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Mean vs. Median: Impact of Outliers

This chapter discusses numerical descriptive statistics including measures of central tendency like mean, median, and mode as well as measures of variation such as range, interquartile range, variance, and standard deviation. It also covers topics like skewness, the empirical rule, and least squares regression.

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Anh Pham Minh
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0% found this document useful (0 votes)
13 views41 pages

Mean vs. Median: Impact of Outliers

This chapter discusses numerical descriptive statistics including measures of central tendency like mean, median, and mode as well as measures of variation such as range, interquartile range, variance, and standard deviation. It also covers topics like skewness, the empirical rule, and least squares regression.

Uploaded by

Anh Pham Minh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Chapter 3

Describing Data: Numerical

Chap 3-1
Chapter Goals
After completing this chapter, you should be able to:
n Compute and interpret the mean, median, and mode for a
set of data
n Find the range, variance, standard deviation, and
coefficient of variation and know what these values mean
n Apply the empirical rule to describe the variation of
population values around the mean
n Explain the weighted mean and when to use it
n Explain how a least squares regression line estimates a
linear relationship between two variables

Chap 3-2
Chapter Topics
n Measures of central tendency, variation, and
shape
n Mean, median, mode, geometric mean
n Quartiles
n Range, interquartile range, variance and standard
deviation, coefficient of variation
n Symmetric and skewed distributions
n Population summary measures
n Mean, variance, and standard deviation
n The empirical rule and Bienaymé-Chebyshev rule

Chap 3-3
Chapter Topics
(continued)

n Five number summary and box-and-whisker


plots
n Covariance and coefficient of correlation
n Pitfalls in numerical descriptive measures and
ethical considerations

Chap 3-4
Describing Data Numerically
Describing Data Numerically

Central Tendency Variation

Arithmetic Mean Range

Median Interquartile Range

Mode Variance

Standard Deviation

Coefficient of Variation

Chap 3-5
Measures of Central Tendency
Overview
Central Tendency

Mean Median Mode

åx i
x= i=1
n
Arithmetic Midpoint of Most frequently
average ranked values observed value

Chap 3-6
Arithmetic Mean
n The arithmetic mean (mean) is the most
common measure of central tendency
n For a population of N values:
N

åxx1 + x 2 +  + x N
i Population
μ= =
i=1
values
N N
Population size

n For a sample of size n:


n

åx i
x1 + x 2 +  + x n Observed
x= i=1
= values
n n
Sample size
Chap 3-7
Arithmetic Mean
(continued)

n The most common measure of central tendency


n Mean = sum of values divided by the number of values
n Affected by extreme values (outliers)

0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10

Mean = 3 Mean = 4
1 + 2 + 3 + 4 + 5 15 1 + 2 + 3 + 4 + 10 20
= =3 = =4
5 5 5 5

Chap 3-8
Median
n In an ordered list, the median is the “middle”
number (50% above, 50% below)

0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10

Median = 3 Median = 3

n Not affected by extreme values

Chap 3-9
Finding the Median

n The location of the median:

n +1
Median position = position in the ordered data
2
n If the number of values is odd, the median is the middle number
n If the number of values is even, the median is the average of
the two middle numbers

n +1
n Note that is not the value of the median, only the
2
position of the median in the ranked data

Chap 3-10
Mode
n A measure of central tendency
n Value that occurs most often
n Not affected by extreme values
n Used for either numerical or categorical data
n There may may be no mode
n There may be several modes

0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 0 1 2 3 4 5 6

No Mode
Mode = 9
Chap 3-11
Review Example
n Five houses on a hill by the beach
$2,000 K
House Prices:

$2,000,000
500,000 $500 K
300,000 $300 K
100,000
100,000

$100 K

$100 K

Chap 3-12
Review Example:
Summary Statistics

House Prices:
n Mean: ($3,000,000/5)
$2,000,000 = $600,000
500,000
300,000
100,000
100,000 n Median: middle value of ranked data
Sum 3,000,000
= $300,000

n Mode: most frequent value


= $100,000

Chap 3-13
Which measure of location
is the “best”?

n Mean is generally used, unless


extreme values (outliers) exist
n Then median is often used, since
the median is not sensitive to
extreme values.
n Example: Median home prices may be
reported for a region – less sensitive to
outliers

Chap 3-14
Shape of a Distribution

n Describes how data are distributed


n Measures of shape
n Symmetric or skewed

Left-Skewed Symmetric Right-Skewed


Mean < Median Mean = Median Median < Mean

Chap 3-15
Measures of Variability
Variation

Range Interquartile Variance Standard Coefficient


Range Deviation of Variation

n Measures of variation give


information on the spread
or variability of the data
values.

