Overview of the Statistics Package

The Statistics package is a collection of tools for mathematical statistics and data analysis. The package supports a wide range of common statistical tasks such as quantitative and graphical data analysis, simulation, and curve fitting.

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In addition to standard data analysis tools the Statistics package provides a wide range of symbolic and numeric tools for computing with random variables. The package supports over 35 major probability distributions and provides facilities for defining new distributions.

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Much of the functionality in the Statistics package is accessible through the Context Panel. Contextsensitive functionality is available when selecting any data container (such as a Vector, list, or Array), known probability distributions (such as Normal(1,2)), or random variables.

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Some related functionality regarding time series is available through the TimeSeriesAnalysis package.

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For additional examples detailing the uses of the Statistics package, see the following example worksheets.

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Below is the list of primary topics. See also Statistics[Commands] for an alphabetical list of Statistics commands.


Inventory of Probability Distributions


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Over 35 continuous and discrete probability distributions as well as tools for creating new distributions. Here is the list of relevant commands.



Descriptive Statistics, Data Summary and Tabulation


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A wide range of functions for computing descriptive statistics. This includes location, dispersion and shape statistics, moments and cumulants, as well as several data summary and tabulation commands. Here is the list of available commands.



Probability Calculations, Random Variables


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Tools for creating and manipulating random variables as well as functions for computing their densities, moments, generating functions and other quantities. Here is the list of available commands.



Visualization


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Various statistical plots such as box plots, bar charts, histograms, probability plots, scatterplots, etc. Here is the list of available commands.



Simulation


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Optimized algorithms for simulating from all supported distributions as well as tools for creating custom random number generators, parametric and nonparametric bootstrap. Here is the list of available commands.



Regression


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Tools for fitting linear and nonlinear models to data points and performing regression analysis. Here is the list of available commands.



Estimation


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Tools for manipulating likelihood functions, maximum likelihood estimation, kernel density estimation, bootstrap. Here is the list of available commands.



Data Manipulation


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Tools for manipulating statistical data. Here is the list of available commands.



Data Smoothing


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Data smoothing functions including moving averages, exponential smoothing, linear filters, etc. Here is the list of available commands.



Hypothesis Testing and Inference


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Common tools for performing hypothesis testing and inference, including several parametric and nonparametric tests. Here is the list of available commands.






