Statistical regularity is a notion in
statistics
Statistics (from German language, German: ''wikt:Statistik#German, Statistik'', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of ...
and
probability theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set o ...
that random events exhibit regularity when repeated enough times or that enough sufficiently similar random events exhibit regularity. It is an
umbrella term
In linguistics, semantics, general semantics, and ontologies, hyponymy () is a semantic relation between a hyponym denoting a subtype and a hypernym or hyperonym (sometimes called umbrella term or blanket term) denoting a supertype. In other wor ...
that covers the
law of large numbers
In probability theory, the law of large numbers (LLN) is a theorem that describes the result of performing the same experiment a large number of times. According to the law, the average of the results obtained from a large number of trials shou ...
, all
central limit theorem
In probability theory, the central limit theorem (CLT) establishes that, in many situations, when independent random variables are summed up, their properly normalized sum tends toward a normal distribution even if the original variables themselv ...
s and
ergodic theorem
Ergodic theory (Greek: ' "work", ' "way") is a branch of mathematics that studies statistical properties of deterministic dynamical systems; it is the study of ergodicity. In this context, statistical properties means properties which are expres ...
s.
If one throws a
die
Die, as a verb, refers to death, the cessation of life.
Die may also refer to:
Games
* Die, singular of dice, small throwable objects used for producing random numbers
Manufacturing
* Die (integrated circuit), a rectangular piece of a semicondu ...
once, it is difficult to predict the outcome, but if one repeats this experiment many times, one will see that the number of times each result occurs divided by the number of throws will eventually stabilize towards a specific value.
Repeating a series of trials will produce similar, but not identical, results for each series: the average, the standard deviation and other distributional characteristics will be around the same for each series of trials.
The notion is used in
games of chance
A game of chance is in contrast with a game of skill. It is a game whose outcome is strongly influenced by some randomizing device. Common devices used include dice, spinning tops, playing cards, roulette wheels, or numbered balls drawn from ...
,
demographic statistics,
quality control
Quality control (QC) is a process by which entities review the quality of all factors involved in production. ISO 9000 defines quality control as "a part of quality management focused on fulfilling quality requirements".
This approach places ...
of a manufacturing process, and in many other parts of our lives.
Observations of this phenomenon provided the initial motivation for the concept of what is now known as
frequency probability
Frequentist probability or frequentism is an interpretation of probability; it defines an event's probability as the limit of a sequence, limit of its relative Frequency_(statistics), frequency in many trials (the long-run probability). Probabi ...
.
This phenomenon should not be confused with the
gambler's fallacy, because regularity only refers to the (possibly very) long run. The gambler's fallacy does not apply to statistical regularity because the latter considers the whole rather than individual cases.
See also
*
Impossibility of a gambling system
The principle of the impossibility of a gambling system is a concept in probability. It states that in a random sequence, the methodical selection of subsequences does not change the probability of specific elements. The first mathematical demonstr ...
*
Stationarity (statistics)
In mathematics and statistics, a stationary process (or a strict/strictly stationary process or strong/strongly stationary process) is a stochastic process whose unconditional joint probability distribution does not change when shifted in time. ...
References
*
* {{cite book , last=Whitt , first=Ward , year=2002 , title=Stochastic-Process Limits, An Introduction to Stochastic-Process Limits and their Application to Queues , location=New York , publisher=Springer , isbn=0-387-95358-2 , chapter=Experiencing Statistical Regularity , chapter-url=http://www.columbia.edu/~ww2040/scalingchno.pdf
Statistical laws