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href="#For_continuous_non-IID_random_variables"> <div class="vector-toc-text"> <span class="vector-toc-numb">2</span> <span>For continuous non-IID random variables</span> </div> </a> <ul id="toc-For_continuous_non-IID_random_variables-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-For_discrete_IID_random_variables" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#For_discrete_IID_random_variables"> <div class="vector-toc-text"> <span class="vector-toc-numb">3</span> <span>For discrete IID random variables</span> </div> </a> <button aria-controls="toc-For_discrete_IID_random_variables-sublist" class="cdx-button cdx-button--weight-quiet cdx-button--icon-only vector-toc-toggle"> <span class="vector-icon mw-ui-icon-wikimedia-expand"></span> <span>Toggle For discrete IID random variables subsection</span> </button> <ul id="toc-For_discrete_IID_random_variables-sublist" class="vector-toc-list"> <li id="toc-Distribution_2" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Distribution_2"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.1</span> <span>Distribution</span> </div> </a> <ul id="toc-Distribution_2-sublist" class="vector-toc-list"> <li id="toc-Example" class="vector-toc-list-item vector-toc-level-3"> <a class="vector-toc-link" href="#Example"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.1.1</span> <span>Example</span> </div> </a> <ul id="toc-Example-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> </ul> </li> <li id="toc-Derivation" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Derivation"> <div class="vector-toc-text"> <span class="vector-toc-numb">4</span> <span>Derivation</span> </div> </a> <ul id="toc-Derivation-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Related_quantities" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Related_quantities"> <div class="vector-toc-text"> <span class="vector-toc-numb">5</span> <span>Related quantities</span> </div> </a> <ul id="toc-Related_quantities-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-See_also" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#See_also"> <div class="vector-toc-text"> <span class="vector-toc-numb">6</span> <span>See also</span> </div> </a> <ul id="toc-See_also-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-References" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#References"> <div class="vector-toc-text"> <span class="vector-toc-numb">7</span> <span>References</span> </div> </a> <ul id="toc-References-sublist" class="vector-toc-list"> </ul> </li> </ul> </div> </div> </nav> </div> </div> <div class="mw-content-container"> <main id="content" class="mw-body"> <header class="mw-body-header vector-page-titlebar"> <nav aria-label="Contents" class="vector-toc-landmark"> <div id="vector-page-titlebar-toc" class="vector-dropdown vector-page-titlebar-toc vector-button-flush-left" > <input type="checkbox" id="vector-page-titlebar-toc-checkbox" role="button" aria-haspopup="true" data-event-name="ui.dropdown-vector-page-titlebar-toc" class="vector-dropdown-checkbox " aria-label="Toggle the table of contents" > <label id="vector-page-titlebar-toc-label" for="vector-page-titlebar-toc-checkbox" class="vector-dropdown-label cdx-button cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--weight-quiet cdx-button--icon-only " aria-hidden="true" ><span class="vector-icon mw-ui-icon-listBullet mw-ui-icon-wikimedia-listBullet"></span> <span class="vector-dropdown-label-text">Toggle the table of contents</span> </label> <div class="vector-dropdown-content"> <div id="vector-page-titlebar-toc-unpinned-container" class="vector-unpinned-container"> </div> </div> </div> </nav> <h1 id="firstHeading" class="firstHeading mw-first-heading"><span class="mw-page-title-main">Range (statistics)</span></h1> <div id="p-lang-btn" class="vector-dropdown mw-portlet mw-portlet-lang" > <input type="checkbox" id="p-lang-btn-checkbox" role="button" aria-haspopup="true" data-event-name="ui.dropdown-p-lang-btn" class="vector-dropdown-checkbox mw-interlanguage-selector" aria-label="Go to an article in another language. Available in 30 languages" > <label id="p-lang-btn-label" for="p-lang-btn-checkbox" class="vector-dropdown-label cdx-button cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--weight-quiet cdx-button--action-progressive mw-portlet-lang-heading-30" aria-hidden="true" ><span class="vector-icon mw-ui-icon-language-progressive mw-ui-icon-wikimedia-language-progressive"></span> <span class="vector-dropdown-label-text">30 languages</span> </label> <div class="vector-dropdown-content"> <div class="vector-menu-content"> <ul class="vector-menu-content-list"> <li class="interlanguage-link interwiki-ar mw-list-item"><a href="https://ar.wikipedia.org/wiki/%D9%85%D8%AF%D9%89_(%D8%A5%D8%AD%D8%B5%D8%A7%D8%A1)" title="مدى (إحصاء) – Arabic" lang="ar" hreflang="ar" data-title="مدى (إحصاء)" data-language-autonym="العربية" data-language-local-name="Arabic" class="interlanguage-link-target"><span>العربية</span></a></li><li class="interlanguage-link interwiki-be mw-list-item"><a href="https://be.wikipedia.org/wiki/%D0%A0%D0%B0%D0%B7%D0%BC%D0%B0%D1%85_(%D1%81%D1%82%D0%B0%D1%82%D1%8B%D1%81%D1%82%D1%8B%D0%BA%D0%B0)" title="Размах (статыстыка) – Belarusian" lang="be" hreflang="be" data-title="Размах (статыстыка)" data-language-autonym="Беларуская" data-language-local-name="Belarusian" class="interlanguage-link-target"><span>Беларуская</span></a></li><li class="interlanguage-link interwiki-ca mw-list-item"><a href="https://ca.wikipedia.org/wiki/Rang_(estad%C3%ADstica)" title="Rang (estadística) – Catalan" lang="ca" hreflang="ca" data-title="Rang (estadística)" data-language-autonym="Català" data-language-local-name="Catalan" class="interlanguage-link-target"><span>Català</span></a></li><li class="interlanguage-link interwiki-cs mw-list-item"><a href="https://cs.wikipedia.org/wiki/Varia%C4%8Dn%C3%AD_rozp%C4%9Bt%C3%AD" title="Variační rozpětí – Czech" lang="cs" hreflang="cs" data-title="Variační rozpětí" data-language-autonym="Čeština" data-language-local-name="Czech" class="interlanguage-link-target"><span>Čeština</span></a></li><li class="interlanguage-link interwiki-de mw-list-item"><a href="https://de.wikipedia.org/wiki/Spannweite_(Statistik)" title="Spannweite (Statistik) – German" lang="de" hreflang="de" data-title="Spannweite (Statistik)" data-language-autonym="Deutsch" data-language-local-name="German" class="interlanguage-link-target"><span>Deutsch</span></a></li><li class="interlanguage-link interwiki-el mw-list-item"><a href="https://el.wikipedia.org/wiki/%CE%95%CF%8D%CF%81%CE%BF%CF%82_(%CE%A3%CF%84%CE%B1%CF%84%CE%B9%CF%83%CF%84%CE%B9%CE%BA%CE%AE)" title="Εύρος (Στατιστική) – Greek" lang="el" hreflang="el" data-title="Εύρος (Στατιστική)" data-language-autonym="Ελληνικά" data-language-local-name="Greek" class="interlanguage-link-target"><span>Ελληνικά</span></a></li><li class="interlanguage-link interwiki-es mw-list-item"><a href="https://es.wikipedia.org/wiki/Rango_(estad%C3%ADstica)" title="Rango (estadística) – Spanish" lang="es" hreflang="es" data-title="Rango (estadística)" data-language-autonym="Español" data-language-local-name="Spanish" class="interlanguage-link-target"><span>Español</span></a></li><li class="interlanguage-link interwiki-eu mw-list-item"><a href="https://eu.wikipedia.org/wiki/Ibiltarte_(estatistika)" title="Ibiltarte (estatistika) – Basque" lang="eu" hreflang="eu" data-title="Ibiltarte (estatistika)" data-language-autonym="Euskara" data-language-local-name="Basque" class="interlanguage-link-target"><span>Euskara</span></a></li><li class="interlanguage-link interwiki-fa mw-list-item"><a href="https://fa.wikipedia.org/wiki/%D8%AF%D8%A7%D9%85%D9%86%D9%87_(%D8%A2%D9%85%D8%A7%D8%B1)" title="دامنه (آمار) – Persian" lang="fa" hreflang="fa" data-title="دامنه (آمار)" data-language-autonym="فارسی" data-language-local-name="Persian" class="interlanguage-link-target"><span>فارسی</span></a></li><li class="interlanguage-link interwiki-fr badge-Q70893996 mw-list-item" title=""><a href="https://fr.wikipedia.org/wiki/%C3%89tendue_(statistiques)" title="Étendue (statistiques) – French" lang="fr" hreflang="fr" data-title="Étendue (statistiques)" data-language-autonym="Français" data-language-local-name="French" class="interlanguage-link-target"><span>Français</span></a></li><li class="interlanguage-link interwiki-it mw-list-item"><a href="https://it.wikipedia.org/wiki/Campo_di_variazione" title="Campo di variazione – Italian" lang="it" hreflang="it" data-title="Campo di variazione" data-language-autonym="Italiano" data-language-local-name="Italian" class="interlanguage-link-target"><span>Italiano</span></a></li><li class="interlanguage-link interwiki-he mw-list-item"><a href="https://he.wikipedia.org/wiki/%D7%98%D7%95%D7%95%D7%97_(%D7%A1%D7%98%D7%98%D7%99%D7%A1%D7%98%D7%99%D7%A7%D7%94)" title="טווח (סטטיסטיקה) – Hebrew" lang="he" hreflang="he" data-title="טווח (סטטיסטיקה)" data-language-autonym="עברית" data-language-local-name="Hebrew" class="interlanguage-link-target"><span>עברית</span></a></li><li class="interlanguage-link interwiki-mzn mw-list-item"><a href="https://mzn.wikipedia.org/wiki/%D8%AF%D8%A7%D9%85%D9%86%D9%87_(%D8%B4%D9%87%D8%B1)" title="دامنه (شهر) – Mazanderani" lang="mzn" hreflang="mzn" data-title="دامنه (شهر)" data-language-autonym="مازِرونی" data-language-local-name="Mazanderani" class="interlanguage-link-target"><span>مازِرونی</span></a></li><li class="interlanguage-link interwiki-ms mw-list-item"><a href="https://ms.wikipedia.org/wiki/Julat_(statistik)" title="Julat (statistik) – Malay" lang="ms" hreflang="ms" data-title="Julat (statistik)" data-language-autonym="Bahasa Melayu" data-language-local-name="Malay" class="interlanguage-link-target"><span>Bahasa Melayu</span></a></li><li class="interlanguage-link interwiki-nl mw-list-item"><a href="https://nl.wikipedia.org/wiki/Spreidingsbreedte" title="Spreidingsbreedte – Dutch" lang="nl" hreflang="nl" data-title="Spreidingsbreedte" data-language-autonym="Nederlands" data-language-local-name="Dutch" class="interlanguage-link-target"><span>Nederlands</span></a></li><li class="interlanguage-link interwiki-no mw-list-item"><a href="https://no.wikipedia.org/wiki/Variasjonsbredde" title="Variasjonsbredde – Norwegian