Yule 1911

An introduction to the theory of statistics,
Yule, G. Udny (George Udny), 1871-1951.

London, C. Griffin and company, limited, 1911.
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.V5
THEORY OF STATISTICS.
AN INTRODUCTION TO THE
Twenty-sixth Annual Issue.
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Scientific Work.
LONDON: CHARLES GRIFFIN & CO., LIMITED, EXETER STREET, STRAND.

AN INTKODUCTION TO THE
THEORY OF STATISTICS
BY
G^TJDNY YULE,
HONORARY SECRETARY OF THE ROYAL STATISTICAL SOCIETY OF LONDON;
MEMBER OF THE INTERNATIONAL STATISTICAL INSTITUTE;
FELLOW OF THE ROYAL ANTHROPOLOGICAL INSTITUTE.
tiUitb 53 figures and SHagrams.
LONDON:
CHARLES GEIFFIN AND COMPANY, LIMITED.
PHILADELPHIA: J. B. LIPPINCOTT COMPANY.
1911.
N
PREFACE.
The following chapters are based on the courses of instruction
given during my tenure of the Newmarch Lectureship in Statistics
at University College, London, in the sessions 1902-1909. The
variety of illustrations and examples has, however, been increased
to render the book more suitable for the use of biologists and »
others besides those interested in economic and vital statistics,
and some of the more difficult parts of the subject have been
treated in greater detail than was possible in a sessional course
of some thirty lectures. For the rest, the chapters follow closely
the arrangement of the course, the three parts into which the
volume is divided corresponding approximately to the work of
the three terms. To enable the student to proceed further with
the subject, fairly detailed lists of references to the original

memoirs have been given at the end of each chapter: exercises
have also been added for the benefit, more especially, of the
student who is working without the assistance of a teacher.
The volume represents an attempt to work out a systematic
introductory course on statistical methods—the methods available
for discussing, as distinct from collecting, statistical data—-suited
to those who possess only a limited knowledge of mathematics:
an acquaintance with algebra up to the binomial theorem,
.together with such elements of co-ordinate geometry as are now
generally included therewith, is all that is assumed. I hope that
it may prove of some service to the students of the diverse
sciences in which statistical methods are now employed.
My most grateful thanks are due to Mr R. H. Hooker not only
v
VI PREFACE.
for reading the greater part of the manuscript, and the proofs,,
and for making many criticisms and suggestions which have
been of the greatest service, but also for much friendly help and
encouragement without which the preparation of the volume,
often delayed and interrupted by the pressure of other work,
might never have been completed: my debt to Mr Hooker is
indeed greater than can well be expressed in a formal preface.
My thanks are also due to Mr H. D. Vigor for some assistance
in checking the arithmetic, and my acknowledgments to Professor
Edgeworth for the example used in § 5 of Chap. XVII. to illustrate
the influence of the form of the frequency distribution on the
probable error of the median.
I can hardly hope that all errors in the text or in the mass
of arithmetic involved in examples and exercises have been
eliminated, and will feel indebted to any reader who directs
my attention to any such mistakes, or to any omissions, am-
biguities, or obscurities.
G. U. Y.
December 1910.
CONTENTS.
INTRODUCTION.
PAOES
1-3. The introduction of the terms " statistics," " statistical," into
the English language—4-6. The change in meaning of these
terms during the nineteenth century—7-9. The present use
of the terms—10. Definitions of "statistics," "statistical
methods," "theory of statistics," in accordance with present
usage 1-8
PART I.—THE THEORY OF ATTRIBUTES.
CHAPTER I.
NOTATION AND TERMINOLOGY.
1-2. Statistics of attributes and statistics of variables: fundamental
character of the former—3-5. Classification by dichotomy—

6-7. Notation for single attributes and for combinations—
8. The class-frequency—9. Positive and negative attributes,
contraries—10. The order of a class—11. The aggregate—
12. The arrangement of classes by order and aggregate—
13-14. Sufficiency of the tabulation of the ultimate class-
frequencies—15-17. Or, better, of the positive class-fre-
quencies—18. The class-frequencies chosen in the census
for tabulation of statistics of infirmities—19. Inclusive and
exclusive notations and terminologies 7-16-
CHAPTER II.
CONSISTENCE.
1-3. The field of observation or universe, and its specification by
symbols—4. Derivation of complex from simple relations by
specifying the universe — 5-6. Consistence — 7-10. Con-
ditions of consistence for one and for two attributes—
11-14. Conditions of consistence for three attributes . . 17-24

Vlll CONTENTS.
CHAPTER III.
ASSOCIATION.
PAGES
1-4. The criterion of independence — D-10. The conception of
association, and testing for the same by the comparison
of percentages—11-12. Numerical equality of the differences
between the four second-order frequencies and their in-
dependence values—13. The coefficient of association—
14. Necessity for an investigation into the causation of an
attribute A being extended to include non-^4's . . . 25-41
CHAPTER IV.
PARTIAL ASSOCIATION.
1-2. Uncertainty in interpretation of an observed association—3-5.

Source of the ambiguity: partial associations—6-8. Illusory
association due to the association of each of two attributes
with a third—9. Estimation of the partial associations from
the frequencies of the second order—10-12. The total
number of associations for a given number of attributes—
13-14. The case of complete independence . . . . 42-59
CHAPTER V.
MANIFOLD CLASSIFICATION.
1. The general principle of a manifold classification—2-4. The
table of double entry or contingency table and its treatment
by fundamental methods—5-8. The coefficient of contin-
gency—9-10. analysis of a contingency table by tetrads
—11-13. Isotropic and anisotropic distributions—14-15.
Homogeneity of the classifications dealt with in the pre-
ceding chapters: heterogeneous classifications . . . 60-74
PART II.—THE THEORY OF VARIABLES.
CHAPTER VI.
THE FREQUENCY-DISTRIBUTION.
1. Introductory—2. Necessity for classification of observations : the
frequency-distribution—3. Illustrations—4. Method of form-
ing the table—5. Magnitude of class-intervals—6. Position
of intervals—7. Process of classification—8. Treatment of
intermediate observations—9. Tabulation—10. Tables with
unequal intervals —11. Graphical representation of the
frequency-distribution—12. Ideal frequency-distributions—
13. The symmetrical distribution—14. The moderately
asymmetrical distribution—15. The extremely asymmetri-
cal or J-shaped distribution—16. The U-shaped distribution 75-105
X
CONTENTS. IX
CHAPTER VII.
AVERAGES.
PAGES
1. Necessity for quantitative definition of the characters of a
frequency-distribution—2. Measures of position (averages)
and of dispersion—3. The dimensions of an average the
same as those of the variable—4. Desirable properties for
an average to possess—5. The commoner forms of average—
6-13. The arithmetic mean: its definition, calculation, and
simpler properties—14-18. The median: its definition,
calculation, and simpler properties—19-20. The mode: its
definition and relation to mean and median—21. Summary
comparison of the preceding forms of average—22-26. The

