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Statistics
Statistics
An introduction to statistics, from describing data and designing studies to probability, estimation, hypothesis tests, regression, Bayesian statistics and time series.
- Introductory
- 78 lessons
- Free
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About this course
Statistics is the science of collecting data, describing them and drawing conclusions that take variation and uncertainty into account. It is used wherever decisions rest on data, for example in medicine and public health, engineering, business and the sciences. This course starts with statistical questions, types of data and data quality, then covers graphs and summaries, sampling and experimental design, the probability that inference needs, sampling distributions, estimation and confidence intervals, hypothesis tests, categorical data, analysis of variance, regression, Bayesian statistics, clustered data and time series, and it ends with complete investigations from question to report.
The videos are coming out one at a time, in course order. Every lesson has its own page with precise definitions, a worked example for each key term and a few exercises with answers, so you can start reading now.
The reference sheet collects the definitions, formulas and procedures unit by unit, with the conditions each one needs and links to the lessons that explain them.
No calculus is needed. The course teaches the probability it uses, mostly in the Probability Models for Statistics unit, so Introduction to Probability is not required first. The two courses overlap in places and can be taken in either order, and Introduction to Probability goes further into probability itself, with joint distributions, conditional expectation and Markov chains. Multivariate Statistical Analysis studies several variables together, with mean vectors and covariance matrices. It expects the estimation and hypothesis tests taught here, and linear algebra as well, which this course does not use.
Good to know first
- Arithmetic with fractions, percentages and signed numbers
- Squares and square roots
- Basic algebra with formulas and simple equations
- Reading a coordinate graph
Course outline
1 of 78 lessons are on YouTube so far. Each lesson is one video. Open a unit to see its lessons, or follow a lesson for its definitions and examples.
Statistical Thinking and Data
1 of 3 lessons on YouTubeOpen the Statistical Thinking and Data unit pageQuestions, Variables and Data Quality
- Introduction to StatisticsOn YouTube
Video 1
statistical question, population, sample, observational unit, parameter, statistic, sampling variability and descriptive and inferential statistics
Also uses arithmetic with fractions, percentages and basic algebra with formulas.
- Types of Data and MeasurementComing soon
Video 2
variable, categorical variable, numerical variable, discrete and continuous variables, levels of measurement, operational definition, measurement accuracy and precision and binary indicator
Builds on Introduction to Statistics.
- Data Tables, Missing Values and Data QualityComing soon
Video 3
data provenance, data dictionary, missing value, missingness mechanism, complete-case analysis, duplicate records, outlier and data cleaning log
Builds on Types of Data and Measurement.
Describing and Exploring Data
9 lessons coming soonOpen the Describing and Exploring Data unit pageTables, Charts and Distribution Shape
- Frequency Tables and Categorical ChartsComing soon
Video 4
frequency table, relative frequency, bar chart, contingency table, conditional percentage, cumulative frequency and multiple-response question
Builds on Types of Data and Measurement and Data Tables, Missing Values and Data Quality.
- Dot Plots, Histograms and Distribution ShapeComing soon
Video 5
distribution, dot plot, histogram, bin, frequency density, symmetry, skewness and modality
Builds on Frequency Tables and Categorical Charts. Also uses area of a rectangle.
Center, Spread and Position
- Mean, Median, Mode and Weighted AveragesComing soon
Video 6
mean, median, mode, weighted mean, balance point and resistance
Builds on Types of Data and Measurement and Dot Plots, Histograms and Distribution Shape.
- Variance and Standard DeviationComing soon
Video 7
deviation, population variance, sample variance, standard deviation and degrees of freedom
Builds on Mean, Median, Mode and Weighted Averages. Also uses arithmetic with signed numbers and square roots.
- Percentiles, Quartiles and Box PlotsComing soon
Video 8
percentile, quartile, interquartile range, five-number summary, box plot, outlier fence, median absolute deviation and trimmed mean
Builds on Dot Plots, Histograms and Distribution Shape, Mean, Median, Mode and Weighted Averages and Variance and Standard Deviation.
- Z-Scores and Changes of ScaleComing soon
Video 9
z-score, standardization, linear transformation, shift, change of scale and unit conversion
Builds on Mean, Median, Mode and Weighted Averages and Variance and Standard Deviation.