Bokmål" lang="nb" hreflang="nb" data-title="Variasjonsbredde" data-language-autonym="Norsk bokmål" data-language-local-name="Norwegian Bokmål" class="interlanguage-link-target"><span>Norsk bokmål</span></a></li><li class="interlanguage-link interwiki-pl mw-list-item"><a href="https://pl.wikipedia.org/wiki/Rozst%C4%99p" title="Rozstęp – Polish" lang="pl" hreflang="pl" data-title="Rozstęp" data-language-autonym="Polski" data-language-local-name="Polish" class="interlanguage-link-target"><span>Polski</span></a></li><li class="interlanguage-link interwiki-ru mw-list-item"><a href="https://ru.wikipedia.org/wiki/%D0%A0%D0%B0%D0%B7%D0%BC%D0%B0%D1%85_(%D1%81%D1%82%D0%B0%D1%82%D0%B8%D1%81%D1%82%D0%B8%D0%BA%D0%B0)" title="Размах (статистика) – Russian" lang="ru" hreflang="ru" data-title="Размах (статистика)" data-language-autonym="Русский" data-language-local-name="Russian" class="interlanguage-link-target"><span>Русский</span></a></li><li class="interlanguage-link interwiki-si mw-list-item"><a href="https://si.wikipedia.org/wiki/%E0%B6%B4%E0%B6%BB%E0%B7%8F%E0%B7%83%E0%B6%BA_(%E0%B7%83%E0%B6%82%E0%B6%9B%E0%B7%8A%E2%80%8D%E0%B6%BA%E0%B7%8F%E0%B6%B1%E0%B6%BA)" title="පරාසය (සංඛ්‍යානය) – Sinhala" lang="si" hreflang="si" data-title="පරාසය (සංඛ්‍යානය)" data-language-autonym="සිංහල" data-language-local-name="Sinhala" class="interlanguage-link-target"><span>සිංහල</span></a></li><li class="interlanguage-link interwiki-ckb mw-list-item"><a href="https://ckb.wikipedia.org/wiki/%D9%85%DB%95%D9%88%D8%AF%D8%A7_(%D8%A6%D8%A7%D9%85%D8%A7%D8%B1)" title="مەودا (ئامار) – Central Kurdish" lang="ckb" hreflang="ckb" data-title="مەودا (ئامار)" data-language-autonym="کوردی" data-language-local-name="Central Kurdish" class="interlanguage-link-target"><span>کوردی</span></a></li><li class="interlanguage-link interwiki-su mw-list-item"><a href="https://su.wikipedia.org/wiki/Rentang_(statistik)" title="Rentang (statistik) – Sundanese" lang="su" hreflang="su" data-title="Rentang (statistik)" data-language-autonym="Sunda" data-language-local-name="Sundanese" class="interlanguage-link-target"><span>Sunda</span></a></li><li class="interlanguage-link interwiki-sv mw-list-item"><a href="https://sv.wikipedia.org/wiki/Variationsomr%C3%A5de" title="Variationsområde – Swedish" lang="sv" hreflang="sv" data-title="Variationsområde" data-language-autonym="Svenska" data-language-local-name="Swedish" class="interlanguage-link-target"><span>Svenska</span></a></li><li class="interlanguage-link interwiki-tl mw-list-item"><a href="https://tl.wikipedia.org/wiki/Range_(Estadistika)" title="Range (Estadistika) – Tagalog" lang="tl" hreflang="tl" data-title="Range (Estadistika)" data-language-autonym="Tagalog" data-language-local-name="Tagalog" class="interlanguage-link-target"><span>Tagalog</span></a></li><li class="interlanguage-link interwiki-ta mw-list-item"><a href="https://ta.wikipedia.org/wiki/%E0%AE%B5%E0%AF%80%E0%AE%9A%E0%AF%8D%E0%AE%9A%E0%AF%81_(%E0%AE%AA%E0%AF%81%E0%AE%B3%E0%AF%8D%E0%AE%B3%E0%AE%BF%E0%AE%AF%E0%AE%BF%E0%AE%AF%E0%AE%B2%E0%AF%8D)" title="வீச்சு (புள்ளியியல்) – Tamil" lang="ta" hreflang="ta" data-title="வீச்சு (புள்ளியியல்)" data-language-autonym="தமிழ்" data-language-local-name="Tamil" class="interlanguage-link-target"><span>தமிழ்</span></a></li><li class="interlanguage-link interwiki-th mw-list-item"><a href="https://th.wikipedia.org/wiki/%E0%B8%9E%E0%B8%B4%E0%B8%AA%E0%B8%B1%E0%B8%A2" title="พิสัย – Thai" lang="th" hreflang="th" data-title="พิสัย" data-language-autonym="ไทย" data-language-local-name="Thai" class="interlanguage-link-target"><span>ไทย</span></a></li><li class="interlanguage-link interwiki-tr mw-list-item"><a href="https://tr.wikipedia.org/wiki/A%C3%A7%C4%B1kl%C4%B1k_(istatistik)" title="Açıklık (istatistik) – Turkish" lang="tr" hreflang="tr" data-title="Açıklık (istatistik)" data-language-autonym="Türkçe" data-language-local-name="Turkish" class="interlanguage-link-target"><span>Türkçe</span></a></li><li class="interlanguage-link interwiki-uk mw-list-item"><a href="https://uk.wikipedia.org/wiki/%D0%A0%D0%BE%D0%B7%D0%BC%D0%B0%D1%85_(%D1%81%D1%82%D0%B0%D1%82%D0%B8%D1%81%D1%82%D0%B8%D0%BA%D0%B0)" title="Розмах (статистика) – Ukrainian" lang="uk" hreflang="uk" data-title="Розмах (статистика)" data-language-autonym="Українська" data-language-local-name="Ukrainian" class="interlanguage-link-target"><span>Українська</span></a></li><li class="interlanguage-link interwiki-vi mw-list-item"><a href="https://vi.wikipedia.org/wiki/Kho%E1%BA%A3ng_bi%E1%BA%BFn_thi%C3%AAn" title="Khoảng biến thiên – Vietnamese" lang="vi" hreflang="vi" data-title="Khoảng biến thiên" data-language-autonym="Tiếng Việt" data-language-local-name="Vietnamese" class="interlanguage-link-target"><span>Tiếng Việt</span></a></li><li class="interlanguage-link interwiki-zh-yue mw-list-item"><a href="https://zh-yue.wikipedia.org/wiki/%E5%85%A8%E8%B7%9D" title="全距 – Cantonese" lang="yue" hreflang="yue" data-title="全距" data-language-autonym="粵語" data-language-local-name="Cantonese" class="interlanguage-link-target"><span>粵語</span></a></li><li class="interlanguage-link interwiki-zh mw-list-item"><a href="https://zh.wikipedia.org/wiki/%E5%85%A8%E8%B7%9D" title="全距 – Chinese" lang="zh" hreflang="zh" data-title="全距" data-language-autonym="中文" data-language-local-name="Chinese" class="interlanguage-link-target"><span>中文</span></a></li> </ul> <div class="after-portlet after-portlet-lang"><span class="wb-langlinks-edit wb-langlinks-link"><a href="https://www.wikidata.org/wiki/Special:EntityPage/Q1165839#sitelinks-wikipedia" title="Edit interlanguage links" class="wbc-editpage">Edit links</a></span></div> </div> </div> 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</div> </div> </div> </div> </div> </div> </nav> </div> </div> </div> <div class="vector-column-end"> <div class="vector-sticky-pinned-container"> <nav class="vector-page-tools-landmark" aria-label="Page tools"> <div id="vector-page-tools-pinned-container" class="vector-pinned-container"> </div> </nav> <nav class="vector-appearance-landmark" aria-label="Appearance"> <div id="vector-appearance-pinned-container" class="vector-pinned-container"> <div id="vector-appearance" class="vector-appearance vector-pinnable-element"> <div class="vector-pinnable-header vector-appearance-pinnable-header vector-pinnable-header-pinned" data-feature-name="appearance-pinned" data-pinnable-element-id="vector-appearance" data-pinned-container-id="vector-appearance-pinned-container" data-unpinned-container-id="vector-appearance-unpinned-container" > <div class="vector-pinnable-header-label">Appearance</div> <button class="vector-pinnable-header-toggle-button vector-pinnable-header-pin-button" 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div.hatnote{padding-left:1.6em;margin-bottom:0.5em}.mw-parser-output .hatnote i{font-style:normal}.mw-parser-output .hatnote+link+.hatnote{margin-top:-0.5em}@media print{body.ns-0 .mw-parser-output .hatnote{display:none!important}}</style><div role="note" class="hatnote navigation-not-searchable">Not to be confused with <a href="/wiki/Mid-range" title="Mid-range">Mid-range</a>.</div> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1236090951"><div role="note" class="hatnote navigation-not-searchable">For other uses, see <a href="/wiki/Range_(disambiguation)#Mathematics" class="mw-redirect mw-disambig" title="Range (disambiguation)">Range (disambiguation) § Mathematics</a>.</div> <p>In <a href="/wiki/Descriptive_statistics" title="Descriptive statistics">descriptive statistics</a>, the <b>range</b> of a set of data is size of the narrowest <a href="/wiki/Interval_(statistics)" class="mw-redirect" title="Interval (statistics)">interval</a> which contains all the data. It is calculated as the difference between the largest and smallest values (also known as the <a href="/wiki/Sample_maximum_and_minimum" title="Sample maximum and minimum">sample maximum and minimum</a>).<sup id="cite_ref-1" class="reference"><a href="#cite_note-1"><span class="cite-bracket">[</span>1<span class="cite-bracket">]</span></a></sup> It is expressed in the same <a href="/wiki/Units_(physics)" class="mw-redirect" title="Units (physics)">units</a> as the data. The range provides an indication of <a href="/wiki/Statistical_dispersion" title="Statistical dispersion">statistical dispersion</a>. Since it only depends on two of the observations, it is most useful in representing the dispersion of small data sets.<sup id="cite_ref-2" class="reference"><a href="#cite_note-2"><span class="cite-bracket">[</span>2<span class="cite-bracket">]</span></a></sup> </p> <meta property="mw:PageProp/toc" /> <div class="mw-heading mw-heading2"><h2 id="For_continuous_IID_random_variables">For continuous IID random variables</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Range_(statistics)&action=edit&section=1" title="Edit section: For continuous IID random variables"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>For <i>n</i> <a href="/wiki/Independent_and_identically_distributed_random_variables" title="Independent and identically distributed random variables">independent and identically distributed continuous random variables</a> <i>X</i><sub>1</sub>, <i>X</i><sub>2</sub>, ..., <i>X</i><sub><i>n</i></sub> with the <a href="/wiki/Cumulative_distribution_function" title="Cumulative distribution function">cumulative distribution function</a> G(<i>x</i>) and a <a href="/wiki/Probability_density_function" title="Probability density function">probability density function</a> g(<i>x</i>), let T denote the range of them, that is, T= max(<i>X</i><sub>1</sub>, <i>X</i><sub>2</sub>, ..., <i>X</i><sub><i>n</i></sub>)- min(<i>X</i><sub>1</sub>, <i>X</i><sub>2</sub>, ..., <i>X</i><sub><i>n</i></sub>). </p> <div class="mw-heading mw-heading3"><h3 id="Distribution">Distribution</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Range_(statistics)&action=edit&section=2" title="Edit section: Distribution"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The range, T, has the cumulative distribution function<sup id="cite_ref-gumbel_3-0" class="reference"><a href="#cite_note-gumbel-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-tsimashenka_4-0" class="reference"><a href="#cite_note-tsimashenka-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup> </p> <dl><dd><dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(t)=n\int _{-\infty }^{\infty }g(x)[G(x+t)-G(x)]^{n-1}\,{\text{d}}x.