geometric mean: its definition, simpler properties, and the
cases in which it is specially applicable—27. The harmonic
mean: its definition and calculation 106-132
CHAPTER VIII.
MEASURES OF DISPERSION, ETC.
1. Inadequacy of the range as a measure of dispersion—
2-13. The standard deviation: its definition, calculation,
and properties—14-19. The mean deviation: its definition,
calculation, and properties—20-24. The quartile deviation
or semi-interquartile range—25. Measures of relative dis-
persion—26. Measures of asymmetry or skewness—27-30.
The method of grades or percentiles 133-156
CHAPTER IX.
CORRELATION.
1-3. The correlation table and its formation—4-5. The correlation
surface—6-7. The general problem—8-9. The line of means
of rows and the line of means of columns: their relative

positions in the case of independence and of varying degrees
of correlation—10-14. The correlation-coefficient and the
regressions —15-16. Numerical calculations. — 17. Certain
points to be remembered in calculating and using the
coefficient 157-190
CHAPTER X.
CORRELATION: PRACTICAL APPLICATIONS
AND METHODS.
41. Necessity for careful choice of variables before proceeding to
calculate r—2-8. Illustration i.: Causation of pauperism—
9-10. Illustration ii.: Inheritance of fertility—11-13.

CONTENTS.
PAGES
Illustration iii. : The weather and the crops—14. Corre-
lation between the movements of two variables: (a)
Non- periodic movements: Illustration iv.: changes in
infantile and general mortality—15-17. (6) Quasi-periodic
movements: Illustration v.: the marriage-rate and foreign
trade—18. Elementary methods of dealing with cases of
non-linear regression—19. Certain rough methods of approxi-
mating to the correlation-coefficient 191-206
CHAPTER XI.
MISCELLANEOUS THEOREMS INVOLVING THE USEJOP
THE CORRELATION-COEFFICIENT.
1. Introductory—2. Standard-deviation of a sum or difference—

3. Influence of grouping of observations on the standard-
deviation—4-5. Influence of errors of observation on the
standard-deviation—6-7. Influence of errors of observation
on the correlation-coefficient (Spearman's theorems) — 8.
Mean and standard-deviation of an index—9. Correlation
between indices—10. Correlation-coefficient for a two x two-
fold table—11. Correlation-coefficient for all possible pairs of
N values of a variable—12. Correlation due to heterogeneity
of material—13. Reduction of correlation due to mingling
of uncorrelated with correlated material —14-17. The
weighted mean—18-19. Application of weighting to the
correction of death-rates, etc., for varying sex and age-
distributions—20. The weighting of forms of average other
than the arithmetic mean 207-224
CHAPTER XII.
PARTIAL CORRELATION.
1-2. Introductory explanation—3. Direct deduction of the formulae

for two variables — 4. Special notation for the general
case: generalised regressions—5. Generalised correlations—
6. Generalised deviations and standard - deviations —
7-8. Theorems concerning the generalised product-sums —
9. Direct interpretation of the generalised regressions —
10-11. Reduction of the generalised standard-deviation—
12. Reduction of the generalised regression—13. Reduction
of the generalised correlation-coefficient—14. Arithmetical
work: Example i. ; Example ii.—15. Geometrical repre-
sentation of correlation between three variables by means of
a model—16. The coefficient of n-fold correlation—17. Ex-
pression of regressions and correlations of lower in terms of
those of higher order—18. Limiting inequalities between
the values of correlation-coefficients necessary for consist-
ence—19. Fallacies 225-249

CONTENTS.
XI
PART III—THEORY OF SAMPLING.
CHAPTER XIII.
SIMPLE SAMPLING OF ATTRIBUTES.
1. The problem of the present Part—2. The two chief divisions of
the theory of sampling—3. Limitation of the discussion to
the case of simple sampling—4. Definition of the chance of
success or failure of a given event—5. Determination of the
mean and standard-deviation of the number of successes in
n events—6. The same for the proportion of successes in n
events: the standard-deviation of simple sampling as a
measure of unreliability or its reciprocal as a measure of
precision—7. Verification of the theoretical results by ex-

periment—8. More detailed discussion of the assumptions
on which the formula for the standard-deviation of simple
sampling is based—9-10. Biological cases to which the
theory is directly applicable—11. Standard-deviation of
simple sampling when the numbers of observations in the
samples vary—12. Approximate value of the standard-
deviation of simple sampling, and relation between mean
and standard-deviation, when the chance of success or
failure is very small—13. Use of the standard-deviation of
simple sampling, or standard error, for checking and con-
trolling the interpretation of statistical results .
250-271
CHAPTER XIV.
SIMPLE SAMPLING CONTINUED: EFFECT OF REMOV-
ING THE LIMITATIONS OF SIMPLE SAMPLING.
Warning as to the assumption that three times the standard
error gives the range for the majority of fluctuations of

simple sampling of either sign—2. Warning as to the use
of the observed for the true value of p in the formula for
the standard error—3. The inverse standard error, or
standard error of the true proportion for a given observed
proportion: equivalence of the direct and inverse standard
errors when n is large—4-8. The importance of errors
other than fluctuations of "simple sampling" in practice:
unrepresentative or biassed samples—9-10. Effect of diver-
gences from the conditions of simple sampling: (a) effect
of variation in p and q for the several universes from which
the samples are drawn—11-12. (6) Effect of variation in
p and q from one sub-class to another within each universe—
13-14. (c) Effect of a correlation between the results of the
several events—15. Summary
272-286
Xll CONTENTS.
CHAPTER XV.
THE BINOMIAL DISTRIBUTION AND THE
NORMAL CURVE.
PAGES
1-2. Determination of the frequency-distribution for the number
of successes in n events: the binomial distribution—3.
Dependence of the form of the distribution on p, y, and n—
4-5. Graphical and mechanical methods of forming re-
presentations of the binomial distribution—6. Direct
calculation of the mean and the standard-deviation from
the distribution—7-8. Necessity of deducing, for use in
many practical cases, a continuous curve giving approxi-
mately, for large values of ?i, the terms of the binomial

series—9. Deduction of the normal curve as a limit to the
symmetrical binomial—10-11. The value of the central
ordinate—12. Comparison with a binomial distribution for
a moderate value of n—13. Outline of the more general
conditions from which the curve can be deduced by advanced
methods—14. Fitting the curve to an actual series of
observations—15. Difficulty of a complete test of fit by
elementary methods—16. The table of areas of the normal
curve and its use—17. The quartile deviation and the
"probable error"—18. Illustrations of the application of
the normal curve and of the table of areas .... 287-312
CHAPTER XVI.
NORMAL CORRELATION.
1-3. Deduction of the general expression for the normal correlation
surface from the case of independence—4. Constancy of the
standard-deviations of parallel arrays and linearity of the
regression—5. The contour lines: a series of concentric and

