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

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.

  1. Statistical Thinking and Data

    1 of 3 lessons on YouTube
    Open the Statistical Thinking and Data unit page

    Questions, Variables and Data Quality

    1. 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.

    2. 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.

    3. 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.

  2. Describing and Exploring Data

    9 lessons coming soon
    Open the Describing and Exploring Data unit page

    Tables, Charts and Distribution Shape

    1. 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.

    2. 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

    1. 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.

    2. 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.

    3. 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.

    4. 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

    1. 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.

    2. 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.

    3. 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.

  3. Collecting Trustworthy Data

    4 lessons coming soon
    Open the Collecting Trustworthy Data unit page

    Sampling Bias and Random Sampling

    1. 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.

    2. 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

    1. 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.

    2. 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.

  4. Probability Models for Statistics

    12 lessons coming soon
    Open the Probability Models for Statistics unit page

    Events, Conditioning and Counting

    1. 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.

    2. 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.

    3. Video 19

      Bayes' theorem, base rate, prior probability, posterior probability, sensitivity, specificity, positive predictive value and natural frequencies

      Builds on Conditional Probability and Independence.

    4. 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

    1. Video 21

      random variable, discrete random variable, support, probability distribution, probability mass function and cumulative distribution function

      Builds on Probability Rules and Events.

    2. 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.

    3. 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.

    4. Video 24

      Poisson distribution, exposure, event rate, Poisson parameter, independent increments, mean-variance equality and overdispersion

      Builds on Bernoulli, Binomial and Hypergeometric Models.

    Continuous and Normal Models

    1. 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.

    2. 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.

    3. 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

    1. 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.

  5. Sampling Distributions and Estimation

    12 lessons coming soon
    Open the Sampling Distributions and Estimation unit page

    Sampling Distributions

    1. 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.

    2. 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.

    3. 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.

    4. 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.

    5. 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

    1. 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.

    2. 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

    1. 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.

    2. 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.

    3. 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.

    4. 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.

    5. 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.

  6. Hypothesis Tests and Two-Group Comparisons

    11 lessons coming soon
    Open the Hypothesis Tests and Two-Group Comparisons unit page

    The Logic of Hypothesis Tests

    1. 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.

    2. 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.

    3. 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.

    4. 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

    1. 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.

    2. 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.

    3. 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.

    4. 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.

    5. 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

    1. 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.

    2. 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.

  7. Categorical Data Inference

    4 lessons coming soon
    Open the Categorical Data Inference unit page

    Risk and Odds

    1. 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

    1. 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.

    2. 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.

    3. 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.

  8. Several Groups and Variability

    5 lessons coming soon
    Open the Several Groups and Variability unit page

    Comparing Several Means

    1. 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.

    2. 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.

    3. 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

    1. 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.

    2. 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.

  9. Regression and Prediction

    10 lessons coming soon
    Open the Regression and Prediction unit page

    Simple Linear Regression

    1. 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.

    2. 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.

    3. 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.

    4. 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

    1. 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.

    2. 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.

    3. 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.

    4. 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

    1. 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.

    2. 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.

  10. Bayesian Statistics

    3 lessons coming soon
    Open the Bayesian Statistics unit page

    Bayesian Inference

    1. 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.

    2. 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.

    3. 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.

  11. Dependent Data and Time Series

    3 lessons coming soon
    Open the Dependent Data and Time Series unit page

    Clustered and Repeated Measurements

    1. 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

    1. 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.

    2. 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.

  12. Complete Statistical Investigations

    2 lessons coming soon
    Open the Complete Statistical Investigations unit page

    From Question to Report

    1. 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.

    2. 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.