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>n</mi> <msubsup> <mo>∫</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <mi mathvariant="normal">∞</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">∞</mi> </mrow> </msubsup> <mi>g</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo stretchy="false">[</mo> <mi>G</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>+</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>−</mo> <mi>G</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <msup> <mo stretchy="false">]</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>−</mo> <mn>1</mn> </mrow> </msup> <mspace width="thinmathspace" /> <mrow class="MJX-TeXAtom-ORD"> <mtext>d</mtext> </mrow> <mi>x</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(t)=n\int _{-\infty }^{\infty }g(x)[G(x+t)-G(x)]^{n-1}\,{\text{d}}x.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a0453637ac5aa16ed9e4fd59df2f0d3baed11d0b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:43.079ex; height:6.009ex;" alt="{\displaystyle F(t)=n\int _{-\infty }^{\infty }g(x)[G(x+t)-G(x)]^{n-1}\,{\text{d}}x.}"></span></dd></dl></dd></dl> <p><a href="/wiki/Emil_Julius_Gumbel" title="Emil Julius Gumbel">Gumbel</a> notes that the "beauty of this formula is completely marred by the facts that, in general, we cannot express <i>G</i>(<i>x</i> + <i>t</i>) by <i>G</i>(<i>x</i>), and that the numerical integration is lengthy and tiresome."<sup id="cite_ref-gumbel_3-1" class="reference"><a href="#cite_note-gumbel-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup><sup class="reference nowrap"><span title="Page: 385">: 385 </span></sup> </p><p>If the distribution of each <i>X</i><sub><i>i</i></sub> is limited to the right (or left) then the asymptotic distribution of the range is equal to the asymptotic distribution of the largest (smallest) value. For more general distributions the asymptotic distribution can be expressed as a <a href="/wiki/Bessel_function" title="Bessel function">Bessel function</a>.<sup id="cite_ref-gumbel_3-2" class="reference"><a href="#cite_note-gumbel-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup> </p> <div class="mw-heading mw-heading3"><h3 id="Moments">Moments</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Range_(statistics)&action=edit&section=3" title="Edit section: Moments"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The mean range is given by<sup id="cite_ref-5" class="reference"><a href="#cite_note-5"><span class="cite-bracket">[</span>5<span class="cite-bracket">]</span></a></sup> </p> <dl><dd><dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n\int _{0}^{1}x(G)[G^{n-1}-(1-G)^{n-1}]\,{\text{d}}G}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> <msubsup> <mo>∫</mo> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msubsup> <mi>x</mi> <mo stretchy="false">(</mo> <mi>G</mi> <mo stretchy="false">)</mo> <mo stretchy="false">[</mo> <msup> <mi>G</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>−</mo> <mn>1</mn> </mrow> </msup> <mo>−</mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−</mo> <mi>G</mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>−</mo> <mn>1</mn> </mrow> </msup> <mo stretchy="false">]</mo> <mspace width="thinmathspace" /> <mrow class="MJX-TeXAtom-ORD"> <mtext>d</mtext> </mrow> <mi>G</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n\int _{0}^{1}x(G)[G^{n-1}-(1-G)^{n-1}]\,{\text{d}}G}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/396cccc3b0acf9e5b15033465fb60a691cf30f2c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.338ex; width:34.397ex; height:6.176ex;" alt="{\displaystyle n\int _{0}^{1}x(G)[G^{n-1}-(1-G)^{n-1}]\,{\text{d}}G}"></span></dd></dl></dd></dl> <p>where <i>x</i>(<i>G</i>) is the inverse function. In the case where each of the <i>X</i><sub><i>i</i></sub> has a <a href="/wiki/Standard_normal_distribution" class="mw-redirect" title="Standard normal distribution">standard normal distribution</a>, the mean range is given by<sup id="cite_ref-6" class="reference"><a href="#cite_note-6"><span class="cite-bracket">[</span>6<span class="cite-bracket">]</span></a></sup> </p> <dl><dd><dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \int _{-\infty }^{\infty }(1-(1-\Phi (x))^{n}-\Phi (x)^{n})\,{\text{d}}x.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msubsup> <mo>∫</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <mi mathvariant="normal">∞</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">∞</mi> </mrow> </msubsup> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−</mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>−</mo> <mi mathvariant="normal">Φ</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> <mo>−</mo> <mi mathvariant="normal">Φ</mi> <mo stretchy="false">(</mo> <mi>x</mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> <mo stretchy="false">)</mo> <mspace width="thinmathspace" /> <mrow class="MJX-TeXAtom-ORD"> <mtext>d</mtext> </mrow> <mi>x</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \int _{-\infty }^{\infty }(1-(1-\Phi (x))^{n}-\Phi (x)^{n})\,{\text{d}}x.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c67ea829da60a5c76a81e9bb0666100f73cb4046" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:34.638ex; height:6.009ex;" alt="{\displaystyle \int _{-\infty }^{\infty }(1-(1-\Phi (x))^{n}-\Phi (x)^{n})\,{\text{d}}x.}"></span></dd></dl></dd></dl> <div class="mw-heading mw-heading2"><h2 id="For_continuous_non-IID_random_variables">For continuous non-IID random variables</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Range_(statistics)&action=edit&section=4" title="Edit section: For continuous non-IID random variables"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>For <i>n</i> nonidentically distributed independent continuous random variables <i>X</i><sub>1</sub>, <i>X</i><sub>2</sub>, ..., <i>X</i><sub><i>n</i></sub> with cumulative distribution functions <i>G</i><sub>1</sub>(<i>x</i>), <i>G</i><sub>2</sub>(<i>x</i>), ..., <i>G</i><sub><i>n</i></sub>(<i>x</i>) and probability density functions <i>g</i><sub>1</sub>(<i>x</i>), <i>g</i><sub>2</sub>(<i>x</i>), ..., <i>g</i><sub><i>n</i></sub>(<i>x</i>), the range has cumulative distribution function <sup id="cite_ref-tsimashenka_4-1" class="reference"><a href="#cite_note-tsimashenka-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup> </p> <dl><dd><dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(t)=\sum _{i=1}^{n}\int _{-\infty }^{\infty }g_{i}(x)\prod _{j=1,j\neq i}^{n}[G_{j}(x+t)-G_{j}(x)]\,{\text{d}}x.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>=</mo> <munderover> <mo>∑</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msubsup> <mo>∫</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <mi mathvariant="normal">∞</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">∞</mi> </mrow> </msubsup> <msub> <mi>g</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <munderover> <mo>∏</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> <mo>=</mo> <mn>1</mn> <mo>,</mo> <mi>j</mi> <mo>≠</mo> <mi>i</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <mo stretchy="false">[</mo> <msub> <mi>G</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mi>x</mi> <mo>+</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>−</mo> <msub> <mi>G</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo stretchy="false">]</mo> <mspace width="thinmathspace" /> <mrow class="MJX-TeXAtom-ORD"> <mtext>d</mtext> </mrow> <mi>x</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(t)=\sum _{i=1}^{n}\int _{-\infty }^{\infty }g_{i}(x)\prod _{j=1,j\neq i}^{n}[G_{j}(x+t)-G_{j}(x)]\,{\text{d}}x.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/20e8f9c145166ad104d32ae1a231a5e0de01493d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.505ex; width:50.478ex; height:7.343ex;" alt="{\displaystyle F(t)=\sum _{i=1}^{n}\int _{-\infty }^{\infty }g_{i}(x)\prod _{j=1,j\neq i}^{n}[G_{j}(x+t)-G_{j}(x)]\,{\text{d}}x.}"></span></dd></dl></dd></dl> <div class="mw-heading mw-heading2"><h2 id="For_discrete_IID_random_variables">For discrete IID random variables</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Range_(statistics)&action=edit&section=5" title="Edit section: For discrete IID random variables"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>For <i>n</i> independent and identically distributed discrete random variables <i>X</i><sub>1</sub>, <i>X</i><sub>2</sub>, ..., <i>X</i><sub><i>n</i></sub> with <a href="/wiki/Cumulative_distribution_function" title="Cumulative distribution function">cumulative distribution function</a> <i>G</i>(<i>x</i>) and <a href="/wiki/Probability_mass_function" title="Probability mass function">probability mass function</a> <i>g</i>(<i>x</i>) the range of the <i>X</i><sub><i>i</i></sub> is the range of a sample of size <i>n</i> from a population with distribution function <i>G</i>(<i>x</i>). We can assume <a href="/wiki/Without_loss_of_generality" title="Without loss of generality">without loss of generality</a> that the <a href="/wiki/Support_(mathematics)" title="Support (mathematics)">support</a> of each <i>X</i><sub><i>i</i></sub> is {1,2,3,...,<i>N</i>} where <i>N</i> is a positive integer or infinity.<sup id="cite_ref-evans_7-0" class="reference"><a href="#cite_note-evans-7"><span class="cite-bracket">[</span>7<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-8" class="reference"><a href="#cite_note-8"><span class="cite-bracket">[</span>8<span class="cite-bracket">]</span></a></sup> </p> <div class="mw-heading mw-heading3"><h3 id="Distribution_2">Distribution</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Range_(statistics)&action=edit&section=6" title="Edit section: Distribution"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The range has probability mass function<sup id="cite_ref-evans_7-1" class="reference"><a href="#cite_note-evans-7"><span class="cite-bracket">[</span>7<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-aty_9-0" class="reference"><a href="#cite_note-aty-9"><span class="cite-bracket">[</span>9<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-10" class="reference"><a href="#cite_note-10"><span class="cite-bracket">[</span>10<span class="cite-bracket">]</span></a></sup> </p> <dl><dd><dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(t)={\begin{cases}\sum _{x=1}^{N}[g(x)]^{n}&t=0\\[6pt]\sum _{x=1}^{N-t}\left({\begin{alignedat}{2}&[G(x+t)-G(x-1)]^{n}\\{}-{}&[G(x+t)-G(x)]^{n}\\{}-{}&[G(x+t-1)-G(x-1)]^{n}\\{}+{}&[G(x+t-1)-G(x)]^{n}\\\end{alignedat}}\right)&t=1,2,3\ldots ,N-1.