similar ellipses—6. The normal surface for two correlated
variables regarded as a normal surface for uncorrelated vari-
ables rotated with respect to the axes of measurement:
arrays taken at any angle across the surface are normal
distributions with constant standard-deviation: distribution
of and correlation between linear functions of two normally
correlated variables are normal: principal axes—7. Standard-
deviations round the principal axes—8-11. Investigation of
Table III., Chapter IX., to test normality: linearity of
regression, constancy of standard-deviation of arrays,
normality of distribution obtained by diagonal addition,
contour lines—12-13. Isotropy of the normal distribution
for two variables—14. Outline of the principal properties of
the normal distribution for n variables .... 313-330
>
CONTENTS. Xlll
CHAPTER XVII.
THE SIMPLER CASES OF SAMPLING FOR VARIABLES:
PERCENTILES AND MEAN.
PAGES
1-2. The problem of sampling for variables: the conditions
assumed—3. Standard error of a percentile—4. Special
values for the percentiles of a normal distribution—5.
Effect of the form of the distribution generally—6. Simplified
formula for the case of a grouped frequency-distribution—7.
Correlation between errors in two percentiles of the same
distribution—8. Standard error of the interquartile range
for the normal curve—9. Effect of removing the restrictions
of simple sampling, and limitations of interpretation—10.

Standard error of the arithmetic mean—11. Relative sta-
bility of mean and median in sampling—12. Standard error
of the difference between two means—13. The tendency to
normality of a distribution of means—14. Effect of removing
the restrictions of simple sampling—15. Statement of the
standard errors of standard-deviation, coefficient of variation,
correlation-coefficient, and regression—16. Restatement of
the limitations of interpretation if the sample be small . 331-351
Appendix I.—Tables for facilitating Statistical Work . . . 352-354
Appendix II.—Short List of Works on the Mathematical Theory
of Statistics, and the Theory of Probability . . . 355-356
Answers to, and Hints on the Solution of, the Exercises
given 357-364
Index 365-376
THEOKY OF STATISTICS.
INTRODUCTION.
1-3. The introduction of the terms " statistics," " statistical," into the English
language—4-6. The change in meaning of these terms during the
nineteenth century—7-9. The present use of the terms—10. Defini-
tions of "statistics," "statistical methods," "theory of statistics," in
accordance with present usage.
1. The words "statist," "statistics," "statistical," appear to be
all derived, more or less indirectly, from the Latin status, in the
sense that it acquired in mediaeval Latin of a political state.
2. The first term is, however, of much earlier date than the two
others. The word "statist" occurs, for instance, in Hamlet
(1602),1 Gymbeline (1610 or 1611),2 and in Paradise Regained
(1671).3 "Statistics" and "statistical" seem to have been only

introduced into English in 1787, the earliest known uses of the
terms occurring in the preface to A Political Survey of the Present
State of Europe, by E. A. W Zimmermann,4 issued in that year.
"It is about forty years ago," says Zimmermann, "that that branch
of political knowledge, which has for its object the actual and
relative power of the several modern states, the power arising
from their natural advantages, the industry and civilisation of
their inhabitants, and the wisdom of their governments, has been
formed, chiefly by German writers, into a separate science. . . .
By the more convenient form it has now received .... this
science, distinguished by the new-coined name of statistics, is
become a favourite study in Germany" (p. ii); and again (p. v),
"To the several articles contained in this work, some respectable
1 Act v., sc. 2. 2 Act ii., sc. 4. 3 Bk. iv.
* Zimmermann's work appears to have been written in English, though he
was a German, Professor of Natural Philosophy at Brunswick.
1
2 THEORY OF STATISTICS.
statistical writers have added a view of the principal epochas of the
history of each country."
3. Within the next few years the words were adopted by several
writers, notably by Sir John Sinclair, the editor and organiser of the
first Statistical Account of Scotland,1 to whom, indeed, their intro-
duction has been frequently ascribed. In the circular letter to the
Clergy of the Church of Scotland issued in May 1790,2 he states
that in Germany "' Statistical Inquiries,' as they are called, have
been carried to a very great extent," and adds an explanatory
footnote to the phrase "Statistical Inquiries"—"or inquiries
respecting the population, the political circumstances, the pro-
ductions of a country, and other matters of state." In the
"History of the Origin and Progress" 3 of the work, he tells us,

"Many people were at first surprised at my using the new words,
Statistics and Statistical, as it was supposed that some term in our
own language might have expressed the same meaning. But in
the course of a very extensive tour, through the northern parts of
Europe, which I happened to take in 1786, I found that in
Germany they were engaged in a species of political enquiry,
to which they had given the name of Statistics ;4 .... as I
thought that a new word might attract more public attention,
I resolved on adopting it, and I hope that it is now completely
naturalised and incorporated with our language." This hope
was certainly justified, but the meaning of the word underwent
rapid development during the half century or so following its
introduction.
4. "Statistics" (statistik), as the term is used by German
writers of the eighteenth century, by Zimmermann and by Sir
John Sinclair, meant simply the exposition of the noteworthy
characteristics of a state, the mode of exposition being—almost

inevitably at that time—preponderantly verbal. The conciseness
and definite character of numerical data were recognised at a
comparatively early period—more particularly by English writers
—but trustworthy figures were scarce. After the commencement
of the nineteenth century, however, the growth of official data
was continuous, and numerical statements, accordingly, began
more and more to displace the verbal descriptions of earlier days.
"Statistics " thus insensibly acquired a narrower signification, viz.,
1 Twenty-one vols., 1791-99.
2 Statistical Account, vol. xx., Appendix to '' The History of the Origin and
Progress . . . ." given at the end of the volume.
3 Loc. cit., p. xiii.
4 The Abriss der Statsxcissenschaft der Europaischen Reiche (1749) of Gottfried
Achenwall, Professor of Politics at Gtittingen, is the volume in which the word
"statistik" appears to be first employed, but the adjective "statisticus"
occurs at a somewhat earlier date in works written in Latin.

INTRODUCTION. 3
the exposition of the characteristics of a State by numerical *
methods. It is difficult to say at what epoch the word came
definitely to bear this quantitative meaning, but the transition
appears to have been only half accomplished even after the founda-
tion of the Royal Statistical Society in 1835. The articles in the
first volume of the Journal, issued in 1838-9, are for the most
part of a numerical character, but the official definition has no
reference to method. "Statistics," we read, "may be said, in the
words of the prospectus of this Society, to be the ascertain-
ing and bringing together of those facts which are calculated to
illustrate the condition and prospects of society." 1 It is, however,
admitted that "the statist commonly prefers to employ figures
and tabular exhibitions."

