a special case of errors-in-variables models.
An F-test is any statistical test used to compare the variances of two samples or the ratio of variances between multiple samples. The test statistic, random variable F, is used to determine if the tested data has an F-distribution under the true null hypothesis, and true customary assumptions about the error term (ε). It is most often used when comparing statistical models that have been fitted to a data set, in order to identify the model that best fits the population from which the data were sampled. Exact "F-tests" mainly arise when the models have been fitted to the data using least squares. The name was coined by George W. Snedecor, in honour of Ronald Fisher. Fisher initially developed the statistic as the variance ratio in the 1920s.
John Wilder Tukey was an American mathematician and statistician, best known for the development of the fast Fourier Transform (FFT) algorithm and box plot. The Tukey range test, the Tukey lambda distribution, the Tukey test of additivity, and the Teichmüller–Tukey lemma all bear his name. He is also credited with coining the term bit and the first published use of the word software.
In statistics, exploratory data analysis (EDA) is an approach of analyzing data sets to summarize their main characteristics, often using statistical graphics and other data visualization methods. A statistical model can be used or not, but primarily EDA is for seeing what the data can tell beyond the formal modeling and thereby contrasts with traditional hypothesis testing, in which a model is supposed to be selected before the data is seen. Exploratory data analysis has been promoted by John Tukey since 1970 to encourage statisticians to explore the data, and possibly formulate hypotheses that could lead to new data collection and experiments. EDA is different from initial data analysis (IDA), which focuses more narrowly on checking assumptions required for model fitting and hypothesis testing, and handling missing values and making transformations of variables as needed. EDA encompasses IDA.
Level of measurement or scale of measure is a classification that describes the nature of information within the values assigned to variables. Psychologist Stanley Smith Stevens developed the best-known classification with four levels, or scales, of measurement: nominal, ordinal, interval, and ratio. This framework of distinguishing levels of measurement originated in psychology and has since had a complex history, being adopted and extended in some disciplines and by some scholars, and criticized or rejected by others. Other classifications include those by Mosteller and Tukey, and by Chrisman.
In statistics, a categorical variable is a variable that can take on one of a limited, and usually fixed, number of possible values, assigning each individual or other unit of observation to a particular group or nominal category on the basis of some qualitative property. In computer science and some branches of mathematics, categorical variables are referred to as enumerations or enumerated types. Commonly, each of the possible values of a categorical variable is referred to as a level. The probability distribution associated with a random categorical variable is called a categorical distribution.
This glossary of statistics and probability is a list of definitions of terms and concepts used in the mathematical sciences of statistics and probability, their sub-disciplines, and related fields. For additional related terms, see Glossary of mathematics and Glossary of experimental design.
In statistics, Duncan's new multiple range test (MRT) is a multiple comparison procedure developed by David B. Duncan in 1955. Duncan's MRT belongs to the general class of multiple comparison procedures that use the studentized range statistic qr to compare sets of means.
In statistics, resampling is the creation of new samples based on one observed sample. Resampling methods are:
- Permutation tests
- Bootstrapping
- Cross validation
- Jackknife
In statistics, family-wise error rate (FWER) is the probability of making one or more false discoveries, or type I errors when performing multiple hypotheses tests.
Omnibus tests are a kind of statistical test. They test whether the explained variance in a set of data is significantly greater than the unexplained variance, overall. One example is the F-test in the analysis of variance. There can be legitimate significant effects within a model even if the omnibus test is not significant. For instance, in a model with two independent variables, if only one variable exerts a significant effect on the dependent variable and the other does not, then the omnibus test may be non-significant. This fact does not affect the conclusions that may be drawn from the one significant variable. In order to test effects within an omnibus test, researchers often use contrasts.
Tukey's range test, also known as Tukey's test, Tukey method, Tukey's honest significance test, or Tukey's HSDtest, is a single-step multiple comparison procedure and statistical test. It can be used to correctly interpret the statistical significance of the difference between means that have been selected for comparison because of their extreme values.
In statistics, Scheffé's method, named after American statistician Henry Scheffé, is a method for adjusting significance levels in a linear regression analysis to account for multiple comparisons. It is particularly useful in analysis of variance, and in constructing simultaneous confidence bands for regressions involving basis functions.
A violin plot is a statistical graphic for comparing probability distributions. It is similar to a box plot, with the addition of a rotated kernel density plot on each side.
A plot is a graphical technique for representing a data set, usually as a graph showing the relationship between two or more variables. The plot can be drawn by hand or by a computer. In the past, sometimes mechanical or electronic plotters were used. Graphs are a visual representation of the relationship between variables, which are very useful for humans who can then quickly derive an understanding which may not have come from lists of values. Given a scale or ruler, graphs can also be used to read off the value of an unknown variable plotted as a function of a known one, but this can also be done with data presented in tabular form. Graphs of functions are used in mathematics, sciences, engineering, technology, finance, and other areas.
The Newman–Keuls or Student–Newman–Keuls (SNK)method is a stepwise multiple comparisons procedure used to identify sample means that are significantly different from each other. It was named after Student (1927), D. Newman, and M. Keuls. This procedure is often used as a post-hoc test whenever a significant difference between three or more sample means has been revealed by an analysis of variance (ANOVA). The Newman–Keuls method is similar to Tukey's range test as both procedures use studentized range statistics. Unlike Tukey's range test, the Newman–Keuls method uses different critical values for different pairs of mean comparisons. Thus, the procedure is more likely to reveal significant differences between group means and to commit type I errors by incorrectly rejecting a null hypothesis when it is true. In other words, the Neuman-Keuls procedure is more powerful but less conservative than Tukey's range test.
In statistics, Tukey's test of additivity, named for John Tukey, is an approach used in two-way ANOVA to assess whether the factor variables are additively related to the expected value of the response variable. It can be applied when there are no replicated values in the data set, a situation in which it is impossible to directly estimate a fully general non-additive regression structure and still have information left to estimate the error variance. The test statistic proposed by Tukey has one degree of freedom under the null hypothesis, hence this is often called "Tukey's one-degree-of-freedom test."