\end{cases}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>{</mo> <mtable columnalign="left left" rowspacing="0.8em 0.2em" columnspacing="1em" displaystyle="false"> <mtr> <mtd> <munderover> <mo>∑</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>N</mi> </mrow> </munderover> <mo stretchy="false">[</mo> <mi>g</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <msup> <mo stretchy="false">]</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> </mtd> <mtd> <mi>t</mi> <mo>=</mo> <mn>0</mn> </mtd> </mtr> <mtr> <mtd> <munderover> <mo>∑</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>N</mi> <mo>−</mo> <mi>t</mi> </mrow> </munderover> <mrow> <mo>(</mo> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left" rowspacing="3pt" columnspacing="0em 0em 0em 0em" displaystyle="true"> <mtr> <mtd /> <mtd> <mi></mi> <mo stretchy="false">[</mo> <mi>G</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>+</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>−</mo> <mi>G</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>−</mo> <mn>1</mn> <mo stretchy="false">)</mo> <msup> <mo stretchy="false">]</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> </mtd> </mtr> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> </mrow> <mo>−</mo> <mrow class="MJX-TeXAtom-ORD"> </mrow> </mtd> <mtd> <mi></mi> <mo stretchy="false">[</mo> <mi>G</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>+</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>−</mo> <mi>G</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <msup> <mo stretchy="false">]</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> </mtd> </mtr> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> </mrow> <mo>−</mo> <mrow class="MJX-TeXAtom-ORD"> </mrow> </mtd> <mtd> <mi></mi> <mo stretchy="false">[</mo> <mi>G</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>+</mo> <mi>t</mi> <mo>−</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo>−</mo> <mi>G</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>−</mo> <mn>1</mn> <mo stretchy="false">)</mo> <msup> <mo stretchy="false">]</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> </mtd> </mtr> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> </mrow> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> </mrow> </mtd> <mtd> <mi></mi> <mo stretchy="false">[</mo> <mi>G</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>+</mo> <mi>t</mi> <mo>−</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo>−</mo> <mi>G</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <msup> <mo stretchy="false">]</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> </mtd> </mtr> </mtable> </mrow> <mo>)</mo> </mrow> </mtd> <mtd> <mi>t</mi> <mo>=</mo> <mn>1</mn> <mo>,</mo> <mn>2</mn> <mo>,</mo> <mn>3</mn> <mo>…</mo> <mo>,</mo> <mi>N</mi> <mo>−</mo> <mn>1.</mn> </mtd> </mtr> </mtable> <mo fence="true" stretchy="true" symmetric="true"></mo> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(t)={\begin{cases}\sum _{x=1}^{N}[g(x)]^{n}&t=0\\[6pt]\sum _{x=1}^{N-t}\left({\begin{alignedat}{2}&[G(x+t)-G(x-1)]^{n}\\{}-{}&[G(x+t)-G(x)]^{n}\\{}-{}&[G(x+t-1)-G(x-1)]^{n}\\{}+{}&[G(x+t-1)-G(x)]^{n}\\\end{alignedat}}\right)&t=1,2,3\ldots ,N-1.\end{cases}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/08b64f6deca3d63a6dac98ca98151aaf5ab1db28" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -8.005ex; width:73.937ex; height:17.176ex;" alt="{\displaystyle f(t)={\begin{cases}\sum _{x=1}^{N}[g(x)]^{n}&t=0\\[6pt]\sum _{x=1}^{N-t}\left({\begin{alignedat}{2}&[G(x+t)-G(x-1)]^{n}\\{}-{}&[G(x+t)-G(x)]^{n}\\{}-{}&[G(x+t-1)-G(x-1)]^{n}\\{}+{}&[G(x+t-1)-G(x)]^{n}\\\end{alignedat}}\right)&t=1,2,3\ldots ,N-1.\end{cases}}}"></span></dd></dl></dd></dl> <div class="mw-heading mw-heading4"><h4 id="Example">Example</h4><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Range_(statistics)&action=edit&section=7" title="Edit section: Example"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>If we suppose that <i>g</i>(<i>x</i>) = 1/<i>N</i>, the <a href="/wiki/Discrete_uniform_distribution" title="Discrete uniform distribution">discrete uniform distribution</a> for all <i>x</i>, then we find<sup id="cite_ref-aty_9-1" class="reference"><a href="#cite_note-aty-9"><span class="cite-bracket">[</span>9<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-11" class="reference"><a href="#cite_note-11"><span class="cite-bracket">[</span>11<span class="cite-bracket">]</span></a></sup> </p> <dl><dd><dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(t)={\begin{cases}{\frac {1}{N^{n-1}}}&t=0\\[4pt]\sum _{x=1}^{N-t}\left(\left[{\frac {t+1}{N}}\right]^{n}-2\left[{\frac {t}{N}}\right]^{n}+\left[{\frac {t-1}{N}}\right]^{n}\right)&t=1,2,3\ldots ,N-1.\end{cases}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow> <mo>{</mo> <mtable columnalign="left left" rowspacing="0.6em 0.2em" columnspacing="1em" displaystyle="false"> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <msup> <mi>N</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>−</mo> <mn>1</mn> </mrow> </msup> </mfrac> </mrow> </mtd> <mtd> <mi>t</mi> <mo>=</mo> <mn>0</mn> </mtd> </mtr> <mtr> <mtd> <munderover> <mo>∑</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>N</mi> <mo>−</mo> <mi>t</mi> </mrow> </munderover> <mrow> <mo>(</mo> <mrow> <msup> <mrow> <mo>[</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>t</mi> <mo>+</mo> <mn>1</mn> </mrow> <mi>N</mi> </mfrac> </mrow> <mo>]</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> <mo>−</mo> <mn>2</mn> <msup> <mrow> <mo>[</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>t</mi> <mi>N</mi> </mfrac> </mrow> <mo>]</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> <mo>+</mo> <msup> <mrow> <mo>[</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>t</mi> <mo>−</mo> <mn>1</mn> </mrow> <mi>N</mi> </mfrac> </mrow> <mo>]</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> </mrow> <mo>)</mo> </mrow> </mtd> <mtd> <mi>t</mi> <mo>=</mo> <mn>1</mn> <mo>,</mo> <mn>2</mn> <mo>,</mo> <mn>3</mn> <mo>…</mo> <mo>,</mo> <mi>N</mi> <mo>−</mo> <mn>1.</mn> </mtd> </mtr> </mtable> <mo fence="true" stretchy="true" symmetric="true"></mo> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(t)={\begin{cases}{\frac {1}{N^{n-1}}}&t=0\\[4pt]\sum _{x=1}^{N-t}\left(\left[{\frac {t+1}{N}}\right]^{n}-2\left[{\frac {t}{N}}\right]^{n}+\left[{\frac {t-1}{N}}\right]^{n}\right)&t=1,2,3\ldots ,N-1.\end{cases}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5afde8dc3fc21a5bb370348b5a9a2fd5a599fdfc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -4.005ex; margin-bottom: -0.333ex; width:68.523ex; height:9.676ex;" alt="{\displaystyle f(t)={\begin{cases}{\frac {1}{N^{n-1}}}&t=0\\[4pt]\sum _{x=1}^{N-t}\left(\left[{\frac {t+1}{N}}\right]^{n}-2\left[{\frac {t}{N}}\right]^{n}+\left[{\frac {t-1}{N}}\right]^{n}\right)&t=1,2,3\ldots ,N-1.\end{cases}}}"></span></dd></dl></dd></dl> <div class="mw-heading mw-heading2"><h2 id="Derivation">Derivation</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Range_(statistics)&action=edit&section=8" title="Edit section: Derivation"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The probability of having a specific range value, <i>t</i>, can be determined by adding the probabilities of having two samples differing by <i>t</i>, and every other sample having a value between the two extremes. The probability of one sample having a value of <i>x</i> is <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle ng(x)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> <mi>g</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle ng(x)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2423163472d67f2d7a9e052797d7e9b9dfbfbff5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.65ex; height:2.843ex;" alt="{\displaystyle ng(x)}"></span>. The probability of another having a value <i>t</i> greater than <i>x</i> is: </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (n-1)g(x+t).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mi>n</mi> <mo>−</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mi>g</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>+</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (n-1)g(x+t).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/02995181db31dc9f2d29af6e20b8e7c7e0aa56ea" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.789ex; height:2.843ex;" alt="{\displaystyle (n-1)g(x+t).}"></span></dd></dl> <p>The probability of all other values lying between these two extremes is: </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \left(\int _{x}^{x+t}g(x)\,{\text{d}}x\right)^{n-2}=\left(G(x+t)-G(x)\right)^{n-2}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow> <mo>(</mo> <mrow> <msubsup> <mo>∫</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> <mo>+</mo> <mi>t</mi> </mrow> </msubsup> <mi>g</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mspace width="thinmathspace" /> <mrow class="MJX-TeXAtom-ORD"> <mtext>d</mtext> </mrow> <mi>x</mi> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>−</mo> <mn>2</mn> </mrow> </msup> <mo>=</mo> <msup> <mrow> <mo>(</mo> <mrow> <mi>G</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>+</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>−</mo> <mi>G</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>−</mo> <mn>2</mn> </mrow> </msup> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \left(\int _{x}^{x+t}g(x)\,{\text{d}}x\right)^{n-2}=\left(G(x+t)-G(x)\right)^{n-2}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2a96c03c03b93b59c819a5c7f8bbcdcb4db10251" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:45.226ex; height:6.843ex;" alt="{\displaystyle \left(\int _{x}^{x+t}g(x)\,{\text{d}}x\right)^{n-2}=\left(G(x+t)-G(x)\right)^{n-2}.