5. Once, however, the first change of meaning was accomplished,
further changes followed. From the name of a science or art of
state-description by numerical methods, the word was transferred to
those series of figures with which it operated, as we speak of vital
statistics, poor-law statistics, and so forth. But similar data
occur in many connections; in meteorology, for instance, in anthro-
pology, etc. Such collections of numerical data were also termed
"statistics," and consequently, at the present day, the word is
held to cover a collection of numerical data, analogous to those
which were originally formed for the study of the state, on almost
any subject whatever. We not only read of rainfall "statistics,"
but of "statistics" showing the growth of an organisation for
recording rainfall.2 We find a chapter headed "Statistics" in a
book on psychology,3 and the author, writing of "statistics con-
cerning the mental characteristics of man," "statistics of children,
under the headings bright—average—dull."4 We are informed
that, in a book on Latin verse, the characteristics of the Virgilian

hexameter "are examined carefully with statistics." 5
6. The development in meaning of the adjective "statistical"
was naturally similar. The methods applied to the study of
numerical data concerning the state were still termed " statistical
methods," even when applied to data from other sources. Thus
we read of the inheritance of genius being treated "in a statistical
manner,"6 and we have now "a journal for the statistical
study of biological problems."7 Such phrases as "the statistical
1 Jour. Stat. Soc, vol. i. p 1.
- Symons' British Rainfall for 1899, p. 15.
3 E. W. Scripture, The New Psychology, 1897, chap. ii.
4 Op. tit. p. 18.
5 Athe-ueum, Oct. 3, 1903.
8 Francis Galton, Hereditary Oenius (Macmillan, 1869), preface.
7 Biometrika, Cambridge Univ. Press, the first number issued in 1901.

investigation of the motion of molecules "J have become part of
the ordinary language of physicists. We find a work entitled
"the principles of statistical mechanics,"2 and the Bakerian
lecture for 1909, by Sir J. Larmor, was on "the statistical and
thermodynamical relations of radiant energy."
7. It is unnecessary to multiply such instances to show that the
words "statistics," "statistical," no longer bear any necessary
reference to " matters of state." They are applied indifferently in
physics, biology, anthropology, and meteorology, as well as in the
social sciences. Diverse though these cases are, there must be
some community of character between them, or the same terms
and the same methods woulc) not be applied. What, then, is this
common character 1
8. Let us turn to social science, as the parent of the methods
termed "statistical," for a moment, and consider its characteristics
as compared, say, with physics or chemistry. One characteristic
stands out so markedly that attention has been repeatedly
directed to it by "statistical" writers as the source of the peculiar
difficulties of their science—the observer of social facts cannot ex-
periment, but must deal with circumstances as they occur, apart
from his control. Now the object of experiment is to replace the
complex systems of causation usually occurring in nature by
simple systems in which only one causal circumstance is permitted
to vary at a time. This simplification being impossible, the
observer has, in general, to deal with highly complicated cases of
multiple causation—cases in which a given result may be due to
any one of a number of alternative causes or to a number of
different causes acting conjointly.
9. A little consideration will show, however, that this is also
precisely the characteristic of the observations in other fields to

which statistical methods are applied. The meteorologist, for
example, is in almost precisely the same position as the student
of social science. He can experiment on minor points, but the
records of the barometer, thermometer, and rain gauge have to be
treated as they stand. With the biologist, matters are in some-
what better case. He can and does apply experimental methods
to a very large extent, but frequently cannot approximate
closely to the experimental ideal; the internal circumstances of
animals and plants too easily evade complete control. Hence a
large field (notably the study of variation and heredity) is left,
in which statistical methods have either to aid or to replace the
methods of experiment. The physicist and chemist, finally,
1 Clerk Maxwell, "Theory of Heat" (1871), and "On Boltzmann's
Theorem" (1878), Camb. Phil. Trans., vol. xii.
2 By J. Willard Gibbs (Maemillan, 1902).
X
INTRODUCTION. 5
stand at the other extremity of the scale. Theirs are the
sciences in which experiment has been brought to its greatest
perfection. But even so, statistical methods still find application.
In the first place, the methods available for eliminating the effect <s
of disturbing circumstances, though continually improved, are not,
and cannot be, absolutely perfect. The observer himself, as well
as the observing instrument, is a source of errpr; the effects of
changes of temperature, or of moisture, of pressure, draughts, vibra-
tion, cannot be completely eliminated. Further, in the problems
of molecular physics, referred to in the last sentences of § 6,
multiplicity of causes is of the essence of the case. The motion
of an atom or of a molecule in the middle of a swarm is dependent
on that of every other atom or molecule in the swarm.

10. In the light of this discussion, we may accordingly give the
following definitions:—
By statistics we mean quantitative data affected to a marked
extent by a multiplicity of causes.
By statistical methods we mean methods specially adapted to
the elucidation of quantitative data affected by a multiplicity of
causes.
By theory of statistics we mean the exposition of statistical
methods.
The insertion in the first definition of some such words as "to
a marked extent " is necessary, since the term "statistics " is not
usually applied to data, like those of the physicist, which are
affected only by a relatively small residuum of disturbing causes.
At the same time, "statistical methods" are applicable to all such
cases, whether the influence of many causes be large or not.
REFERENCES.
The History of the Words "Statistics," "Statistical."

(1) John, V., Der Name Statistik; Weiss, Berne, 1883. A translation in
Jour. Roy. Slat. Soc. for same year.
(2) Yule, G. U., "The Introduction of the Words 'Statistics,' ' Statistical,'
into the English Language," Jour. Roy. Stat. Soc., vol. lxviii., 1905,
p. 391.
The History of Statistics in General.
(3) John, V., Geschichte der Statistik, lte Teil, bis auf Quetelet; Enke,
Stuttgart, 1884. (All published; the author died in 1900. By far the
best history of statistics down to the early years of the nineteenth
century.)
(4) Mohl, Robert von, Geschichte und Litteratur der Staatswissenschaften,
3 vols.; Enke, Erlangen, 1855-58. (For history of statistics see
principally latter half of vol. iii.)