Comparisons and Relationships
- Comparing Distributions and Reading GraphsComing soon
Video 10
common scale, baseline, absolute change, relative change, percentage point and misleading graph
Builds on Frequency Tables and Categorical Charts, Dot Plots, Histograms and Distribution Shape, Percentiles, Quartiles and Box Plots and Z-Scores and Changes of Scale.
- Scatter Plots, Covariance and CorrelationComing soon
Video 11
scatter plot, sample covariance, Pearson correlation, linear association, influential observation, range restriction, Spearman rank correlation and monotonic association
Builds on Mean, Median, Mode and Weighted Averages, Variance and Standard Deviation and Comparing Distributions and Reading Graphs. Also uses points on a coordinate graph.
- Two-Way Tables and Simpson's ParadoxComing soon
Video 12
marginal percentage, conditional association, aggregation, Simpson's paradox and standardized rate
Builds on Frequency Tables and Categorical Charts and Scatter Plots, Covariance and Correlation.
Collecting Trustworthy Data
4 lessons coming soonOpen the Collecting Trustworthy Data unit pageSampling Bias and Random Sampling
- Sampling Bias and RepresentativenessComing soon
Video 13
target population, sampling frame, selection bias, undercoverage, nonresponse bias, voluntary response bias, measurement bias and representative sample
Builds on Introduction to Statistics, Types of Data and Measurement and Data Tables, Missing Values and Data Quality.
- Random Sampling MethodsComing soon
Video 14
simple random sample, stratified sampling, cluster sampling, systematic sampling, probability sample, inclusion probability, survey weight and design effect
Builds on Sampling Bias and Representativeness.
Observational Studies and Experiments
Video 15
observational study, explanatory variable, response variable, causal effect, confounding and reverse causation
Builds on Sampling Bias and Representativeness, Scatter Plots, Covariance and Correlation and Two-Way Tables and Simpson's Paradox.
Video 16
random assignment, control group, placebo, blinding, blocking, matched pairs design, experimental unit and random sampling versus random assignment
Builds on Random Sampling Methods and Observational Studies, Confounding and Causation.
Probability Models for Statistics
12 lessons coming soonOpen the Probability Models for Statistics unit pageEvents, Conditioning and Counting
- Probability Rules and EventsComing soon
Video 17
sample space, event, complement rule, union, intersection, disjoint events, addition rule and long-run relative frequency
Builds on Introduction to Statistics and Frequency Tables and Categorical Charts.
- Conditional Probability and IndependenceComing soon
Video 18
conditional probability, joint probability, marginal probability, multiplication rule, independent events and law of total probability
Builds on Probability Rules and Events and Two-Way Tables and Simpson's Paradox.
- Bayes' Theorem and Base RatesComing soon
Video 19
Bayes' theorem, base rate, prior probability, posterior probability, sensitivity, specificity, positive predictive value and natural frequencies
Builds on Conditional Probability and Independence.
- Counting and Sampling Without ReplacementComing soon
Video 20
multiplication principle, factorial, permutation, combination, equally likely outcomes, sampling with replacement and sampling without replacement
Builds on Probability Rules and Events, Conditional Probability and Independence and Random Sampling Methods.
Discrete Random Variables and Models
Video 21
random variable, discrete random variable, support, probability distribution, probability mass function and cumulative distribution function
Builds on Probability Rules and Events.
Video 22
expected value, variance of a random variable, second moment, linearity of expectation, independent random variables, covariance of random variables and variance of a sum
Builds on Discrete Random Variables and Probability Distributions, Mean, Median, Mode and Weighted Averages, Variance and Standard Deviation and Scatter Plots, Covariance and Correlation.
Video 23
Bernoulli trial, Bernoulli distribution, binomial setting, binomial distribution, binomial mean and variance and hypergeometric distribution
Builds on Conditional Probability and Independence, Counting and Sampling Without Replacement and Expected Value, Variance and Sums of Random Variables.
- Poisson Models for Event CountsComing soon
Video 24
Poisson distribution, exposure, event rate, Poisson parameter, independent increments, mean-variance equality and overdispersion
Continuous and Normal Models
Video 25
continuous random variable, probability density function, probability as area, uniform distribution, exponential distribution, survival probability and memorylessness
Builds on Discrete Random Variables and Probability Distributions and Expected Value, Variance and Sums of Random Variables.