}"></span></dd></dl> <p>Combining the three together yields: </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(t)=n(n-1)\int _{-\infty }^{\infty }g(x)g(x+t)[G(x+t)-G(x)]^{n-2}\,{\text{d}}x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>n</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>−</mo> <mn>1</mn> <mo stretchy="false">)</mo> <msubsup> <mo>∫</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <mi mathvariant="normal">∞</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">∞</mi> </mrow> </msubsup> <mi>g</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mi>g</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>+</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo stretchy="false">[</mo> <mi>G</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>+</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>−</mo> <mi>G</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <msup> <mo stretchy="false">]</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>−</mo> <mn>2</mn> </mrow> </msup> <mspace width="thinmathspace" /> <mrow class="MJX-TeXAtom-ORD"> <mtext>d</mtext> </mrow> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(t)=n(n-1)\int _{-\infty }^{\infty }g(x)g(x+t)[G(x+t)-G(x)]^{n-2}\,{\text{d}}x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b1fce3c2d95f0b14fe454689a5dd045b57ad6826" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:57.112ex; height:6.009ex;" alt="{\displaystyle f(t)=n(n-1)\int _{-\infty }^{\infty }g(x)g(x+t)[G(x+t)-G(x)]^{n-2}\,{\text{d}}x}"></span></dd></dl> <div class="mw-heading mw-heading2"><h2 id="Related_quantities">Related quantities</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Range_(statistics)&action=edit&section=9" title="Edit section: Related quantities"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The range is a specific example of <a href="/wiki/Order_statistic" title="Order statistic">order statistics</a>. In particular, the range is a linear function of order statistics, which brings it into the scope of <a href="/wiki/L-estimator" title="L-estimator">L-estimation</a>. </p> <div class="mw-heading mw-heading2"><h2 id="See_also">See also</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Range_(statistics)&action=edit&section=10" title="Edit section: See also"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1239009302">.mw-parser-output .portalbox{padding:0;margin:0.5em 0;display:table;box-sizing:border-box;max-width:175px;list-style:none}.mw-parser-output .portalborder{border:1px solid var(--border-color-base,#a2a9b1);padding:0.1em;background:var(--background-color-neutral-subtle,#f8f9fa)}.mw-parser-output .portalbox-entry{display:table-row;font-size:85%;line-height:110%;height:1.9em;font-style:italic;font-weight:bold}.mw-parser-output .portalbox-image{display:table-cell;padding:0.2em;vertical-align:middle;text-align:center}.mw-parser-output .portalbox-link{display:table-cell;padding:0.2em 0.2em 0.2em 0.3em;vertical-align:middle}@media(min-width:720px){.mw-parser-output .portalleft{clear:left;float:left;margin:0.5em 1em 0.5em 0}.mw-parser-output .portalright{clear:right;float:right;margin:0.5em 0 0.5em 1em}}</style><ul role="navigation" aria-label="Portals" class="noprint portalbox portalborder portalright"> <li class="portalbox-entry"><span class="portalbox-image"><span class="noviewer" typeof="mw:File"><a href="/wiki/File:Nuvola_apps_edu_mathematics_blue-p.svg" class="mw-file-description"><img alt="icon" src="//upload.wikimedia.org/wikipedia/commons/thumb/3/3e/Nuvola_apps_edu_mathematics_blue-p.svg/28px-Nuvola_apps_edu_mathematics_blue-p.svg.png" decoding="async" width="28" height="28" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/3/3e/Nuvola_apps_edu_mathematics_blue-p.svg/42px-Nuvola_apps_edu_mathematics_blue-p.svg.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/3/3e/Nuvola_apps_edu_mathematics_blue-p.svg/56px-Nuvola_apps_edu_mathematics_blue-p.svg.png 2x" data-file-width="128" data-file-height="128" /></a></span></span><span class="portalbox-link"><a href="/wiki/Portal:Mathematics" title="Portal:Mathematics">Mathematics portal</a></span></li></ul> <ul><li><a href="/wiki/Interdecile_range" title="Interdecile range">Interdecile range</a></li> <li><a href="/wiki/Interquartile_range" title="Interquartile range">Interquartile range</a></li> <li><a href="/wiki/Studentized_range" title="Studentized range">Studentized range</a></li></ul> <div class="mw-heading mw-heading2"><h2 id="References">References</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Range_(statistics)&action=edit&section=11" title="Edit section: References"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1239543626">.mw-parser-output .reflist{margin-bottom:0.5em;list-style-type:decimal}@media screen{.mw-parser-output .reflist{font-size:90%}}.mw-parser-output .reflist .references{font-size:100%;margin-bottom:0;list-style-type:inherit}.mw-parser-output .reflist-columns-2{column-width:30em}.mw-parser-output .reflist-columns-3{column-width:25em}.mw-parser-output .reflist-columns{margin-top:0.3em}.mw-parser-output .reflist-columns ol{margin-top:0}.mw-parser-output .reflist-columns li{page-break-inside:avoid;break-inside:avoid-column}.mw-parser-output .reflist-upper-alpha{list-style-type:upper-alpha}.mw-parser-output .reflist-upper-roman{list-style-type:upper-roman}.mw-parser-output .reflist-lower-alpha{list-style-type:lower-alpha}.mw-parser-output .reflist-lower-greek{list-style-type:lower-greek}.mw-parser-output .reflist-lower-roman{list-style-type:lower-roman}</style><div class="reflist"> <div class="mw-references-wrap mw-references-columns"><ol class="references"> <li id="cite_note-1"><span class="mw-cite-backlink"><b><a href="#cite_ref-1">^</a></b></span> <span class="reference-text"><style data-mw-deduplicate="TemplateStyles:r1238218222">.mw-parser-output cite.citation{font-style:inherit;word-wrap:break-word}.mw-parser-output .citation q{quotes:"\"""\"""'""'"}.mw-parser-output .citation:target{background-color:rgba(0,127,255,0.133)}.mw-parser-output .id-lock-free.id-lock-free a{background:url("//upload.wikimedia.org/wikipedia/commons/6/65/Lock-green.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-limited.id-lock-limited a,.mw-parser-output .id-lock-registration.id-lock-registration a{background:url("//upload.wikimedia.org/wikipedia/commons/d/d6/Lock-gray-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-subscription.id-lock-subscription a{background:url("//upload.wikimedia.org/wikipedia/commons/a/aa/Lock-red-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .cs1-ws-icon a{background:url("//upload.wikimedia.org/wikipedia/commons/4/4c/Wikisource-logo.svg")right 0.1em center/12px no-repeat}body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-free a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-limited a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-registration a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-subscription a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .cs1-ws-icon a{background-size:contain;padding:0 1em 0 0}.mw-parser-output .cs1-code{color:inherit;background:inherit;border:none;padding:inherit}.mw-parser-output .cs1-hidden-error{display:none;color:var(--color-error,#d33)}.mw-parser-output .cs1-visible-error{color:var(--color-error,#d33)}.mw-parser-output .cs1-maint{display:none;color:#085;margin-left:0.3em}.mw-parser-output .cs1-kern-left{padding-left:0.2em}.mw-parser-output .cs1-kern-right{padding-right:0.2em}.mw-parser-output .citation .mw-selflink{font-weight:inherit}@media screen{.mw-parser-output .cs1-format{font-size:95%}html.skin-theme-clientpref-night .mw-parser-output .cs1-maint{color:#18911f}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .cs1-maint{color:#18911f}}</style><cite id="CITEREFGeorge_Woodbury2001" class="citation book cs1">George Woodbury (2001). <i>An Introduction to Statistics</i>. 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"Order statistics for discrete case with a numerical application to the binomial distribution". <i>Annals of the Institute of Statistical Mathematics</i>. <b>8</b> (2): 95–96. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1007%2FBF02863574">10.1007/BF02863574</a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Annals+of+the+Institute+of+Statistical+Mathematics&rft.atitle=Order+statistics+for+discrete+case+with+a+numerical+application+to+the+binomial+distribution&rft.volume=8&rft.issue=2&rft.pages=95-96&rft.date=1956&rft_id=info%3Adoi%2F10.1007%2FBF02863574&rft.aulast=Siotani&rft.aufirst=M.&rfr_id=info%3Asid%2Fen.wikipedia.org%3ARange+%28statistics%29" class="Z3988"></span></span> </li> <li id="cite_note-11"><span class="mw-cite-backlink"><b><a href="#cite_ref-11">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFPaul_R._Rider1951" class="citation journal cs1">Paul R. Rider (1951). "The Distribution of the Range in Samples from a Discrete Rectangular Population". <i><a href="/wiki/Journal_of_the_American_Statistical_Association" title="Journal of the American Statistical Association">Journal of the American Statistical Association</a></i>. <b>46</b> (255): 375–378. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1080%2F01621459.1951.10500796">10.1080/01621459.1951.10500796</a>. <a href="/wiki/JSTOR_(identifier)" class="mw-redirect" title="JSTOR (identifier)">JSTOR</a> <a rel="nofollow" class="external text" href="https://www.jstor.org/stable/2280515">2280515</a>.