Same center,
different variation
Chap 3-16
Range

n Simplest measure of variation


n Difference between the largest and the smallest
observations:

Range = Xlargest – Xsmallest

Example:

0 1 2 3 4 5 6 7 8 9 10 11 12 13 14

Range = 14 - 1 = 13

Chap 3-17
Disadvantages of the Range
n Ignores the way in which data are distributed

7 8 9 10 11 12 7 8 9 10 11 12
Range = 12 - 7 = 5 Range = 12 - 7 = 5

n Sensitive to outliers
1,1,1,1,1,1,1,1,1,1,1,2,2,2,2,2,2,2,2,3,3,3,3,4,5
Range = 5 - 1 = 4

1,1,1,1,1,1,1,1,1,1,1,2,2,2,2,2,2,2,2,3,3,3,3,4,120
Range = 120 - 1 = 119

Chap 3-18
Interquartile Range

n Can eliminate some outlier problems by using


the interquartile range

n Eliminate high- and low-valued observations


and calculate the range of the middle 50% of
the data

n Interquartile range = 3rd quartile – 1st quartile


IQR = Q3 – Q1

Chap 3-19
Interquartile Range

Example:
Median
Q1 – 1.5IQR Q1 (Q2) Q3 Q3 + 1.5IQR
25% 25% 25% 25%

30 45 57

Interquartile range
= 57 – 30 = 27

Chap 3-20
Quartiles
n Quartiles split the ranked data into 4 segments with
an equal number of values per segment

25% 25% 25% 25%

Q1 Q2 Q3

n The first quartile, Q1, is the value for which 25% of the
observations are smaller and 75% are larger
n Q2 is the same as the median (50% are smaller, 50% are
larger)
n Only 25% of the observations are greater than the third
quartile

Chap 3-21
Quartile Formulas

Find a quartile by determining the value in the


appropriate position in the ranked data, where

First quartile position: Q1 = 0.25(n+1)

Second quartile position: Q2 = 0.50(n+1)


(the median position)

Third quartile position: Q3 = 0.75(n+1)

where n is the number of observed values

Chap 3-22
Quartiles

n Example: Find the first quartile


Sample Ranked Data: 11 12 13 16 16 17 18 21 22

(n = 9)
Q1 = is in the 0.25(9+1) = 2.5 position of the ranked data
so use the value half way between the 2nd and 3rd values,

so Q1 = 12.5

Chap 3-23
Population Variance

n Average of squared deviations of values from


the mean
N
n Population variance:
å (x - μ)
i
2

σ =2 i=1
N -1
Where μ = population mean
N = population size
xi = ith value of the variable x
Chap 3-24
Sample Variance

n Average (approximately) of squared deviations


of values from the mean
n
n Sample variance:
å (x - x)i
2

s =
2 i=1
n -1
Where X = arithmetic mean
n = sample size
Xi = ith value of the variable X
Chap 3-25
Population Standard Deviation
n Most commonly used measure of variation
n Shows variation about the mean
n Has the same units as the original data

n Population standard deviation:

å i
(x - μ) 2

σ= i=1
N -1
Chap 3-26
Sample Standard Deviation
n Most commonly used measure of variation
n Shows variation about the mean
n Has the same units as the original data

Sample standard deviation: n

å i
n
(x - x) 2

S= i=1
n -1

Chap 3-27
Calculation Example:
Sample Standard Deviation
Sample
Data (xi) : 10 12 14 15 17 18 18 24
n=8 Mean = x = 16

