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A term used in mathematical statistics as a name for functions of the results of observations.

Let a random variable take values in the sample space . Any -measurable mapping from onto a measurable space is then called a statistic, and the probability distribution of the statistic is defined by the formula


1) Let be independent identically-distributed random variables which have a variance. The statistics

are then unbiased estimators for the mathematical expectation and the variance , respectively.

2) The terms of the variational series (series of order statistics, cf. Order statistic)

constructed from the observations , are statistics.

3) Let the random variables form a stationary stochastic process with spectral density . In this case the statistic

called the periodogram, is an asymptotically-unbiased estimator for , given certain specific conditions of regularity on , i.e.

In the theory of estimation and statistical hypotheses testing, great importance is attached to the concept of a sufficient statistic, which brings about a reduction of data without any loss of information on the (parametric) family of distributions under consideration.


[1] E.L. Lehmann, "Testing statistical hypotheses" , Wiley (1988)
[2] V.G. Voinov, M.S. Nikulin, "Unbiased estimates and their applications" , Moscow (1989) (In Russian)
How to Cite This Entry:
Statistics. Encyclopedia of Mathematics. URL:
This article was adapted from an original article by M.S. Nikulin (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article