- Normal Distributions and QuantilesComing soon
Video 26
normal distribution, standard normal distribution, tail probability, normal quantile and empirical rule
Builds on Z-Scores and Changes of Scale and Continuous Distributions, Density and Cumulative Probability.
- Normal Approximations and Their LimitsComing soon
Video 27
normal approximation, continuity correction, success-failure condition, approximation error and exact binomial probability
Builds on Bernoulli, Binomial and Hypergeometric Models and Normal Distributions and Quantiles.
Simulation
- Simulation and Monte Carlo ErrorComing soon
Video 28
simulation, Monte Carlo method, simulation replication, random seed, Monte Carlo error, Monte Carlo standard error and model error
Builds on Probability Rules and Events, Discrete Random Variables and Probability Distributions and Normal Distributions and Quantiles.
Sampling Distributions and Estimation
12 lessons coming soonOpen the Sampling Distributions and Estimation unit pageSampling Distributions
Video 29
population distribution, sampling distribution, repeated sampling, sampling distribution of the sample mean, sampling distribution of the sample proportion and finite population correction
Builds on Random Sampling Methods, Variance and Standard Deviation, Discrete Random Variables and Probability Distributions and Bernoulli, Binomial and Hypergeometric Models.
- Standard Deviation and Standard ErrorComing soon
Video 30
standard error, standard error of the mean, estimated standard error, effective sample size and cluster dependence
Builds on Sampling Distributions of Means and Proportions, Variance and Standard Deviation and Expected Value, Variance and Sums of Random Variables.
- The Law of Large NumbersComing soon
Video 31
law of large numbers, independent and identically distributed, convergence in probability and gambler's fallacy
Builds on Sampling Distributions of Means and Proportions and Standard Deviation and Standard Error.
- The Central Limit TheoremComing soon
Video 32
central limit theorem, standardized sample mean, finite positive variance, normal approximation for a sample mean and heavy-tailed distribution
Builds on Normal Distributions and Quantiles, Sampling Distributions of Means and Proportions, Standard Deviation and Standard Error and The Law of Large Numbers.
- Student's t, Chi-Square and F DistributionsComing soon
Video 33
reference distribution, chi-square distribution, Student's t distribution, F distribution and critical value
Builds on Normal Distributions and Quantiles, The Central Limit Theorem and Variance and Standard Deviation.
Estimators and Likelihood
Video 34
estimator, estimate, bias, variance of an estimator, mean squared error, bias-variance decomposition and consistency
Builds on Sampling Distributions of Means and Proportions, Standard Deviation and Standard Error and The Law of Large Numbers.
- Likelihood and Maximum Likelihood EstimationComing soon
Video 35
statistical model, likelihood function, likelihood ratio, maximum likelihood estimate, log-likelihood and boundary estimate
Builds on Discrete Random Variables and Probability Distributions, Bernoulli, Binomial and Hypergeometric Models and Estimation, Bias, Precision and Mean Squared Error.
Confidence Intervals and Sample Size
- Confidence Intervals and CoverageComing soon
Video 36
confidence interval, confidence level, coverage probability, margin of error and repeated-sampling interpretation
Builds on Standard Deviation and Standard Error, Estimation, Bias, Precision and Mean Squared Error and The Central Limit Theorem.
- Confidence Intervals for a MeanComing soon
Video 37
one-sample t interval, t critical value, normal sampling model and departures from normality
Builds on Confidence Intervals and Coverage and Student's t, Chi-Square and F Distributions.
- Confidence Intervals for a ProportionComing soon
Video 38
Wald interval, Wilson interval, Clopper-Pearson interval, boundary proportion and nominal and actual coverage
Builds on Bernoulli, Binomial and Hypergeometric Models, Confidence Intervals and Coverage and Normal Approximations and Their Limits.
- Bootstrap Standard Errors and IntervalsComing soon
Video 39
bootstrap, bootstrap sample, bootstrap standard error, percentile interval, resampling unit and bootstrap bias
Builds on Simulation and Monte Carlo Error, Estimation, Bias, Precision and Mean Squared Error, Confidence Intervals and Coverage, Confidence Intervals for a Mean and Confidence Intervals for a Proportion.
