Descriptive statistics

Peter Goos
peter.goos@biw.kuleuven.be
What ?
• Summarizing data by means of “summary
statistics”
• Location
o Mean or average
o Median
o Quartiles
o Quantiles or percentiles

• Spread or variation
o Variance
o Standard deviation
What ?
• Relationship between variables
o Covariance
o Ordinary correlation (Pearson)
o Rank correlation (Spearman)

• Many other summary statistics exist

Mode
• The most common value in the data set
• Data:
16, 13, 14, 17, 14, 16, 17, 16, 15, 13
• The mode is 16 since it appears three times
• All other values appear less frequently
Arithmetic mean
• Data:
16, 13, 14, 17, 14, 16, 17, 16, 15, 13
• Arithmetic mean (average):
(16+13+14+17+14+16+17+16+15+13)/10 = 15.1
• Sensitive to outliers: replacing one 16 by 160
results in a mean of 29.5
• Before believing the mean, we should check
whether there are no outlying observations due to
measurement errors, typos, etc.
Geometric mean
• In some cases, it is better to use the geometric
mean
• Examples:
o Interest rates
o Growth rates
Mean and other statistics

Summary Statistics
Mean 15.1
Std Dev 1.5238839
Std Err Mean 0.4818944
Upper 95% Mean 16.190121
Lower 95% Mean 14.009879
N 10

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statistics via red
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Mean and other statistics

Summary Statistics Summary Statistics

Mean 15.1 Mean 15.1
Std Dev 1.5238839 Std Dev 1.5238839
Std Err Mean 0.4818944 Std Err Mean 0.4818944
Upper 95% Mean 16.190121 Upper 95% Mean 16.190121
Lower 95% Mean 14.009879 Lower 95% Mean 14.009879
N 10 N 10
Mode 16
Geometric Mean 15.029661
Median
• The value that separates the 50% smallest data
points from the 50% largest data points
• For odd numbers of observations, the median is
the middle value
• For even numbers of observations, the median is
the average of the two middles values
• Determining the median requires you to rank the
data from small to large first
Median
• Data:
16, 13, 14, 17, 14, 16, 17, 16, 15, 13
• Ranked data:
13, 13, 14, 14, 15, 16, 16, 16, 17, 17
• Two middle values are 15 and 16
• The median is (15+16)/2 = 15.5
Median is a robust statistic
• Median is not sensitive to outliers
• The following data sets have the same median,
namely 15.5
• Data set 1:
16, 13, 14, 17, 14, 16, 17, 16, 15, 13
• Data set 2:
16, 13, 14, 17, 14, 160, 17, 16, 15, 13
Quartiles
• There are three quartiles which split the data set
in four parts
• The first quartile separates the 25% smallest data
points from the 75% largest data
• The second quartile separates the 50% smallest
data points from the 50% largest data
• The second quartile is equal to the median
• The third quartile separates the 75% smallest data
points from the 25% largest data
Quartiles
• Ranked data:
13, 13, 14, 14, 15, 16, 16, 16, 17, 17
• The first quartile separates the two smallest data
points from the eight largest ones and equals
13.25
• The median is (15+16)/2 = 15.5
• The third quartile separates the eight smallest
data points from the two largest ones and equals
16.75
Medians, quartiles and quantiles

Quantiles
100.0% maximum 17
99.5% 17
97.5% 17
90.0% 17
75.0% quartile 16.25
50.0% median 15.5
25.0% quartile 13.75
10.0% 13
2.5% 13
0.5% 13
0.0% minimum 13
Quantiles or percentiles
• The 80th percentile separates the 80% smallest
values and the 20% largest values

Custom Quantiles
Quantiles
Actual
Quantile Estimate Lower 95% Upper 95% Coverage
20% 13.2 13 17 89.26
80% 16.8 13 17 89.26
Spread or variation
• The following data sets have the same median
o Data set 1: 16, 13, 14, 17, 14, 16, 17, 16, 15, 13
o Data set 2: 19, 10, 11, 20, 11, 19, 20, 19, 12, 10

• The main difference between the two data sets is

that the values in the second data set lie further
apart
• Simple measures for spread
o Range = maximum − minimum
o Interquartile range Q = Q3 – Q1
Box plot (Outlier box plot)

0 50 100 150 200 250

Distance (km)
Box plot (Outlier box plot)
Box plot (Outlier box plot)