(5) Gabaglio, Antonio, Teoria generale della statistica, 2 vols. ; Hoepli,
Milano, 2nd edn., 1888. (Vol. i., Parte storiea.)
Several works on theory of statistics include short histories, e.g.
H. Westergaard's Die Grundziige der Theorie der Statistik (Fischer,
Jena, 1890), and P. A. Meitzen's Geschichte, Theorie und Technik der
Statistik (new edn., 1903 ; American translation by R. P. Falkner,
1891). There is no detailed history in English, but the article
"Statistics" in the Encyclopaedia Britannica (9th edn.) gives a sketch,
and the biographical articles in Palgrave's Dictionary of Political
Economy are useful. For its importance as regards the English school
of political arithmetic, reference may also be made to—
(6) Hull, C. H., The Economic Writings of Sir William Petty, together
with the Observations on the Bills of Mortality more probably by Captain

John Graunt, Cambridge University Press, 2 vols., 1899.
History of Theory of Statistics.
Somewhat slight information is given in the general works cited.
From the purely mathematical side the following is important:—
(7) Todhunter, I., A History of the Mathematical Theory of Probability
from the time of Pascal to that of Laplace; Macmillan, 1865.

PART I.—THE THEORY OF ATTRIBUTES.
CHAPTER I.
1-2. Statistics of attributes and statistics of variables : fundamental character
of the former—3-5. Classification by dichotomy—6-7. Notation for
single attributes and for combinations—8. The class-frequency—9.
Positive and negative attributes, contraries—10. The order of a class—
11. The aggregate—12. The arrangement of classes by order and
aggregate—13-14. Sufficiency of the tabulation of the ultimate class-
frequencies—IP—17. Or, better, of the positive class-frequencies—18.
The class-frequencies chosen in the census for tabulation of statistics
of infirmities—19. Inclusive and exclusive notations and terminologies.
1. The methods of statistics, as defined in the Introduction,
deal with quantitative data alone. The quantitative character

may, however, arise in two different ways.
In the first place, the observer may note only the presence or
absence of some attribute in a series of objects or individuals, and
count how many do or do not possess it. Thus, in a given
population, we may count the number of the blind and seeing,
the dumb and speaking, or the insane and sane. The quantitative
character, in such cases, arises solely in the counting.
In the second place, the observer may note or measure the
actual magnitude of some variable character for each of the
objects or individuals observed. He may record, for instance, the
ages of persons at death, the prices of different samples of a
commodity, the statures of men, the numbers of petals in flowers.
The observations in these cases are quantitative ab initio.
2. The methods applicable to the former kind of observations,
which may be termed statistics of attributes, are also applicable
to the latter, or statistics of variables. A record of statures of
men, for example, may be treated by simply counting all measure-

ments as tall that exceed a certain limit, neglecting the magnitude
of excess or defect, and stating the numbers of tall and short (or
7
8 THEOKY OF STATISTICS.
more strictly not-tall) on the basis of this classification. Similarly,
the methods that are specially adapted to the treatment of
statistics of variables, making use of each value recorded, are
available to a greater extent than might at first sight seem possible
for dealing with statistics of attributes. For example, we may
treat the presence or absence of the attribute as corresponding to
the changes of a variable which can only possess two values, say
0 and 1. Or, we may assume that we have really to do with a
variable character which has been crudely classified, as suggested
above, and we may be able, by auxiliary hypotheses as to the
nature of this variable, to draw further conclusions. But the
methods and principles developed for the case in which the observer
only notes the presence or absence of attributes are the simplest

and most fundamental, and are best considered first. This and
the next three chapters (Chapters I.-IV.) are accordingly devoted
to the Theory of Attributes.
3. The objects or individuals that possess the attribute, and
those that do not possess it, may be said to be members of two
distinct classes, the observer classifying the objects or individuals
observed. In the simplest case, where attention is paid to one
attribute alone, only two mutually exclusive classes are formed.
If several attributes are noted, the process of classification may,
however, be continued indefinitely. Those that do and do not
possess the first attribute may be reclassified according as they do
or do not possess the second, the members of each of the sub-
classes so formed according as they do or do not possess the
third, and so on, every class being divided into two at each step.
Thus the members of the population of any district may be
classified into males and females; the members of each sex into
sane and insane; the insane males, sane males, insane females,
andâne females into blind and seeing. If we were dealing with
a number of peas (Pisum sativum) of different varieties, they
might be classified as tall or dwarf, with green seeds or yellow
seeds, with wrinkled seeds or round seeds, so that we would have
eight classes—tall with round green seeds, tall with round yellow
seeds, tall with wrinkled green seeds, tall with wrinkled yellow
seeds, and four similar classes of dwarf plants.
4. It may be noticed that the fact of classification does not
necessarily imply the existence of either a natural or a clearly
defined boundary between the two classes. The boundary may
be wholly arbitrary, e.g. where prices are classified as above or
below some special value, barometer readings as above or below
some particular height. The division may also be vague and
uncertain: sanity and insanity, sight and blindness, pass
into each other by such fine gradations that judgments may

NOTATION AND TERMINOLOGY. 9
differ as to the class in which a given individual should be
entered. The possibility of uncertainties of this kind should
always be borne in mind in considering statistics of attributes:
whatever the nature of the classification, however, natural or
artificial, definite or uncertain, the final judgment must be de-
cisive; any one object or individual must be held either to possess
the given attribute or not.
5. A classification of the simple kind considered, in which each
class is divided into two sub-classes and no more, has been termed
by logicians classification, or, to use the more strictly applicable
term, division by dichotomy (cutting in two). The classifica-
tions of most statistics are not dichotomous, for most usually a
class is divided into more than two sub-classes, but dichotomy is

the fundamental case. In Chapter V. the relation of dichotomy
to more elaborate (manifold, instead of twofold or dichotomous)
processes of classification, and the methods applicable to some
such cases, are dealt with briefly.
6. For theoretical purposes it is necessary to have some simple
notation for the classes formed, and for the numbers of observa-
tions assigned to each.
The capitals A, B, C, . . . will be used to denote the several
attributes. An object or individual possessing the attribute A
will be termed simply A. The class, all the members of which
possess the attributed, will be termed the class A. It is con-
venient to use single symbols also to denote the absence of the
attributes A, B, C, . . . We shall employ the Greek lettsrs, a,
fi, y, . . . Thus if A represents the attribute blindness, a
represents sight, i.e. non-blindness; if B stands for deafness, (S
stands for hearing. Generally "a" is equivalent to "non-A," or
an object or individual not possessing the attribute A ; the class a

is equivalent to the class none of the members of which possess *the
attribute A.
7. Combinations of attributes will be represented by juxta-
positions of letters. Thus if, as above, A represents blindness, B
deafness, AB represents the combination blindness and deafness.
If the presence and absence of these attributes be noted, the four
classes so formed, viz. AB, A/i, aB, afi, include respectively the
blind and deaf, the blind but not-deaf, the deaf but not-blind, and
the neither blind nor deaf. If a third attribute be noted, e.g. in-
sanity, denoted say by C, the class ABC, includes those who are
at once deaf, blind, and insane, ABy those who are deaf and blind
but not insane, and so on.
Any letter or combination of letters like A, AB, aB, ABy, by
means of which we specify the characters of the members of a class,
may be termed a class symbol.

