Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

On Wikipedia, a statistic is defined to be an observable random variable ( http://en.wikipedia.org/wiki/Statistic ). However, neither of the terms statistic and observable is formally defined in the article. So what exactly is a statistic?

share|cite|improve this question
    
What is wrong with a function of a sample where the function itself is independent of the sample's distribution; that is, the function can be stated before realization of the data. The term statistic is used both for the function and for the value of the function on a given sample? – Did Jan 4 '13 at 23:31
    
From the information provided in your question, "statistic" is formally defined: in terms of "observable". It is just the latter term that is not defined. – John Bentin Jan 5 '13 at 15:05
    
@did: There's nothing wrong with it, but I was looking for a rigorous definition in terms of probability spaces and functions on them. – Benno Jan 6 '13 at 12:58

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.