</cite><span 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id="Descriptive_statistics" style="font-size:114%;margin:0 4em"><a href="/wiki/Descriptive_statistics" title="Descriptive statistics">Descriptive statistics</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Continuous_probability_distribution" class="mw-redirect" title="Continuous probability distribution">Continuous data</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Central_tendency" title="Central tendency">Center</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Mean" title="Mean">Mean</a> <ul><li><a href="/wiki/Arithmetic_mean" title="Arithmetic mean">Arithmetic</a></li> <li><a href="/wiki/Arithmetic%E2%80%93geometric_mean" title="Arithmetic–geometric mean">Arithmetic-Geometric</a></li> <li><a href="/wiki/Contraharmonic_mean" title="Contraharmonic mean">Contraharmonic</a></li> <li><a href="/wiki/Cubic_mean" title="Cubic mean">Cubic</a></li> <li><a href="/wiki/Generalized_mean" title="Generalized mean">Generalized/power</a></li> <li><a href="/wiki/Geometric_mean" title="Geometric mean">Geometric</a></li> <li><a href="/wiki/Harmonic_mean" title="Harmonic mean">Harmonic</a></li> <li><a href="/wiki/Heronian_mean" title="Heronian mean">Heronian</a></li> <li><a href="/wiki/Heinz_mean" title="Heinz mean">Heinz</a></li> <li><a href="/wiki/Lehmer_mean" title="Lehmer mean">Lehmer</a></li></ul></li> <li><a href="/wiki/Median" title="Median">Median</a></li> <li><a href="/wiki/Mode_(statistics)" title="Mode (statistics)">Mode</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Statistical_dispersion" title="Statistical dispersion">Dispersion</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Average_absolute_deviation" title="Average absolute deviation">Average absolute deviation</a></li> <li><a href="/wiki/Coefficient_of_variation" title="Coefficient of variation">Coefficient of variation</a></li> <li><a href="/wiki/Interquartile_range" title="Interquartile range">Interquartile range</a></li> <li><a href="/wiki/Percentile" title="Percentile">Percentile</a></li> <li><a class="mw-selflink selflink">Range</a></li> <li><a href="/wiki/Standard_deviation" title="Standard deviation">Standard deviation</a></li> <li><a href="/wiki/Variance#Sample_variance" title="Variance">Variance</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Shape_of_the_distribution" class="mw-redirect" title="Shape of the distribution">Shape</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Central_limit_theorem" title="Central limit theorem">Central limit theorem</a></li> <li><a href="/wiki/Moment_(mathematics)" title="Moment (mathematics)">Moments</a> <ul><li><a href="/wiki/Kurtosis" title="Kurtosis">Kurtosis</a></li> <li><a href="/wiki/L-moment" title="L-moment">L-moments</a></li> <li><a href="/wiki/Skewness" title="Skewness">Skewness</a></li></ul></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Count_data" title="Count data">Count data</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Index_of_dispersion" title="Index of dispersion">Index of dispersion</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em">Summary tables</th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Contingency_table" title="Contingency table">Contingency table</a></li> <li><a href="/wiki/Frequency_distribution" class="mw-redirect" title="Frequency distribution">Frequency distribution</a></li> <li><a href="/wiki/Grouped_data" title="Grouped data">Grouped data</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Correlation_and_dependence" class="mw-redirect" title="Correlation and dependence">Dependence</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Partial_correlation" title="Partial correlation">Partial correlation</a></li> <li><a href="/wiki/Pearson_correlation_coefficient" title="Pearson correlation coefficient">Pearson product-moment correlation</a></li> <li><a href="/wiki/Rank_correlation" title="Rank correlation">Rank correlation</a> <ul><li><a href="/wiki/Kendall_rank_correlation_coefficient" title="Kendall rank correlation coefficient">Kendall's τ</a></li> <li><a href="/wiki/Spearman%27s_rank_correlation_coefficient" title="Spearman's rank correlation coefficient">Spearman's ρ</a></li></ul></li> <li><a href="/wiki/Scatter_plot" title="Scatter plot">Scatter plot</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Statistical_graphics" title="Statistical graphics">Graphics</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Bar_chart" title="Bar chart">Bar chart</a></li> <li><a href="/wiki/Biplot" title="Biplot">Biplot</a></li> <li><a href="/wiki/Box_plot" title="Box plot">Box plot</a></li> <li><a href="/wiki/Control_chart" title="Control chart">Control chart</a></li> <li><a href="/wiki/Correlogram" title="Correlogram">Correlogram</a></li> <li><a href="/wiki/Fan_chart_(statistics)" title="Fan chart (statistics)">Fan chart</a></li> <li><a href="/wiki/Forest_plot" title="Forest plot">Forest plot</a></li> <li><a href="/wiki/Histogram" title="Histogram">Histogram</a></li> <li><a href="/wiki/Pie_chart" title="Pie chart">Pie chart</a></li> <li><a href="/wiki/Q%E2%80%93Q_plot" title="Q–Q plot">Q–Q plot</a></li> <li><a href="/wiki/Radar_chart" title="Radar chart">Radar chart</a></li> <li><a href="/wiki/Run_chart" title="Run chart">Run chart</a></li> <li><a href="/wiki/Scatter_plot" title="Scatter plot">Scatter plot</a></li> <li><a href="/wiki/Stem-and-leaf_display" title="Stem-and-leaf display">Stem-and-leaf display</a></li> <li><a href="/wiki/Violin_plot" title="Violin plot">Violin plot</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Data_collection" style="font-size:114%;margin:0 4em"><a href="/wiki/Data_collection" title="Data collection">Data collection</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Design_of_experiments" title="Design of experiments">Study design</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Effect_size" title="Effect size">Effect size</a></li> <li><a href="/wiki/Missing_data" title="Missing data">Missing data</a></li> <li><a href="/wiki/Optimal_design" class="mw-redirect" title="Optimal design">Optimal design</a></li> <li><a href="/wiki/Statistical_population" title="Statistical population">Population</a></li> <li><a href="/wiki/Replication_(statistics)" title="Replication (statistics)">Replication</a></li> <li><a href="/wiki/Sample_size_determination" title="Sample size determination">Sample size determination</a></li> <li><a href="/wiki/Statistic" title="Statistic">Statistic</a></li> <li><a href="/wiki/Statistical_power" class="mw-redirect" title="Statistical power">Statistical power</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Survey_methodology" title="Survey methodology">Survey methodology</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Sampling_(statistics)" title="Sampling (statistics)">Sampling</a> <ul><li><a href="/wiki/Cluster_sampling" title="Cluster sampling">Cluster</a></li> <li><a href="/wiki/Stratified_sampling" title="Stratified sampling">Stratified</a></li></ul></li> <li><a href="/wiki/Opinion_poll" title="Opinion poll">Opinion poll</a></li> <li><a href="/wiki/Questionnaire" title="Questionnaire">Questionnaire</a></li> <li><a href="/wiki/Standard_error" title="Standard error">Standard error</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Experiment" title="Experiment">Controlled experiments</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Blocking_(statistics)" title="Blocking (statistics)">Blocking</a></li> <li><a href="/wiki/Factorial_experiment" title="Factorial experiment">Factorial experiment</a></li> <li><a href="/wiki/Interaction_(statistics)" title="Interaction (statistics)">Interaction</a></li> <li><a href="/wiki/Random_assignment" title="Random assignment">Random assignment</a></li> <li><a href="/wiki/Randomized_controlled_trial" title="Randomized controlled trial">Randomized controlled trial</a></li> <li><a href="/wiki/Randomized_experiment" title="Randomized experiment">Randomized experiment</a></li> <li><a href="/wiki/Scientific_control" title="Scientific control">Scientific control</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em">Adaptive designs</th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Adaptive_clinical_trial" class="mw-redirect" title="Adaptive clinical trial">Adaptive clinical trial</a></li> <li><a href="/wiki/Stochastic_approximation" title="Stochastic approximation">Stochastic approximation</a></li> <li><a href="/wiki/Up-and-Down_Designs" class="mw-redirect" title="Up-and-Down Designs">Up-and-down designs</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Observational_study" title="Observational study">Observational studies</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Cohort_study" title="Cohort study">Cohort study</a></li> <li><a href="/wiki/Cross-sectional_study" title="Cross-sectional study">Cross-sectional study</a></li> <li><a href="/wiki/Natural_experiment" title="Natural experiment">Natural experiment</a></li> <li><a href="/wiki/Quasi-experiment" title="Quasi-experiment">Quasi-experiment</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Statistical_inference" style="font-size:114%;margin:0 4em"><a href="/wiki/Statistical_inference" title="Statistical inference">Statistical inference</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Statistical_theory" title="Statistical theory">Statistical theory</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Population_(statistics)" class="mw-redirect" title="Population (statistics)">Population</a></li> <li><a href="/wiki/Statistic" title="Statistic">Statistic</a></li> <li><a href="/wiki/Probability_distribution" title="Probability distribution">Probability distribution</a></li> <li><a href="/wiki/Sampling_distribution" title="Sampling distribution">Sampling distribution</a> <ul><li><a href="/wiki/Order_statistic" title="Order statistic">Order statistic</a></li></ul></li> <li><a href="/wiki/Empirical_distribution_function" title="Empirical distribution function">Empirical distribution</a> <ul><li><a href="/wiki/Density_estimation" title="Density estimation">Density estimation</a></li></ul></li> <li><a href="/wiki/Statistical_model" title="Statistical model">Statistical model</a> <ul><li><a href="/wiki/Model_specification" class="mw-redirect" title="Model specification">Model specification</a></li> <li><a href="/wiki/Lp_space" title="Lp space">L<sup><i>p</i></sup> space</a></li></ul></li> <li><a href="/wiki/Statistical_parameter" title="Statistical parameter">Parameter</a> <ul><li><a href="/wiki/Location_parameter" title="Location parameter">location</a></li> <li><a href="/wiki/Scale_parameter" title="Scale parameter">scale</a></li> <li><a href="/wiki/Shape_parameter" title="Shape parameter">shape</a></li></ul></li> <li><a href="/wiki/Parametric_statistics" title="Parametric statistics">Parametric family</a> <ul><li><a href="/wiki/Likelihood_function" title="Likelihood function">Likelihood</a> <a href="/wiki/Monotone_likelihood_ratio" title="Monotone likelihood ratio"><span style="font-size:85%;">(monotone)</span></a></li> <li><a href="/wiki/Location%E2%80%93scale_family" title="Location–scale family">Location–scale family</a></li> <li><a href="/wiki/Exponential_family" title="Exponential family">Exponential family</a></li></ul></li> <li><a href="/wiki/Completeness_(statistics)" title="Completeness (statistics)">Completeness</a></li> <li><a href="/wiki/Sufficient_statistic" title="Sufficient statistic">Sufficiency</a></li> <li><a href="/wiki/Plug-in_principle" class="mw-redirect" title="Plug-in principle">Statistical