- Sample Size and Margin of ErrorComing soon
Video 40
sample-size planning, conservative proportion, pilot estimate and nonresponse allowance
Builds on Random Sampling Methods, Standard Deviation and Standard Error, Confidence Intervals for a Mean and Confidence Intervals for a Proportion.
Hypothesis Tests and Two-Group Comparisons
11 lessons coming soonOpen the Hypothesis Tests and Two-Group Comparisons unit pageThe Logic of Hypothesis Tests
- Hypothesis Tests and P-ValuesComing soon
Video 41
null hypothesis, alternative hypothesis, test statistic, null distribution, p-value, one-sided and two-sided tests, significance level and pre-specification
Builds on Simulation and Monte Carlo Error, Confidence Intervals and Coverage and Student's t, Chi-Square and F Distributions.
- Type I Error, Type II Error and PowerComing soon
Video 42
type I error, type II error, power, power analysis, minimum detectable effect and optional stopping
Builds on Sample Size and Margin of Error and Hypothesis Tests and P-Values.
Video 43
statistical significance, practical importance, effect size, smallest meaningful effect, equivalence margin and absence of evidence
Builds on Confidence Intervals and Coverage, Hypothesis Tests and P-Values and Type I Error, Type II Error and Power.
- Randomization and Permutation TestsComing soon
Video 44
randomization test, permutation test, permutation distribution, sharp null hypothesis, exchangeability, restricted permutation, Monte Carlo p-value and plus-one correction
Builds on Randomized Experiments, Blocking and Matched Pairs, Simulation and Monte Carlo Error and Hypothesis Tests and P-Values.
Tests for Means and Proportions
- One-Sample t-TestsComing soon
Video 45
one-sample t test, t statistic, standardized mean difference and duality of tests and confidence intervals
Builds on Confidence Intervals for a Mean, Hypothesis Tests and P-Values and Statistical Significance and Practical Importance.
- One-Proportion TestsComing soon
Video 46
exact binomial test, one-proportion z test, null standard error and discrete p-value
Builds on Bernoulli, Binomial and Hypergeometric Models, Confidence Intervals for a Proportion and Hypothesis Tests and P-Values.
- Comparing Two Independent MeansComing soon
Video 47
independent samples, standard error of a difference, Welch t test, Welch confidence interval, Welch-Satterthwaite degrees of freedom, pooled variance and equal-variance t test
Builds on Standard Deviation and Standard Error and One-Sample t-Tests.
- Paired t-Tests and Before-After DataComing soon
Video 48
paired data, within-pair difference, paired t test, paired confidence interval and before-after design
Builds on Randomized Experiments, Blocking and Matched Pairs, One-Sample t-Tests and Comparing Two Independent Means.
- Comparing Two ProportionsComing soon
Video 49
difference in proportions, two-proportion z test, pooled proportion, unpooled confidence interval and A/B test
Builds on Confidence Intervals for a Proportion, One-Proportion Tests and Comparing Two Independent Means.
Rank-Based Tests
- Sign Tests and Wilcoxon Signed-Rank TestsComing soon
Video 50
sign test, Wilcoxon signed-rank test, signed rank, zero differences, tied ranks and distribution-free method
Builds on Percentiles, Quartiles and Box Plots, Bernoulli, Binomial and Hypergeometric Models, Hypothesis Tests and P-Values and Paired t-Tests and Before-After Data.
Video 51
rank sum, Wilcoxon rank-sum test, Mann-Whitney U statistic, probability of superiority, location-shift model and exact permutation distribution
Builds on Comparing Two Independent Means, Sign Tests and Wilcoxon Signed-Rank Tests and Randomization and Permutation Tests.
Categorical Data Inference
4 lessons coming soonOpen the Categorical Data Inference unit pageRisk and Odds
- Risk, Odds and Relative EffectsComing soon
Video 52
risk, risk difference, risk ratio, odds, odds ratio, baseline risk, case-control study and log-scale interval for a ratio
Builds on Conditional Probability and Independence, Confidence Intervals for a Proportion and Comparing Two Proportions.
