統計

統計方法是資料科學的核心，在 EDA 的階段更扮演關鍵角色。

基本概念

推薦兩本書：

  • 簡單入門 》統計學圖鑑（栗原伸一與丸山敦史著，中譯 2019, 楓葉社）

  • 程式實務角度 》Practical Statistics for Data Scientists (Bruce and Bruce, 2017. O'Reilley.)

描述統計

  • 資料的平均數（算術、幾何、調和）

  • 資料的離散

    • 分位數

    • 四分位距 (Interquartile range, IQR)

    • 離差 (deviation)

    • 變異數 (variance) 與標準差 (standard deviation)

    • 離群值 (outlier)

    • 變異係數 (coefficient of variation)

  • 變數的相關

    • 相關係數 (coefficient of correlation)

      • Pearson 積差相關係數

      • Spearman 等級相關係數

      • Kendal 等級相關係數

require(languageR)
require(GGally)

data(package="languageR")
head(ratings)

# 計算相關係數
cor(ratings$Frequency,ratings$FamilySize)

[1] 0.7075396

# 兩兩變數散佈圖
ggpairs(ratings[,c(2,3:4)])

推論統計

  • 顯著 (statistical significance)

Statistical significance is often mentioned, but its meaning is not well understood. When a result is significant, it means you are very confident that you are not making a false claim.* Significance does not measure how likely you are to be missing something real, which is determined by the much less-used statistical power.(Stuhl, 2015)

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