functional</a> <ul><li><a href="/wiki/Bootstrapping_(statistics)" title="Bootstrapping (statistics)">Bootstrap</a></li> <li><a href="/wiki/U-statistic" title="U-statistic">U</a></li> <li><a href="/wiki/V-statistic" title="V-statistic">V</a></li></ul></li> <li><a href="/wiki/Optimal_decision" title="Optimal decision">Optimal decision</a> <ul><li><a href="/wiki/Loss_function" title="Loss function">loss function</a></li></ul></li> <li><a href="/wiki/Efficiency_(statistics)" title="Efficiency (statistics)">Efficiency</a></li> <li><a href="/wiki/Statistical_distance" title="Statistical distance">Statistical distance</a> <ul><li><a href="/wiki/Divergence_(statistics)" title="Divergence (statistics)">divergence</a></li></ul></li> <li><a href="/wiki/Asymptotic_theory_(statistics)" title="Asymptotic theory (statistics)">Asymptotics</a></li> <li><a href="/wiki/Robust_statistics" title="Robust statistics">Robustness</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Frequentist_inference" title="Frequentist inference">Frequentist inference</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Point_estimation" title="Point estimation">Point estimation</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Estimating_equations" title="Estimating equations">Estimating equations</a> <ul><li><a href="/wiki/Maximum_likelihood" class="mw-redirect" title="Maximum likelihood">Maximum likelihood</a></li> <li><a href="/wiki/Method_of_moments_(statistics)" title="Method of moments (statistics)">Method of moments</a></li> <li><a href="/wiki/M-estimator" title="M-estimator">M-estimator</a></li> <li><a href="/wiki/Minimum_distance_estimation" class="mw-redirect" title="Minimum distance estimation">Minimum distance</a></li></ul></li> <li><a href="/wiki/Bias_of_an_estimator" title="Bias of an estimator">Unbiased estimators</a> <ul><li><a href="/wiki/Minimum-variance_unbiased_estimator" title="Minimum-variance unbiased estimator">Mean-unbiased minimum-variance</a> <ul><li><a href="/wiki/Rao%E2%80%93Blackwell_theorem" title="Rao–Blackwell theorem">Rao–Blackwellization</a></li> <li><a href="/wiki/Lehmann%E2%80%93Scheff%C3%A9_theorem" title="Lehmann–Scheffé theorem">Lehmann–Scheffé theorem</a></li></ul></li> <li><a href="/wiki/Median-unbiased_estimator" class="mw-redirect" title="Median-unbiased estimator">Median unbiased</a></li></ul></li> <li><a href="/wiki/Plug-in_principle" class="mw-redirect" title="Plug-in principle">Plug-in</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Interval_estimation" title="Interval estimation">Interval estimation</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Confidence_interval" title="Confidence interval">Confidence interval</a></li> <li><a href="/wiki/Pivotal_quantity" title="Pivotal quantity">Pivot</a></li> <li><a href="/wiki/Likelihood_interval" class="mw-redirect" title="Likelihood interval">Likelihood interval</a></li> <li><a href="/wiki/Prediction_interval" title="Prediction interval">Prediction interval</a></li> <li><a href="/wiki/Tolerance_interval" title="Tolerance interval">Tolerance interval</a></li> <li><a href="/wiki/Resampling_(statistics)" title="Resampling (statistics)">Resampling</a> <ul><li><a href="/wiki/Bootstrapping_(statistics)" title="Bootstrapping (statistics)">Bootstrap</a></li> <li><a href="/wiki/Jackknife_resampling" title="Jackknife resampling">Jackknife</a></li></ul></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Statistical_hypothesis_testing" class="mw-redirect" title="Statistical hypothesis testing">Testing hypotheses</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/One-_and_two-tailed_tests" title="One- and two-tailed tests">1- & 2-tails</a></li> <li><a href="/wiki/Power_(statistics)" title="Power (statistics)">Power</a> <ul><li><a href="/wiki/Uniformly_most_powerful_test" title="Uniformly most powerful test">Uniformly most powerful test</a></li></ul></li> <li><a href="/wiki/Permutation_test" title="Permutation test">Permutation test</a> <ul><li><a href="/wiki/Randomization_test" class="mw-redirect" title="Randomization test">Randomization test</a></li></ul></li> <li><a href="/wiki/Multiple_comparisons" class="mw-redirect" title="Multiple comparisons">Multiple comparisons</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Parametric_statistics" title="Parametric statistics">Parametric tests</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Likelihood-ratio_test" title="Likelihood-ratio test">Likelihood-ratio</a></li> <li><a href="/wiki/Score_test" title="Score test">Score/Lagrange multiplier</a></li> <li><a href="/wiki/Wald_test" title="Wald test">Wald</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/List_of_statistical_tests" title="List of statistical tests">Specific tests</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><td colspan="2" class="navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Z-test" title="Z-test"><i>Z</i>-test <span style="font-size:85%;">(normal)</span></a></li> <li><a href="/wiki/Student%27s_t-test" title="Student's t-test">Student's <i>t</i>-test</a></li> <li><a href="/wiki/F-test" title="F-test"><i>F</i>-test</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Goodness_of_fit" title="Goodness of fit">Goodness of fit</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Chi-squared_test" title="Chi-squared test">Chi-squared</a></li> <li><a href="/wiki/G-test" title="G-test"><i>G</i>-test</a></li> <li><a href="/wiki/Kolmogorov%E2%80%93Smirnov_test" title="Kolmogorov–Smirnov test">Kolmogorov–Smirnov</a></li> <li><a href="/wiki/Anderson%E2%80%93Darling_test" title="Anderson–Darling test">Anderson–Darling</a></li> <li><a href="/wiki/Lilliefors_test" title="Lilliefors test">Lilliefors</a></li> <li><a href="/wiki/Jarque%E2%80%93Bera_test" title="Jarque–Bera test">Jarque–Bera</a></li> <li><a href="/wiki/Shapiro%E2%80%93Wilk_test" title="Shapiro–Wilk test">Normality <span style="font-size:85%;">(Shapiro–Wilk)</span></a></li> <li><a href="/wiki/Likelihood-ratio_test" title="Likelihood-ratio test">Likelihood-ratio test</a></li> <li><a href="/wiki/Model_selection" title="Model selection">Model selection</a> <ul><li><a href="/wiki/Cross-validation_(statistics)" title="Cross-validation (statistics)">Cross validation</a></li> <li><a href="/wiki/Akaike_information_criterion" title="Akaike information criterion">AIC</a></li> <li><a href="/wiki/Bayesian_information_criterion" title="Bayesian information criterion">BIC</a></li></ul></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Rank_statistics" class="mw-redirect" title="Rank statistics">Rank statistics</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Sign_test" title="Sign test">Sign</a> <ul><li><a href="/wiki/Sample_median" class="mw-redirect" title="Sample median">Sample median</a></li></ul></li> <li><a href="/wiki/Wilcoxon_signed-rank_test" title="Wilcoxon signed-rank test">Signed rank <span style="font-size:85%;">(Wilcoxon)</span></a> <ul><li><a href="/wiki/Hodges%E2%80%93Lehmann_estimator" title="Hodges–Lehmann estimator">Hodges–Lehmann estimator</a></li></ul></li> <li><a href="/wiki/Mann%E2%80%93Whitney_U_test" title="Mann–Whitney U test">Rank sum <span style="font-size:85%;">(Mann–Whitney)</span></a></li> <li><a href="/wiki/Nonparametric_statistics" title="Nonparametric statistics">Nonparametric</a> <a href="/wiki/Analysis_of_variance" title="Analysis of variance">anova</a> <ul><li><a href="/wiki/Kruskal%E2%80%93Wallis_test" title="Kruskal–Wallis test">1-way <span style="font-size:85%;">(Kruskal–Wallis)</span></a></li> <li><a href="/wiki/Friedman_test" title="Friedman test">2-way <span style="font-size:85%;">(Friedman)</span></a></li> <li><a href="/wiki/Jonckheere%27s_trend_test" title="Jonckheere's trend test">Ordered alternative <span style="font-size:85%;">(Jonckheere–Terpstra)</span></a></li></ul></li> <li><a href="/wiki/Van_der_Waerden_test" title="Van der Waerden test">Van der Waerden test</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Bayesian_inference" title="Bayesian inference">Bayesian inference</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Bayesian_probability" title="Bayesian probability">Bayesian probability</a> <ul><li><a href="/wiki/Prior_probability" title="Prior probability">prior</a></li> <li><a href="/wiki/Posterior_probability" title="Posterior probability">posterior</a></li></ul></li> <li><a href="/wiki/Credible_interval" title="Credible interval">Credible interval</a></li> <li><a href="/wiki/Bayes_factor" title="Bayes factor">Bayes factor</a></li> <li><a href="/wiki/Bayes_estimator" title="Bayes estimator">Bayesian estimator</a> <ul><li><a href="/wiki/Maximum_a_posteriori_estimation" title="Maximum a posteriori estimation">Maximum posterior estimator</a></li></ul></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="CorrelationRegression_analysis" style="font-size:114%;margin:0 4em"><div class="hlist"><ul><li><a href="/wiki/Correlation_and_dependence" class="mw-redirect" title="Correlation and dependence">Correlation</a></li><li><a href="/wiki/Regression_analysis" title="Regression analysis">Regression analysis</a></li></ul></div></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Correlation_and_dependence" class="mw-redirect" title="Correlation and dependence">Correlation</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Pearson_product-moment_correlation_coefficient" class="mw-redirect" title="Pearson product-moment correlation coefficient">Pearson product-moment</a></li> <li><a href="/wiki/Partial_correlation" title="Partial correlation">Partial correlation</a></li> <li><a href="/wiki/Confounding" title="Confounding">Confounding variable</a></li> <li><a href="/wiki/Coefficient_of_determination" title="Coefficient of determination">Coefficient of determination</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Regression_analysis" title="Regression analysis">Regression analysis</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Errors_and_residuals" title="Errors and residuals">Errors and residuals</a></li> <li><a href="/wiki/Regression_validation" title="Regression validation">Regression validation</a></li> <li><a href="/wiki/Mixed_model" title="Mixed model">Mixed effects models</a></li> <li><a href="/wiki/Simultaneous_equations_model" title="Simultaneous equations model">Simultaneous equations models</a></li> <li><a