# Errors and residuals in statistics

## Redirected from Statistical error

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In statistics, the concepts of **error** and **residual** are easily confused with each other.

* Error* is a misnomer; an

**error**is the amount by which an observation differs from its expected value; the latter being based on the whole population from which the statistical unit was chosen randomly. The expected value, being the average of the entire population, is typically unobservable. If the average height of 21-year-old men is 5 feet 9 inches, and one randomly chosen man is 5 feet 11 inches tall, then the "error" is 2 inches; if the randomly chosen man is 5 feet 7 inches tall, then the "error" is −2 inches. The nomenclature arose from random measurement errors in astronomy. It is as if the measurement of the man's height were an attempt to measure the population average, so that any difference between the man's height and the average would be a measurement error.

A **residual**, on the other hand, is an observable *estimate* of the unobservable error. The simplest case involves a random sample of *n* men whose heights are measured. The *sample* average is used as an estimate of the *population* average. Then we have:

- The difference between the height of each man in the sample and the unobservable
*population*average is an*error*, and

- The difference between the height of each man in the sample and the observable
*sample*average is a*residual*.

.**Residuals are observable; errors are not**

Note that the sum of the residuals within a random sample is necessarily zero, and thus the residuals are necessarily *not independent*. The sum of the errors need not be zero; the errors are independent random variables if the individuals are chosen from the population independently.

(at least in the simple situation described above, and in many others).*Errors are often independent of each other; residuals are*not*independent of each other*

## An example, with some of the mathematical theoryEdit

If we assume a normally distributed population with mean μ and standard deviation σ, and choose individuals independently, then we have

and the sample mean

is a random variable distributed thus:

The *errors* are then

whereas the *residuals* are

(As is often done, the "hat" over the letter ε indicates an observable *estimate* of an unobservable quantity called ε.)

The sum of squares of the **errors**, divided by σ^{2}, has a chi-square distribution with *n* degrees of freedom:

This quantity, however, is not observable. The sum of squares of the **residuals**, on the other hand, is observable. The quotient of that sum by σ^{2} has a chi-square distribution with only *n* − 1 degrees of freedom:

It is remarkable that two random variables, the sum of squares of the residuals and the sample mean, can be shown to be independent of each other. That fact and the normal and chi-square distributions given above form the basis of confidence interval calculations relying on Student's t-distribution. In those calculations one encounters the quotient

in which the σ appears in both the numerator and the denominator and cancels. That is fortunate because in practice one would not know the value of σ^{2}.

## See alsoEdit

## External linksEdit

- VIAS Science Cartoons Residuals from the humorous perspective.

- pt:Teoria dos erros
- sv:Slumpfel

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