8. The number of observations assigned to any class is termed,
for brevity, the frequency of the class, or the class-frequency.
Class-frequencies will be denoted by enclosing the corresponding
class-symbols in brackets. Thus—
(J) den(
ttes number of .Is,
i.e. objects possessing attribute A
(a)
n a'st
,, Dot ,, ,, A
(AB) „
ABs,
,, possessing attributes A and /.'

(t£) „
„ aB's,
,, ,, ,, B but not A
(ABC) ,,
ABC's,
A,B,andC
(aBC) „
aBCs,
,, „ „ B and C but not A
(«m „
a/5C's,
., ,, ,, C but neither A nor B
and so on for any number of attributes. If A represent, as in
the illustration above, blindness, B deafness, C insanity, the
symbols given stand for the numbers of the blind, the not-blind,
the blind and deaf, the deaf but not blind, the blind, deaf, and in-
sane, the deaf and insane but not blind, and the insane but neither
blind nor deaf, respectively.
9. The attributes denoted by capitals ABC, . . . may be
termed positive attributes, and their contraries denoted by Greek
letters negative attributes. If a class-symbol include only
capital letters, the class may be termed a positive class; if only
Greek letters, a negative class. Thus the classes A, AB, ABC
are positive classes; the classes a, a/3, a/Jy, negative classes.
If two classes are such that every attribute in the symbol for
the one is the negative or contrary of the corresponding attribute
in the symbol for the other, they may be termed contrary classes /
and their frequencies contrary frequencies; e.g. AB and af3, A/3
and aB, AfiC and aBy, are pairs of contraries.
10. The classes obtained by noting say n attributes fall into
natural groups according to the numbers of attributes used to
specify the respective classes, and these natural groups should be
borne in mind in tabulating the class-frequencies. A class
specified by r attributes may be spoken of as a class of the rth
order and its frequency as a frequency of the rth order. Thus AB,
AC, BC are classes of the second order; (A), (A/3), (aBC),
(AByD), class-frequencies of the first, second, third, and fourth
orders respectively.
11. The classes of one and the same order fall into further
groups according to the actual attributes specified. Thus if three
attributes A, B,C have been noted, the classes of the second order
may be specified by any one of the pairs of attributes AB, AC, or
BC (and their contraries). The series of classes or class-frequen-
cies the symbols for which are derived from any one positive
class by substituting Greek letters for one or more of the italic
capital letters in every possible way will be termed an aggregate.
Thus (AB) (A/3) (aB) (a/2) form an aggregate of frequencies of

11
the second order, and the twelve classes of the second order which
can be formed where three attributes have been noted may be
grouped into three such aggregates.
12. Class-frequencies should, in tabulating, be arranged so that
frequencies of the same order and frequencies belonging to the
same aggregate are kept together. Thus the frequencies for the
case of three attributes should be grouped as given below; the
whole number of observations denoted by the letter iV being
reckoned as a frequency of order zero, since no attributes are
specified:—
Order 0. N
Order 1.
Order 2.
Order 3.
(*)
(AB)
(aB)
(B)
(P)
(AC)
(Ay)
(«C)
(ay)
(C)
(y)
(BC)
(By)
(PC)
(Py)
(ABC)
(ABy)
(A/3C)
UPy)
(aBC)
(aBy)
(aBC)
(-Py)
(1)
13. In such a complete table for the case of three attributes,
twenty-seven distinct frequencies are given :—1 of order zero, 6
of the first order, 12 of the second, and 8 of the third. It
is, however, in no case necessary to give such a complete
statement.
The whole number of observations must clearly be equal to the
number of A's together with the number of a's, the number of
A's to the number of A's that are B together with the number of
A's that are not B; and so on,—i.e. any class-frequency can always
be expressed in terms of class-frequencies of higher order. Thus—
N=(A) + (a) = (B) + (B) = etc.
= (AB) + (AB) + (aB) + (a/3) = etc.
(A) = (AB) + (A/3) = (AC) + (Ay) = etc.
(AB) = (ABC) + (ABy) = etc.
(2)
Hence, instead of enumerating all the frequencies as under (1),
no more need be given, for the case of three attributes, than
the eight frequencies of the third order. If four attributes had
been noted it would be sufficient to give the sixteen frequencies of
the fourth order.
The classes specified by all the attributes noted in any case,
i.e. classes of the nth order in the case of n attributes, may be

termed the ultimate classes and their frequencies the ultimate
frequencies. Hence we may say that it is never necessary to'
enumerate more than the ultimate frequencies. All the others can
be obtained from these by simple addition.
Example i.—(See reference 5 at the end of the chapter.)
A number of school children were examined for the presence
or absence of certain defects of which three chief descriptions
were noted, A development defects, B nerve signs, C low
nutrition.
Given the following ultimate frequencies, find the frequencies
of the positive classes, including the whole number of" obser-
vations N.
(ABC) 57 (aBC) 78
(ABy) 281 (aBy) 670
(ABC) 86 (aBC) 65
(ABy) 453 (aBy) 8310
The whole number of observations N is equal to the grand
total: N= 10,000.
The frequency of any first-order class, e.g. (A) is given by the
total of the four third-order frequencies, the class-symbols for
which contain the same letter—
(ABC) + (ABy) + (ABC) + (ABy) = (A) = 877.
Similarly, the frequency of any second-order class, e.g. (AB), is
given by the total of the two third-order frequencies, the class-
symbols for which both contain the same pair of letters—
(ABC) + (ABy) = (AB) = 338.
The complete results are—
iV 10,000 (AB) 338
(A) 877 (AC) 143
(B) 1,086 (BC) 135