Chi-Square and Exact Tests
- Chi-Square Goodness-of-Fit TestsComing soon
Video 53
goodness-of-fit test, expected frequency, chi-square statistic, multinomial model and degrees of freedom for estimated parameters
Builds on Discrete Random Variables and Probability Distributions, Hypothesis Tests and P-Values and Student's t, Chi-Square and F Distributions.
- Chi-Square Independence and HomogeneityComing soon
Video 54
chi-square test of independence, chi-square test of homogeneity, expected count, Pearson residual and Cramér's V
Builds on Two-Way Tables and Simpson's Paradox, Risk, Odds and Relative Effects and Chi-Square Goodness-of-Fit Tests.
Video 55
Fisher's exact test, fixed margins, conditional inference, two-sided exact p-value, paired binary data, McNemar test, discordant pair and marginal homogeneity
Builds on Bernoulli, Binomial and Hypergeometric Models, Paired t-Tests and Before-After Data, Chi-Square Independence and Homogeneity and Risk, Odds and Relative Effects.
Several Groups and Variability
5 lessons coming soonOpen the Several Groups and Variability unit pageComparing Several Means
- One-Way ANOVA and Welch ANOVAComing soon
Video 56
one-way ANOVA, between-group sum of squares, within-group sum of squares, mean square, F statistic and Welch ANOVA
Builds on Comparing Two Independent Means and Student's t, Chi-Square and F Distributions.
- Factorial Designs, Blocking and InteractionsComing soon
Video 57
factor, factorial design, cell mean, main effect, simple effect, interaction, randomized block design and replication
Builds on Randomized Experiments, Blocking and Matched Pairs and One-Way ANOVA and Welch ANOVA.
Video 58
planned contrast, post-hoc comparison, family-wise error rate, Bonferroni correction, Holm procedure, false discovery rate, Benjamini-Hochberg procedure and Tukey procedure
Builds on Type I Error, Type II Error and Power, One-Way ANOVA and Welch ANOVA and Factorial Designs, Blocking and Interactions.
Comparing Distributions and Spread
Video 59
Kruskal-Wallis test, pooled ranks, omnibus test, identical-distribution null hypothesis, tie correction and chi-square approximation
Builds on Mann-Whitney Tests and Rank-Based Comparisons, One-Way ANOVA and Welch ANOVA and Planned Contrasts, Post-Hoc Comparisons and Multiple Testing.
- Inference for Variance and Comparing SpreadComing soon
Video 60
chi-square pivot, confidence interval for a standard deviation, F test for two variances, Levene test, Brown-Forsythe test and sensitivity to nonnormality
Builds on Variance and Standard Deviation, Confidence Intervals for a Mean, Student's t, Chi-Square and F Distributions and One-Way ANOVA and Welch ANOVA.
Regression and Prediction
10 lessons coming soonOpen the Regression and Prediction unit pageSimple Linear Regression
- Least Squares and R-SquaredComing soon
Video 61
predictor, least-squares line, slope, intercept, fitted value, residual, residual sum of squares and R-squared
Builds on Scatter Plots, Covariance and Correlation and Estimation, Bias, Precision and Mean Squared Error. Also uses equation of a straight line.
Video 62
residual plot, linear conditional mean, constant variance, heteroscedasticity, independent errors, Q-Q plot, hat value and Cook's distance
Builds on Least Squares and R-Squared, Observational Studies, Confounding and Causation and Student's t, Chi-Square and F Distributions.
- Inference for a Regression SlopeComing soon
Video 63
simple linear regression model, error term, residual standard deviation, standard error of the slope, t test for a slope and confidence interval for a slope
Builds on Least Squares and R-Squared, Regression Assumptions, Residuals and Influence and One-Sample t-Tests.
- Confidence and Prediction IntervalsComing soon
Video 64
mean response, confidence interval for a mean response, prediction interval, prediction error and extrapolation
Builds on Inference for a Regression Slope and Confidence Intervals and Coverage.
Multiple Regression and Model Building
Video 65
multiple regression, partial regression coefficient, adjusted association, indicator variable, reference group and omitted variable
Builds on Least Squares and R-Squared, Regression Assumptions, Residuals and Influence and Inference for a Regression Slope.
- Categorical Predictors and InteractionsComing soon
Video 66
categorical predictor, reference coding, interaction term, conditional effect and model hierarchy
Builds on Multiple Regression and Adjusted Associations and Factorial Designs, Blocking and Interactions.
