Tell me more ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.
up vote 0 down vote favorite

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|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 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 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 at 12:58

Know someone who can answer? Share a link to this question via email, Google+, Twitter, or Facebook.

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.