"There are several reasons why symmetry is an important concept in data analysis. First, the most important single summary of a set of data is the location of the center, and when data meaning of 'center' is unambiguous. We can take center to mean any of the following things, since they all coincide exactly for symmetric data, and they are together for nearly symmetric data: (l) the center of symmetry. (2) the arithmetic average or center of gravity, (3) the median or 50%. Furthermore, if data a single point of highest concentration instead of several (that is, they are unimodal), then we can add to the list (4) point of highest concentration. When data are far from symmetric, we may have trouble even agreeing on what we mean by center; in fact, the center may become an inappropriate summary for the data." (John M Chambers et al,Graphical Methods for Data Analysis", 1983)
"Data that are skewed toward large values occur commonly. Any set of positive measurements is a candidate. Nature just works like that. In fact, if data consisting of positive numbers range over several powers of ten, it is almost a guarantee that they will be skewed. Skewness creates many problems. There are visualization problems. A large fraction of the data are squashed into small regions of graphs, and visual assessment of the data degrades. There are characterization problems. Skewed distributions tend to be more complicated than symmetric ones; for example, there is no unique notion of location and the median and mean measure different aspects of the distribution. There are problems in carrying out probabilistic methods. The distribution of skewed data is not well approximated by the normal, so the many probabilistic methods based on an assumption of a normal distribution cannot be applied." (William S Cleveland,Visualizing Data", 1993)
"Fitting data means finding mathematical descriptions of structure in the data. An additive shift is a structural property of univariate data in which distributions differ only in location and not in spread or shape. […] The process of identifying a structure in data and then fitting the structure to produce residuals that have the same distribution lies at the heart of statistical analysis. Such homogeneous residuals can be pooled, which increases the power of the description of the variation in the data." (William S Cleveland,Visualizing Data", 1993)
"When the distributions of two or more groups of univariate data are skewed, it is common to have the spread increase monotonically with location. This behavior is monotone spread. Strictly speaking, monotone spread includes the case where the spread decreases monotonically with location, but such a decrease is much less common for raw data. Monotone spread, as with skewness, adds to the difficulty of data analysis. For example, it means that we cannot fit just location estimates to produce homogeneous residuals; we must fit spread estimates as well. Furthermore, the distributions cannot be compared by a number of standard methods of probabilistic inference that are based on an assumption of equal spreads; the standard t-test is one example. Fortunately, remedies for skewness can cure monotone spread as well." (William S Cleveland,Visualizing Data", 1993)
"Since the average is a measure of location, it is common to use averages to compare two data sets. The set with the greater average is thought to ‘exceed’ the other set. While such comparisons may be helpful, they must be used with caution. After all, for any given data set, most of the values will not be equal to the average." (Donald J Wheeler,Understanding Variation: The Key to Managing Chaos" 2nd Ed., 2000)
"Distinguish among confidence, prediction, and tolerance intervals. Confidence intervals are statements about population means or other parameters. Prediction intervals address future" (single or multiple) observations. Tolerance intervals describe the location of a specific proportion of a population, with specified confidence." (Gerald van Belle,Statistical Rules of Thumb", 2002)
"If the sample is not representative of the population because the sample is small or biased, not selected at random, or its constituents are not independent of one another, then the bootstrap will fail. […] For a given size sample, bootstrap estimates of percentiles in the tails will always be less accurate than estimates of more centrally located percentiles. Similarly, bootstrap interval estimates for the variance of a distribution will always be less accurate than estimates of central location such as the mean or median because the variance depends strongly upon extreme values in the population." (Phillip I Good & James W Hardin,Common Errors in Statistics" (and How to Avoid Them)", 2003)
"The central limit theorem is often used to justify the assumption of normality when using the sample mean and the sample standard deviation. But it is inevitable that real data contain gross errors. Five to ten percent unusual values in a dataset seem to be the rule rather than the exception. The distribution of such data is no longer Normal." (A S Hedayat & Guoqin Su,Robustness of the Simultaneous Estimators of Location and Scale From Approximating a Histogram by a Normal Density Curve", The American Statistician 66, 2012)
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