(C) 286 (ABC) 57
14. The number of ultimate frequencies in the general case of
n attributes, or the number of classes in an aggregate of the nth
order, is given by considering that each letter of the class-symbol
may be written in two ways (A or a, B or /?, C or y), and that
either way of writing one letter may be combined with either
,* way of writing another. Hence the whole number of ways in
which the class-symbol may be written, i.e. the number of
classes, is—
2x2x2x2 . . . . =.2".
The ultimate frequencies form one natural set in terms of which
the data are completely given, but any other set containing the
same number of algebraically independent frequencies, viz. 2",
may be chosen- instead.
15. The positiye class-frequencies, including under this head the
total number of observations N, form one such set. They are alge-
braically independent; no one positive class-frequency can be ex-
pressed wholly in terms of the others. Their number is, moreover,
2", as may be readily seen from the fact that if the Greek letters
are struck out of the symbols for the ultimate classes, they become
the symbols for the positive classes, with the exception of oj8y
.... for which N must be substituted. Otherwise the number
is made up as follows :—
Order 0. (The whole number of observations) ... 1
Order 1. (The number of attributes noted) .... n
n(n -1)
Order 2. (The number of combinations of n things 2 together) —j-~—
n(re-lXn-2)
Order 3. (The number of combinations of n things 3 together) i~23
and so on. But the series
n(n - 1) n(n - 1)(» - 2)
1+«j v '- + x £j '- + . . . .
is the binomial expansion of (1 + 1)n or 2", therefore the total
number of positive classes is 2".
16. The set of positive class-frequencies is a most convenient
one for both theoretical and practical purposes.
Compare, for instance, the two forms of statement, in terms of
the ultimate and the positive classes respectively, as given in
Example i., § 13. The latter gives directly the whole number of
observations and the totals of A's, B's, and C's. The former gives
none of these fundamentally important figures without the perfor-
mance of more or less lengthy additions. Further, the latter gives
the second-order frequencies (AB), (AC), and (BC), which are neces-
sary for discussing the relations subsisting between A, B, and C, but
are only indirectly given by the frequencies of the ultimate classes.
17. The expression of any class-frequency in terms of the
positive frequencies is most easily obtained by a process of step-
by-step substitution; thus—
(a/J) =(«)"M)
= N-(A)-(B) + (AB) (3)
(aft) = (a/3)-(«/?£)
= AT- (A) - (B) + (AB) - (aC) + (aBC)
= N- (A) - (B) - (C) + (AB) + (AC) + (BC) - (ABC) (4)

Arithmetical work, however, should be executed from first
principles, and not by quoting formulae like the above.
Example ii.—Check the work of Example i., § 13, by finding the
frequencies of the ultimate classes from the frequencies of the
positive classes.
(ABy) = (AB) - (ABC) = 338 - 57 = 281
(ABy) = (Ay) - (ABy) = (A) - (AC) - (ABy)
= 877- 143-281=453
(aBy) = 08y) - (ABy) = N - (B) - (C) + (BC) - (ABy)
= 10,000-1086-286 + 135-453
= 10,135-1825 = 8310
and so on.
18. Examples of statistics of precisely the kind now under

consideration are afforded by the census returns, e.g., of 1891 or
1901, for England and Wales, of persons suffering from different
"infirmities," any individual who is deaf and dumb, blind or
mentally deranged (lunatic, imbecile, or idiot) being required to
be returned as such on the schedule. The classes chosen for
tabulation are, however, neither the positive nor the ultimate
classes, but the following (neglecting minor distinctions amongst
the mentally deranged and the returns of persons who are deaf
but not dumb):—Dumb, blind, mentally deranged; dumb and
blind but not deranged; dumb and deranged but not blind;
blind and deranged but not dumb; blind, dumb, and deranged.
If, in the symbolic notation, deaf-mutism be denoted by A, blind-
ness by B, and mental derangement by C, the class-frequencies
thus given are (A), (B), (C), (ABy), (ABC), (aBC), (ABC) (cf.
Census of England and Wales, 1891, vol. iii., tables 15 and 16,
p. lvii. Census of 1901, Summary Tables, table xlix.). This set of
frequencies does not appear to possess any special advantages.

19. The symbols of our notation are, it should be remarked,
used in an inclusive sense, the symbol A, for example, signifying
an object or individual possessing the attribute A with or without
others. This seems to be the only natural use of the symbol,
but at least one notation has been constructed on an exclusive
basis (cf. ref. 5), the symbol A denoting that the object or in-
dividual possesses the attribute A, but not B or C or D, or what-
ever other attributes have been noted. An exclusive notation is
apt to be relatively cumbrous and also ambiguous, for the reader
cannot know what attributes a given symbol excludes until he
has seen the whole list of attributes of which note has been
taken, and this list he must bear in mind. The statement that
the symbol A is used exclusively cannot mean, obviously, that the
object referred to possesses only the attribute A and no others
1
whatever; it merely excludes the other attributes noted in the
particular investigation. Adjectives, as well as the symbols which
may represent them, are naturally used in an inclusive sense, and
care should therefore be taken, when classes are verbally described,
that the description is complete, and states what, if anything, is
excluded as well as what is included, in the same way as our
notation. The terminology of the English census has not, in
this respect, been quite clear. The "Blind" includes those who
are " Blind and Dumb," or " Blind, Dumb, and Lunatic," and so
forth. But the heading "Blind and Dumb," in the table relating
to "combined infirmities," is used in the sense "Blind and Dumb,
but not Lunatic or Imbecile," etc., and so on for the others. In
the first table the headings are inclusive, in the second exclusive.
REFERENCES.
(1) Jevons, W. Stanley, "On a General System of Numerically Definite
Reasoning," Memoirs of the Manchester Lit. and Phil. Snc, 1870.
Reprinted in Pure Logic and other Minor Works; Macmillan, 1890.
(The method used in these chapters is that of Jevons, with the notation
slightly modified to that employed in the next three memoirs cited.)
(2) Yule, G. U., "On the Association of Attributes in Statistics, etc.," Phil.
Trans. Roy. Soc, Series A, vol. exciv., 1900, p. 257-
(3) Yule, G. U., "On the Theory of Consistence of Logical Class-frequencies
and its Geometrical Representation," Phil. Trans. Roy. Soc, Series A,
vol. exevii., 1901, p. 91.
(4) Yule, G. U., "Notes on the Theory of Association of Attributes in
Statistics," Biomelrika• vol. ii., 1903, p. 121. (The first three sections
of (4) are an abstract of (2) and (3). The remarks made as regards the
tabulation of class-frequencies at the end of (2) should be read in con-
nection with the remarks made at the beginning of (3) and in this
chapter: cf. footnote on p. 94 of (3).

Material has been cited from, and reference made to the notation used in—
(5) Warner, F.. and others, "Report on the Scientific Study of the Mental and
Physical Conditions of Childhood"; published by the Committee,
Parkes Museum, 1895.
(6) Warner, F., "Mental and Physical Conditions among Fifty Thousand
Children, etc.," Jour. Roy. Stat. Soc, vol. lix., 1896, p. 125.
EXERCISES.
1. (Figures from ref. (5).) The following are the numbers of boys observed
with certain classes of defects amongst a number of school-children. A•
denotes development defects ; B, nerve signs; C, low nutrition.
(ABC)
149
(aBC)
204
(ABy)
73S
(aBy)
1,762
(A$C)
225
(ajSC)
171
(Afly)
1,196
(o/37)
21,842
Find the frequencies of the positive classes.

