Engineering Bible

Quick statistics of a series

Mean, standard deviation, confidence interval, quartiles, trend with significance and outliers (Tukey, Chauvenet, Grubbs) of a pasted series.

Results are estimates. They do not replace the governing code, class or flag requirements, or a check by a competent person. Report a problem

Introduction

Engineers constantly look at short columns of numbers: daily fuel figures, repeated readings of a gauge, test results, a month of noon-report speeds. The first questions are always the same. What is the typical value and how much does it scatter? How sure are we of the average? Is there a trend? Is that one odd value an outlier? This page answers them from a paste: descriptive statistics, the Student-t confidence interval of the mean, quartiles and shape, a least-squares trend with its significance, and three outlier tests side by side.

It is for engineers, surveyors, analysts and students who need a fast, transparent check without opening a statistics package.

Formulas

x̄ = Σx/n,   s = √(Σ(x − x̄)²/(n − 1)),   SE = s/√n
CI = x̄ ± t(1 − α/2, n − 1) SE
Q1, Q3: linear interpolation between order statistics (type 7),   IQR = Q3 − Q1
G1 = √(n(n−1))/(n−2) · m₃/m₂^1.5,   G2 = [(n+1) g₂ + 6](n−1)/((n−2)(n−3)),  g₂ = m₄/m₂² − 3
trend: y = a + b x (least squares),  t = b/SE(b),  p = 2[1 − F_t(|t|, n − 2)]
Tukey: x < Q1 − 1.5 IQR or x > Q3 + 1.5 IQR
Chauvenet: n · P(|Z| > |x − x̄|/s) < 0.5
Grubbs: G = max|x − x̄|/s > ((n − 1)/√n) √(t²/(n − 2 + t²)),  t = t(1 − α/(2n), n − 2)

Assumptions and limitations

  • Independent values from one population; serial correlation makes intervals too narrow.
  • Normal-theory interval, Chauvenet and Grubbs; skewed data are better described by median and quartiles.
  • Outlier tests flag, they do not delete; Grubbs is applied once.
  • Decimal point, at most 100 000 values.

Worked example

Ten days of fuel consumption (t/day): 31.2, 30.8, 31.5, 30.9, 31.1, 31.4, 30.7, 31.0, 31.3, 34.2.

  1. Mean 31.41, median 31.15, s 1.014, standard error 0.321.
  2. 95 % interval of the mean: 31.41 ± 2.262 × 0.321 = 30.69 … 32.13.
  3. Quartiles 30.93 and 31.38, IQR 0.45, fences 30.25 and 32.05.
  4. 34.2 lies above the upper fence; its z = 2.75 gives n·P = 0.06 (Chauvenet) and exceeds the Grubbs critical value 2.290 for n = 10: flagged by all three tests.
  5. Without it the mean is 31.10 t/day and s 0.27 t/day — the day with 34.2 deserves a look in the log (bad weather, a different fuel, a meter fault).

FAQ

Sample or population standard deviation?

The sample value (n − 1) estimates the spread of the process the data come from; the population value (n) describes only these numbers.

Why is the confidence interval narrower than the scatter?

It describes the uncertainty of the mean, which shrinks with √n; the scatter of single values is s.

Which outlier test should I believe?

Grubbs is the ISO 5725-2 test for laboratory data, Tukey needs no distribution, Chauvenet is the classic of error analysis. When all three agree, investigate; when only one flags, be cautious.

Can I paste from Excel?

Yes: a column, a row or two columns (choose x y pairs) pasted directly; convert decimal commas first.

What does a significant trend mean?

That a straight line explains more than random scatter would at the chosen level; it does not prove the cause, and a step change can look like a trend.

Why warn about serial correlation?

Consecutive readings are often similar; the effective number of independent values is smaller than n, so the true uncertainty of the mean is larger than shown.

Related calculators

Embed this calculator on your site

Copy this HTML into your page. The calculator stays free to use and links back here.

By Christos Papandreou. How the numbers are checked.