href="/wiki/Multivariate_adaptive_regression_splines" class="mw-redirect" title="Multivariate adaptive regression splines">Multivariate adaptive regression splines (MARS)</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Linear_regression" title="Linear regression">Linear regression</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Simple_linear_regression" title="Simple linear regression">Simple linear regression</a></li> <li><a href="/wiki/Ordinary_least_squares" title="Ordinary least squares">Ordinary least squares</a></li> <li><a href="/wiki/General_linear_model" title="General linear model">General linear model</a></li> <li><a href="/wiki/Bayesian_linear_regression" title="Bayesian linear regression">Bayesian regression</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em">Non-standard predictors</th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Nonlinear_regression" title="Nonlinear regression">Nonlinear regression</a></li> <li><a href="/wiki/Nonparametric_regression" title="Nonparametric regression">Nonparametric</a></li> <li><a href="/wiki/Semiparametric_regression" title="Semiparametric regression">Semiparametric</a></li> <li><a href="/wiki/Isotonic_regression" title="Isotonic regression">Isotonic</a></li> <li><a href="/wiki/Robust_regression" title="Robust regression">Robust</a></li> <li><a href="/wiki/Heteroscedasticity" class="mw-redirect" title="Heteroscedasticity">Heteroscedasticity</a></li> <li><a href="/wiki/Homoscedasticity" class="mw-redirect" title="Homoscedasticity">Homoscedasticity</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Generalized_linear_model" title="Generalized linear model">Generalized linear model</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Exponential_family" title="Exponential family">Exponential families</a></li> <li><a href="/wiki/Logistic_regression" title="Logistic regression">Logistic <span style="font-size:85%;">(Bernoulli)</span></a> / <a href="/wiki/Binomial_regression" title="Binomial regression">Binomial</a> / <a href="/wiki/Poisson_regression" title="Poisson regression">Poisson regressions</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Partition_of_sums_of_squares" title="Partition of sums of squares">Partition of variance</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Analysis_of_variance" title="Analysis of variance">Analysis of variance (ANOVA, anova)</a></li> <li><a href="/wiki/Analysis_of_covariance" title="Analysis of covariance">Analysis of covariance</a></li> <li><a href="/wiki/Multivariate_analysis_of_variance" title="Multivariate analysis of variance">Multivariate ANOVA</a></li> <li><a href="/wiki/Degrees_of_freedom_(statistics)" title="Degrees of freedom (statistics)">Degrees of freedom</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Categorical_/_Multivariate_/_Time-series_/_Survival_analysis" style="font-size:114%;margin:0 4em"><a href="/wiki/Categorical_variable" title="Categorical variable">Categorical</a> / <a href="/wiki/Multivariate_statistics" title="Multivariate statistics">Multivariate</a> / <a href="/wiki/Time_series" title="Time series">Time-series</a> / <a href="/wiki/Survival_analysis" title="Survival analysis">Survival analysis</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Categorical_variable" title="Categorical variable">Categorical</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Cohen%27s_kappa" title="Cohen's kappa">Cohen's kappa</a></li> <li><a href="/wiki/Contingency_table" title="Contingency table">Contingency table</a></li> <li><a href="/wiki/Graphical_model" title="Graphical model">Graphical model</a></li> <li><a href="/wiki/Poisson_regression" title="Poisson regression">Log-linear model</a></li> <li><a href="/wiki/McNemar%27s_test" title="McNemar's test">McNemar's test</a></li> <li><a href="/wiki/Cochran%E2%80%93Mantel%E2%80%93Haenszel_statistics" title="Cochran–Mantel–Haenszel statistics">Cochran–Mantel–Haenszel statistics</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Multivariate_statistics" title="Multivariate statistics">Multivariate</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/General_linear_model" title="General linear model">Regression</a></li> <li><a href="/wiki/Multivariate_analysis_of_variance" title="Multivariate analysis of variance">Manova</a></li> <li><a href="/wiki/Principal_component_analysis" title="Principal component analysis">Principal components</a></li> <li><a href="/wiki/Canonical_correlation" title="Canonical correlation">Canonical correlation</a></li> <li><a href="/wiki/Linear_discriminant_analysis" title="Linear discriminant analysis">Discriminant analysis</a></li> <li><a href="/wiki/Cluster_analysis" title="Cluster analysis">Cluster analysis</a></li> <li><a href="/wiki/Statistical_classification" title="Statistical classification">Classification</a></li> <li><a href="/wiki/Structural_equation_modeling" title="Structural equation modeling">Structural equation model</a> <ul><li><a href="/wiki/Factor_analysis" title="Factor analysis">Factor analysis</a></li></ul></li> <li><a href="/wiki/Multivariate_distribution" class="mw-redirect" title="Multivariate distribution">Multivariate distributions</a> <ul><li><a href="/wiki/Elliptical_distribution" title="Elliptical distribution">Elliptical distributions</a> <ul><li><a href="/wiki/Multivariate_normal_distribution" title="Multivariate normal distribution">Normal</a></li></ul></li></ul></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Time_series" title="Time series">Time-series</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;">General</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Decomposition_of_time_series" title="Decomposition of time series">Decomposition</a></li> <li><a href="/wiki/Trend_estimation" class="mw-redirect" title="Trend estimation">Trend</a></li> <li><a href="/wiki/Stationary_process" title="Stationary process">Stationarity</a></li> <li><a href="/wiki/Seasonal_adjustment" title="Seasonal adjustment">Seasonal adjustment</a></li> <li><a href="/wiki/Exponential_smoothing" title="Exponential smoothing">Exponential smoothing</a></li> <li><a href="/wiki/Cointegration" title="Cointegration">Cointegration</a></li> <li><a href="/wiki/Structural_break" title="Structural break">Structural break</a></li> <li><a href="/wiki/Granger_causality" title="Granger causality">Granger causality</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;">Specific tests</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Dickey%E2%80%93Fuller_test" title="Dickey–Fuller test">Dickey–Fuller</a></li> <li><a href="/wiki/Johansen_test" title="Johansen test">Johansen</a></li> <li><a href="/wiki/Ljung%E2%80%93Box_test" title="Ljung–Box test">Q-statistic <span style="font-size:85%;">(Ljung–Box)</span></a></li> <li><a href="/wiki/Durbin%E2%80%93Watson_statistic" title="Durbin–Watson statistic">Durbin–Watson</a></li> <li><a href="/wiki/Breusch%E2%80%93Godfrey_test" title="Breusch–Godfrey test">Breusch–Godfrey</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Time_domain" title="Time domain">Time domain</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Autocorrelation" title="Autocorrelation">Autocorrelation (ACF)</a> <ul><li><a href="/wiki/Partial_autocorrelation_function" title="Partial autocorrelation function">partial (PACF)</a></li></ul></li> <li><a href="/wiki/Cross-correlation" title="Cross-correlation">Cross-correlation (XCF)</a></li> <li><a href="/wiki/Autoregressive%E2%80%93moving-average_model" class="mw-redirect" title="Autoregressive–moving-average model">ARMA model</a></li> <li><a href="/wiki/Box%E2%80%93Jenkins_method" title="Box–Jenkins method">ARIMA model <span style="font-size:85%;">(Box–Jenkins)</span></a></li> <li><a href="/wiki/Autoregressive_conditional_heteroskedasticity" title="Autoregressive conditional heteroskedasticity">Autoregressive conditional heteroskedasticity (ARCH)</a></li> <li><a href="/wiki/Vector_autoregression" title="Vector autoregression">Vector autoregression (VAR)</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Frequency_domain" title="Frequency domain">Frequency domain</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Spectral_density_estimation" title="Spectral density estimation">Spectral density estimation</a></li> <li><a href="/wiki/Fourier_analysis" title="Fourier analysis">Fourier analysis</a></li> <li><a href="/wiki/Least-squares_spectral_analysis" title="Least-squares spectral analysis">Least-squares spectral analysis</a></li> <li><a href="/wiki/Wavelet" title="Wavelet">Wavelet</a></li> <li><a href="/wiki/Whittle_likelihood" title="Whittle likelihood">Whittle likelihood</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Survival_analysis" title="Survival analysis">Survival</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Survival_function" title="Survival function">Survival function</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Kaplan%E2%80%93Meier_estimator" title="Kaplan–Meier estimator">Kaplan–Meier estimator (product limit)</a></li> <li><a href="/wiki/Proportional_hazards_model" title="Proportional hazards model">Proportional hazards models</a></li> <li><a href="/wiki/Accelerated_failure_time_model" title="Accelerated failure time model">Accelerated failure time (AFT) model</a></li> <li><a href="/wiki/First-hitting-time_model" title="First-hitting-time model">First hitting time</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Failure_rate" title="Failure rate">Hazard function</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Nelson%E2%80%93Aalen_estimator" title="Nelson–Aalen estimator">Nelson–Aalen estimator</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;">Test</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Log-rank_test" class="mw-redirect" title="Log-rank test">Log-rank test</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Applications" style="font-size:114%;margin:0 4em"><a href="/wiki/List_of_fields_of_application_of_statistics" title="List of fields of application of statistics">Applications</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Biostatistics" title="Biostatistics">Biostatistics</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Bioinformatics" title="Bioinformatics">Bioinformatics</a></li> <li><a href="/wiki/Clinical_trial" title="Clinical 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