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Statistic
A statistic (singular) or sample statistic is a single measure of some attribute of a sample (e.g. its arithmetic mean
value). It is calculated by applying a function (statistical algorithm) to the values of the items of the sample, which are
known together as a set of data.

More formally, statistical theory defines a statistic as a function of a sample where the function itself is independent of the
unknown estimands; that is, the function is strictly a function of the data. The term statistic is used both for the function
and for the value of the function on a given sample.

A statistic is distinct from a statistical parameter, which is not computable in cases where the population is infinite, and
therefore impossible to examine and measure all its items. However, a statistic, when used to estimate a population
parameter, is called an estimator. For instance, the sample mean is a statistic that estimates the population mean, which
is a parameter.

When a statistic (a function) is being used for a specific purpose, it may be referred to by a name indicating its purpose: in
descriptive statistics, a descriptive statistic is used to describe the data; in estimation theory, an estimator is used to
estimate a parameter of the distribution (population); in statistical hypothesis testing, a test statistic is used to test a
hypothesis. However, a single statistic can be used for multiple purposes – for example the sample mean can be used to
describe a data set, to estimate the population mean, or to test a hypothesis.

Contents
Examples
Properties
Observability
Statistical properties
Information of a statistic
See also
References

Examples
In calculating the arithmetic mean of a sample, for example, the algorithm works by summing all the data values observed
in the sample and then dividing this sum by the number of data items. This single measure, the mean of the sample, is
called a statistic; its value is frequently used as an estimate of the mean value of all items comprising the population from
which the sample is drawn. The population mean is also a single measure; however, it is not called a statistic, because it is
not obtained from a sample; instead it is called a population parameter, because it is obtained from the whole population.

Other examples of statistics include

Sample mean discussed in the example above and sample median

Sample variance and sample standard deviation
Sample quantiles besides the median, e.g., quartiles and percentiles

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Test statistics, such as t statistics, chi-squared statistics, f statistics

Order statistics, including sample maximum and minimum
Sample moments and functions thereof, including kurtosis and skewness
Various functionals of the empirical distribution function

Properties

Observability
A statistic is an observable random variable, which differentiates it both from a parameter that is a generally
unobservable quantity describing a property of a statistical population, and from an unobservable random variable, such
as the difference between an observed measurement and a population average. A parameter can only be computed exactly
if entire population can be observed without error; for instance, in a perfect census or for a population of standardized test
takers.

Statisticians often contemplate a parameterized family of probability distributions, any member of which could be the
distribution of some measurable aspect of each member of a population, from which a sample is drawn randomly. For
example, the parameter may be the average height of 25-year-old men in North America. The height of the members of a
sample of 100 such men are measured; the average of those 100 numbers is a statistic. The average of the heights of all
members of the population is not a statistic unless that has somehow also been ascertained (such as by measuring every
member of the population). The average height that would be calculated using all of the individual heights of all 25-year-
old North American men is a parameter, and not a statistic.

Statistical properties
Important potential properties of statistics include completeness, consistency, sufficiency, unbiasedness, minimum mean
square error, low variance, robustness, and computational convenience.

Information of a statistic
Information of a statistic on model parameters can be defined in several ways. The most common is the Fisher
information, which is defined on the statistic model induced by the statistic. Kullback information measure can also be
used.

See also
Statistics
Statistical theory
Descriptive statistics
Statistical hypothesis testing
Well-behaved statistic

References
Parker, Sybil P (editor in chief). "Statistic". McGraw-Hill Dictionary of Scientific and Technical Terms. Fifth Edition.
McGraw-Hill, Inc. 1994. ISBN 0-07-042333-4. Page 1912.
DeGroot and Schervish. "Definition of a Statistic". Probability and Statistics. International Edition. Third Edition.
Addison Wesley. 2002. ISBN 0-321-20473-5. Pages 370 to 371.
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