(10 - X)2 + (12 - x)2 + (14 - x)2 +  + (24 - x)2


s=
n -1

(10 - 16)2 + (12 - 16)2 + (14 - 16)2 +  + (24 - 16)2


=
8 -1

126 A measure of the “average”


= = 4.2426 scatter around the mean
7
Chap 3-28
Measuring variation

Small standard deviation

Large standard deviation

Chap 3-29
Comparing Standard Deviations

Data A
Mean = 15.5
11 12 13 14 15 16 17 18 19 20 21 s = 3.338

Data B
Mean = 15.5
11 12 13 14 15 16 17 18 19 20 21 s = 0.926
Data C
Mean = 15.5
11 12 13 14 15 16 17 18 19 20 21 s = 4.570

Chap 3-30
Advantages of Variance and
Standard Deviation

n Each value in the data set is used in the


calculation

n Values far from the mean are given extra


weight
(because deviations from the mean are squared)

Chap 3-31
Chebyshev’s Theorem

n For any population with mean μ and


standard deviation σ , and k > 1 , the
percentage of observations that fall within
the interval
[μ + kσ]
Is at least

100[1 - (1/k )]%


2

Chap 3-32
Chebyshev’s Theorem
(continued)

n Regardless of how the data are distributed,


at least (1 - 1/k2) of the values will fall
within k standard deviations of the mean
(for k > 1)
n Examples:
At least within
(1 - 1/12) = 0% ……..... k=1 (μ ± 1σ)
(1 - 1/22) = 75% …........ k=2 (μ ± 2σ)
(1 - 1/32) = 89% ………. k=3 (μ ± 3σ)

Chap 3-33
The Empirical Rule

n If the data distribution is bell-shaped, then


the interval:
n μ ± 1σ contains about 68% of the values in
the population or the sample

68%

μ
μ ± 1σ
Chap 3-34
The Empirical Rule
n μ ± 2σ contains about 95% of the values in
the population or the sample
n μ ± 3σ contains about 99.7% of the values
in the population or the sample

95% 99.7%

μ ± 2σ μ ± 3σ

Chap 3-35
Coefficient of Variation

n Measures relative variation


n Always in percentage (%)
n Shows variation relative to mean
n Can be used to compare two or more sets of
data measured in different units

æ sö
CV = çç ÷÷ × 100%
èx ø
Chap 3-36
Comparing Coefficient
of Variation
n Stock A:
n Average price last year = $50

n Standard deviation = $5

æs ö $5
CVA = çç ÷÷ ×100% = ×100% = 10%
èx ø $50 Both stocks
n Stock B: have the same
standard
n Average price last year = $100 deviation, but
stock B is less
n Standard deviation = $5 variable relative
to its price
æs ö $5
CVB = çç ÷÷ ×100% = ×100% = 5%
èx ø $100
Chap 3-37
Weighted Mean

n The weighted mean of a set of data is

åw x i i
w 1x1 + w 2 x 2 +  + w n x n
x= i=1
=
åw å wi
n Where wi is the weight of the ith observation

n Use when data is already grouped into n classes, with


wi values in the ith class

Chap 3-38
Approximations for Grouped Data
Suppose a data set contains values m1, m2, . . ., mk,
occurring with frequencies f1, f2, . . . fK

n For a population of N observations the mean is


K

å fimi K
where N = å fi
μ= i=1 i=1

N
n For a sample of n observations, the mean is
K

åfm i i
K
where n = å fi
x= i=1
i=1

n
Chap 3-39
Approximations for Grouped Data
Suppose a data set contains values m1, m2, . . ., mk,
occurring with frequencies f1, f2, . . . fK

n For a population of N observations the variance is


K

åi i
f (m - μ) 2

σ2 = i=1
N
n For a sample of n observations, the variance is
K

åi i
f (m - x) 2

s2 = i=1
n -1
Chap 3-40
Chapter Summary
n Described measures of central tendency
n Mean, median, mode
n Illustrated the shape of the distribution
n Symmetric, skewed
n Described measures of variation
n Range, interquartile range, variance and standard deviation,
coefficient of variation
n Discussed measures of grouped data

Chap 3-41

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