0 50 100 150 200 250

Distance (km)
Box plot (Outlier box plot)
• The box shows the three quartiles (the middle one
is the median)
• The box has two whiskers
o One whisker extends to the smallest values that
is not extreme
o The other whisker extends to the largest value
that is not extreme
• The individual dots are the extreme values
(extremely large and extremely small)
• These values are called outliers
Box plot (Outlier box plot)
• A value is extremely small if it is smaller than
Q1 – 1.5 × Q
• A value is extremely large if it is larger than
Q3 + 1.5 × Q
• The middle of the diamond indicates the mean
• The ends of the diamond represent a 95%
confidence interval (see later)
• The red line indicates the smallest interval that
contains 50% of the data
Delays Brussels Airlines
Delay Time Arrival
Departure Airport N Min Quantiles0.25 Median Mean Quantiles0.75 Max
BHX 210 -22 -22.0 11.0 13.4 -17.3 122
BOD 215 -9 -9.0 9.0 14.7 -8.4 202
BRS 184 -19 -19.0 12.0 16.5 -17.8 236
BUD 185 -32 -32.0 -11.0 -8.1 -31.2 74
CPH 183 -19 -19.0 0.0 6.9 -17.5 109
DUS 184 -18 -18.0 -2.0 0.3 -16.1 32
EDI 215 -18 -18.0 5.0 14.1 -18.0 366
FLR 215 -18 -18.0 11.0 21.9 -16.8 238
GLA 215 -18 -18.0 13.0 17.8 -15.5 124
HAJ 216 -21 -21.0 -5.5 1.1 -19.7 161
HAM 217 -22 -22.0 -3.0 2.0 -21.4 111
LBA 183 -18 -18.0 10.0 18.8 -16.9 240
LCY 152 -10 -10.0 16.0 21.2 -9.3 109
MRS 217 -10 -10.0 9.0 14.6 -9.4 182
NAP 215 -21 -21.0 5.0 8.8 -18.5 86
NCL 215 -12 -12.0 9.0 16.2 -10.8 132
OST 1 206 206.0 206.0 206.0 206.0 206
SXB 185 -10 -10.0 5.0 7.6 -9.2 63
THF 49 -19 -19.0 -3.0 -0.0 -19.0 74
TLS 215 -15 -15.0 6.0 10.3 -12.5 207
TRN 183 -17 -17.0 10.0 12.3 -16.2 191
Side-by-side box plots

TRN
TLS
THF
SXB
OST
NCL
NAP
MRS
LCY
LBA
HAM
HAJ
GLA
FLR
EDI
DUS
CPH
BUD
BRS
BOD
BHX
0 100 200 300
Delay Time Arrival
Other measures of spread or variation
• Variance

• Standard deviation

• Mean absolute deviation

Data set with individual data points
Distribution platform
Summary data set
Distribution platform
Coefficient of variation (CV)
• Consider the following data sets:
o Data set 1: 15, 20, 20, 30, 35, 35, 40, 45
o Data set 2: 1015, 1020, 1020, 1030, 1035,
1035, 1040, 1045
• Variance is equal for both data sets (and so is the
standard deviation
• Means are 30 and 1030
• Relative to the mean, data set 1 exhibits more
variability
• This is quantified by the CV: standard deviation /
mean
JMP
Correlation and covariance
• The best known correlation is the Pearson
correlation
o Measures the linear association between two
variables
o Is based on the covariance

• The Spearman correlation is meant to quantify

monotonic association (which can be nonlinear)
• Correlations and covariances are positive if large
(small) values of one variable correspond to large
(small) values of another variables
Correlation and covariance
• Covariance

• Ordinary correlation (Pearson)

Correlation and covariance
• The absolute value of the covariance is hard to
interpret
o Positive values indicate a positive (linear)
relationship
o Negative values indicate a negative (linear)
relationship
• The correlation takes values between −1 and +1
o −1 if perfect negative linear relationship
o +1 if perfect positive linear relationship
 Covariance

Observ-
ation
Correlation 0.7
• The next few pictures all correspond to a
correlation of 0.7
• Only the first picture corresponds to the picture we
expect: a positive relation between two variables,
which is not perfect
• In all other scenarios, the story is more
complicated
o A zero correlation, but one outliying data point
o A nearly perfect correlation, with one outlying
data point
o …
Take-away lesson
• Do not calculate correlations and interpret them
without looking at the data
• The same goes for averages/means, standard
deviations, variances, …
• So, create graphs whenever possible
• Think critically
• Do not study your data too superficially
• In JMP, various types of correlation can be
calculated via the menu `Analyze´ and
`Multivariate´
Spanish red wines
Correlations in JMP
Correlations in JMP
Rank correlation (Spearman)
• Measures more general positive and negative
relations
• Relations should not be linear
• Calculation
o Data points first have to be ranked according to
the values of the two variables under study
o Next, the (ordinary) correlation has to be
calculated for the ranks
 Rank correlation
100

80

60

y
40

20

0 2 4 6 8 10 12
x
Rank correlation

Multivariate
Correlations
x y
x 1.0000 0.7169
y 0.7169 1.0000

Nonparametric: Spearman's ρ
Variable by Variable Spearman ρ Prob>|ρ| -.8-.6-.4-.2 0 .2 .4 .6 .8
y x 1.0000 <.0001*
Warning: sample size of 10 is too small, P
value suspect.