Consistency (statistics)

In statistics, consistency of procedures, such as computing confidence intervals or conducting hypothesis tests, is a desired property of their behaviour as the number of items in the data set to which they are applied increases indefinitely. In particular, consistency requires that as the dataset size increases, the outcome of the procedure approaches the correct outcome.[1] Use of the term in statistics derives from Sir Ronald Fisher in 1922.[2]

Use of the terms consistency and consistent in statistics is restricted to cases where essentially the same procedure can be applied to any number of data items. In complicated applications of statistics, there may be several ways in which the number of data items may grow. For example, records for rainfall within an area might increase in three ways: records for additional time periods; records for additional sites with a fixed area; records for extra sites obtained by extending the size of the area. In such cases, the property of consistency may be limited to one or more of the possible ways a sample size can grow.

  1. ^ Dodge, Y. (2003) The Oxford Dictionary of Statistical Terms, OUP. ISBN 0-19-920613-9 (entries for consistency, consistent estimator, consistent test)
  2. ^ Upton, G.; Cook, I. (2006) Oxford Dictionary of Statistics, 2nd Edition, OUP. ISBN 978-0-19-954145-4

© MMXXIII Rich X Search. We shall prevail. All rights reserved. Rich X Search