- Transformations and Curved RelationshipsComing soon
Video 67
polynomial regression, linear in the coefficients, log transformation, back-transformation, conditional median and lognormal error
Builds on Multiple Regression and Adjusted Associations and Categorical Predictors and Interactions.
Video 68
nested models, partial F test, adjusted R-squared, multicollinearity, variance inflation factor, identifiability and model selection
Builds on Multiple Regression and Adjusted Associations, Categorical Predictors and Interactions, Transformations and Curved Relationships and Planned Contrasts, Post-Hoc Comparisons and Multiple Testing.
Logistic Regression and Validation
- Logistic RegressionComing soon
Video 69
logistic regression, logit, logistic function, odds ratio for a predictor, complete separation, calibration and predicted probability
Builds on Risk, Odds and Relative Effects, Multiple Regression and Adjusted Associations and Likelihood and Maximum Likelihood Estimation.
Video 70
training data, test data, loss function, overfitting, cross-validation, data leakage and distribution shift
Builds on Least Squares and R-Squared, Regression Assumptions, Residuals and Influence, Multiple Regression and Adjusted Associations and Logistic Regression.
Bayesian Statistics
3 lessons coming soonOpen the Bayesian Statistics unit pageBayesian Inference
- Prior, Likelihood and PosteriorComing soon
Video 71
Bayesian updating, prior distribution, posterior distribution, normalizing constant, prior odds, posterior odds and Bayes factor
Builds on Bayes' Theorem and Base Rates and Likelihood and Maximum Likelihood Estimation.
- Bayesian Estimation and Credible IntervalsComing soon
Video 72
beta distribution, beta-binomial conjugacy, posterior mean, posterior median, credible interval and equal-tailed credible interval
Builds on Prior, Likelihood and Posterior, Confidence Intervals and Coverage, Confidence Intervals for a Proportion and Continuous Distributions, Density and Cumulative Probability.
- Posterior Prediction and Prior SensitivityComing soon
Video 73
posterior predictive distribution, conditional independence, beta-binomial predictive distribution, prior sensitivity, prior predictive check and posterior predictive check
Builds on Bayesian Estimation and Credible Intervals and Logistic Regression.
Dependent Data and Time Series
3 lessons coming soonOpen the Dependent Data and Time Series unit pageClustered and Repeated Measurements
- Repeated Measures, Clusters and IndependenceComing soon
Video 74
repeated measures, cluster, pseudoreplication, intraclass correlation, design effect for clustered data, cluster bootstrap and random-intercept mixed model
Builds on Random Sampling Methods, Randomized Experiments, Blocking and Matched Pairs, Standard Deviation and Standard Error, Paired t-Tests and Before-After Data and Multiple Regression and Adjusted Associations.
Time Series and Forecasting
Video 75
time series, trend, seasonality, lag, autocorrelation and stationarity
Builds on Scatter Plots, Covariance and Correlation, Regression Assumptions, Residuals and Influence and Repeated Measures, Clusters and Independence.
Video 76
naive forecast, seasonal naive forecast, moving average, exponential smoothing, forecast horizon, rolling-origin evaluation, temporal leakage and forecast interval
Builds on Validation, Overfitting and Honest Prediction and Time Series, Trend, Seasonality and Autocorrelation.
Complete Statistical Investigations
2 lessons coming soonOpen the Complete Statistical Investigations unit pageFrom Question to Report
Video 77
estimand, analysis plan, preregistration, planned versus exploratory analysis, selective reporting, sensitivity analysis and reproducibility
Builds on Planned Contrasts, Post-Hoc Comparisons and Multiple Testing, Validation, Overfitting and Honest Prediction, Sparse Tables, Fisher's Exact Test and Paired Binary Data, Inference for Variance and Comparing Spread, Posterior Prediction and Prior Sensitivity, Repeated Measures, Clusters and Independence and Smoothing, Forecasting and Time-Aware Validation.
- A Complete Statistical InvestigationComing soon
Video 78
statistical investigation, research question, study design, primary and secondary outcomes, exploratory data analysis, method selection, model checking and reproducible report
Builds on Selecting Methods and Reporting Statistical Results.