Lecture 2
Summarizing the Sample
WARNING: Today’s lecture may
bore some of you…
It’s (sort of) not my fault…I’m
required to teach you about what
we’re going to cover today.
I’ll try to make it as exciting as
possible…
But you’re more than welcome to fall
asleep if you feel like this stuff is too
easy
Lecture Summary
• Once we obtained our sample, we would like to summarize it.
• Depending on the type of the data (numerical or categorical) and
the dimension (univariate, paired, etc.), there are different
methods of summarizing the data.
– Numerical data have two subtypes: discrete or continuous
– Categorical data have two subtypes: nominal or ordinal
• Graphical summaries:
– Histograms: Visual summary of the sample distribution
– Quantile-Quantile Plot: Compare the sample to a known distribution
– Scatterplot: Compare two pairs of points in X/Y axis.
Three Steps to Summarize Data
1. Classify sample into different type
2. Depending on the type, use appropriate
numerical summaries
3. Depending on the type, use appropriate
visual summaries
Data Classification
• Data/Sample:
• Dimension of (i.e. the number of measurements per unit )
– Univariate: one measurement for unit (height)
– Multivariate: multiple measurements for unit (height, weight, sex)
• For each dimension, can be numerical or categorical
• Numerical variables
– Discrete: human population, natural numbers, (0,5,10,15,20,25,etc..)
– Continuous: height, weight
• Categorical variables
– Nominal: categories have no ordering (sex: male/female)
– Ordinal: categories are ordered (grade: A/B/C/D/F, rating: high/low)
Data Types
For each
dimension…
Numerical Categorical
Continuous Discrete Nominal Ordinal
Summaries for numerical data
• Center/location: measures the “center” of the data
– Examples: sample mean and sample median
• Spread/Dispersion: measures the “spread” or
“fatness” of the data
– Examples: sample variance, interquartile range
• Order/Rank: measures the ordering/ranking of the
data
– Examples: order statistics and sample quantiles
Summary Type of Formula Notes
Sample
Sample mean, Continuous • Summarizes the
“center” of the data
• Sensitive to outliers
Sample variance, Continuous • Summarizes the
“spread” of the data
• Outliers may inflate
this value
Order statistic, Continuous ith largest value of the sample • Summarizes the
order/rank of the data
Sample median, Continuous If is even: • Summarizes the
If is odd: “center” of the data
• Robust to outliers
Sample quartiles, Continuous If for : • Summarizes the
Otherwise, do linear interpolation order/rank of the data
• Robust to outliers
Sample Interquartile Continuous • Summarizes the
Range (Sample IQR) “spread” of the data
• Robust to outliers
Multivariate numerical data
• Each dimension in multivariate data is univariate
and hence, we can use the numerical summaries
from univariate data (e.g. sample mean, sample
variance)
• However, to study two measurements and their
relationship, there are numerical summaries to
analyze it
• Sample Correlation and Sample Covariance
Sample Correlation and Covariance
• Measures linear relationship between two
measurements, and , where
– Sign indicates proportional (positive) or inversely
proportional (negative) relationship
– If and have a perfect linear relationship, or -1
• Sample covariance =
How about categorical data?
Summaries for categorical data
• Frequency/Counts: how frequent is one category
• Generally use tables to count the frequency or
proportions from the total
• Example: Stat 431 class composition
Undergrad Graduate Staff
• a Counts 17 1 2
Proportions 0.85 0.05 0.1
Are there visual summaries of
the data?
Histograms, boxplots, scatterplots,
and QQ plots
Histograms
• For numerical data
• A method to show the “shape” of the data by tallying
frequencies of the measurements in the sample
• Characteristics to look for:
– Modality: Uniform, unimodal, bimodal, etc.
– Skew: Symmetric (no skew), right/positive-skewed,
left/negative-skewed distributions
– Quantiles: Fat tails/skinny tails
– Outliers
Boxplots
• For numerical data
• Another way to visualize the “shape” of the data. Can
identify…
– Symmetric, right/positive-skewed, and left/negative-skewed
distributions
– Fat tails/skinny tails
– Outliers
• However, boxplots cannot identify modes (e.g. unimodal,
bimodal, etc.)
Upper Fence =
Lower Fence =
Quantile-Quantile Plots (QQ Plots)
• For numerical data: visually compare collected data with a
known distribution
• Most common one is the Normal QQ plots
– We check to see whether the sample follows a normal distribution
– This is a common assumption in statistical inference that your
sample comes from a normal distribution
• Summary: If your scatterplot “hugs” the line, there is good
reason to believe that your data follows the said
distribution.
Making a Normal QQ plot
1. Compute z-scores:
2. Plot th theoretical normal quantile against th
ordered z-scores (i.e.
– Remember, is the sample quantile (see
numerical summary table)
3. Plot line to compare the sample to the
theoretical normal quantile
If your data is not normal…
• You can perform transformations to make it
look normal
• For right/positively-skewed data: Log/square
root
• For left/negatively-skewed data:
exponential/square
Comparing the three visual techniques
Histograms Boxplots QQ Plots
• Advantages: • Advantages: • Advantages:
– With properly-sized bins, – Don’t have to tweak with – Can identify whether
histograms can summarize the data came from a
“graphical” parameters
any shape of the data (modes, certain distribution
(i.e. bin size in histograms)
skew, quantiles, outliers) – Don’t have to tweak
– Summarize skew,
• Disadvantages: with “graphical”
quantiles, and outliers parameters (i.e. bin size
– Difficult to compare side-by-
– Can compare several in histograms)
side (takes up too much space
measurements side-by- – Summarize quantiles
in a plot)
side
– Depending on the size of the • Disadvantages:
bins, interpretation may be • Disadvantages: – Difficult to compare
different – Cannot distinguish modes! side-by-side
– Difficult to distinguish
skews, modes, and
outliers
Scatterplots
• For multidimensional, numerical data:
• Plot points on a dimensional axis
• Characteristics to look for:
– Clusters
– General patterns
• See previous slide on sample correlation for examples.
See R code for cool 3D animation of the scatterplot
Lecture Summary
• Once we obtain a sample, we want to summarize it.
• There are numerical and visual summaries
– Numerical summaries depend on the data type (numerical or
categorical)
– Graphical summaries discussed here are mostly designed for
numerical data
• We can also look at multidimensional data and examine
the relationship between two measurement
– E.g. sample correlation and scatterplots
Extra Slides
Why does the QQ plot work?
• You will prove it in a homework assignment
• Basically, it has to do with the fact that if your sample came
from a normal distribution (i.e. ), then where is a t-
distribution.
• With large samples (, . Thus, if your sample is truly normal,
then it should follow the theoretical quantiles.
• If this is confusing to you, wait till lecture on sampling
distribution
Linear Interpolation in Sample Quantiles
If you want an estimate of the sample quantile that
is not , then you do a linear interpolation
1. For a given , find such that
2. Fit a line, , with two points and .
3. Plug in as your and solve for . This will be your
quantile.