2. (Figures from ref. (5).) The following are the frequencies of the
positive classes for the girls in the same investigation :—
23,713
(AS)
587
(A)
1,618
(AC)
128
(S)
2,015
(BC)
335
(C)
770
(ABC)
156
Find the frequencies of the ultimate classes.
3. (Figures from Census, England and Wales, 1891, vol. iii.) Convert the
census statement as below into a statement in terms of (a) the positive, (b)
the ultimate class-frequencies. ^4=blinuness, B=deaf-mutism, C=mental
derangement.
N 29,002,525 (ABy) 82
(A) 23,467 (A&C) 380
(B) 14,192 (aBC) 500
(C) 97,383 (ABC) 25
4. (Cf. Mill's Logic, bk. iii^ eh. xvii., and ref. (1).) Show that if A
occurs in a larger proportion of the cases where B is than where B is not,
then will B occur in a larger proportion of the cases where A is than where
. A is not: i.e. given (AB)1(B)>(A$)/($), show that (AB)ftA)>(aB)fta).
i\ 5. (Cf. De Morgan, Formal Logic, p. 163, and ref. (1).) Most B's are A's,
most B's are Cs: find the least number of A's that are C's, i.e. the lowest
possible value of (A C).
6. Given that
(A) = (a) = (B) = ($) = lN,
show that
(AB) = (a$),(A0) = (aB).
7. (Cf. ref. (2), § 9, "Case of equality of contraries.") Given that
(A) = (a) = (B) = (0) = (C) = (y) = hN,
(ABC) = (a$y),
2 (ABC) = (AB) + (AC) + (BC)- \N.
^ 8. Measurements are made on a thousand husbands and a thousand wives.
If the measurements of the husbands exceed the measurements of the wives in
800 cases for one measurement, in 700 cases for another, and in 660 cases for
both measurements, in how many cases will both measurements on the wife
exceed the measurements on the husband?
and also that
show that
■
CHAPTER II.
CONSISTENCE.
1-3. The field of observation or universe and its specification by symbols—
4. Derivation of complex from simple relations by specifying the
universe—5-6. Consistence—7-10. Conditions of consistence for one
and for two attributes—11-14. Conditions of consistence for three
attributes.
1. Any statistical inquiry is necessarily confined to a certain
time, space, or material. An investigation on the prevalence of
insanity, for instance, may be limited to England, to England in
1901, to English males in 1901, or even to English males over 60
years of age in 1901, and so on.
For actual work on any given subject, no term is required to
denote the material to which the work is so confined: the limits

are specified, and that is sufficient. But for theoretical purposes
some term is almost essential to avoid circumlocution. The ex-
pression the universe of discourse, or simply the universe, used
in this sense by writers on logic, may be adopted as familiar and
convenient.
2. The universe, like any class, may be considered as specified
by an enumeration of the attributes common to all its members,
e.g. to take the illustration of § 1, those implied by the predicates
English, male, over 60 years of age, living in 1901. It is not, in
general, necessary to introduce a special letter into the class-
symbols to denote the attributes common to all members of the
universe. We know that such attributes must exist, and the
common symbol can be understood.
In strictness, however, the symbol ought to be written: if, say,
V denote the combination of attributes, English—male—over 60
—living in 1901, A insanity, B blindness, we should strictly use
the symbols—
(U) = Number of English males over 60 living in 1901,
(UA) = ,, insane English males over 60 living in 1901,
(UB) = ,, blind
(UAB)= ,, blind and insane English males over 60 living in 1901,
17 2
instead of the simpler symbols N (A) (B) (AB). Similarly, the
general relations (2), § 13, Chap. I., using U to denote the common
attributes of all the members of the universe and (U) consequently
the total number of observations N, should in strictness be written
in the form—
(U) = (UA) + (Ua) = (UB) + (UB) = etc.
= (UAB) + (UAB) + (UaB) + (Ua/3) - etc.
(UA) = (UAB) + (UAB) = (UAC) + (UAy) = etc.
(UAB) = (UABC) + (UABy) = etc.
3. Clearly, however, we might have used any other symbol
instead of U to denote the attributes common to all the members
of the universe, e.g. A or B or AB or ABC, writing in the latter
case
(ABC) = (ABCD) + (ABCS)
and so on. Hence any attribute or combination of attributes
common to all the class-symbols in an equation may be regarded as
specifying the universe within which the equation holds good.
Thus the equation just written may be read in words: "The
number of objects or individuals in the universe ABC is equal to
the number of D's together with the number of not-2)'s within
the same universe." The equation
(AC) = (ABC) + (ABC)
may be read: "The number of A's is equal to the number of A's
that are B together with the number of A's that are not-B
within the universe C."
4. The more complex may be derived from the simpler relations
between class-frequencies very readily by the process of specifying
the universe. Thus starting from the simple equation
(a) = N-(A),
we have, by specifying the universe as B, ." .. r■«-

(aB) = (B)-(AB) ^V^
= 2T-(A)-(B) + (AB).
Specifying the universe, again, as y, we have
(aBy) = (y)-(Ay)-(By)'4lABy)
= N-(A)- (B) - (C) + (AB) + (AC) + (BC) - (ABC).
5. Any class-frequencies which have been or might have been
observed within one and the same universe may be said to be

CONSISTENCE. 19
consistent with one another. They conform with one another,
and do not in any way conflict.
The conditions of consistence are some of them simple, but
others are by no means of an intuitive character. Suppose, for
instance, the data are given—
JV 1000 (AB) 42
(A) 525 (AC) 147
(B) 312 (BC) 86
(C) 470 (ABC) 25
—there is nothing obviously wrong with the figures. Yet they
are certainly inconsistent. They might have been observed at
different times, in different places or on different material, but
they cannot have been observed in one and the same universe.
They imply, in fact, a negative value for (af3y)—
(a/8y) = 1000 - 525 - 312 - 470 + 42 + 147 + 86 - 25.
= 1000-1307 + 275-25.
= -57.
Clearly no class-frequency can be negative. If the figures,
consequently, are alleged to be the result of an actual inquiry in
a definite universe, there must have been some miscount or
misprint.
6. Generally, then, we may say that any given class-frequencies
are inconsistent if they imply negative values for any of the
unstated frequencies. Otherwise they are consistent. To test the
consistence of any set of 2" algebraically independent frequencies,
for the case of n attributes, we should accordingly calculate
the values of all the unstated frequencies, and so verify the fact
that they are positive. This procedure may, however, be limited
by a simple considei-ation. If the ultimate class-frequencies are
positive, all others must be so, being derived from the ultimate
frequencies by simple addition. Hence we need only calculate
the values of the ultimate class-frequencies in terms of those
given, and verify the fact that they exceed zero.
7. As we saw in the last chapter, there are two sets of 2"
algebraically independent frequencies of practical importance, viz.
(1) the ultimate, (2) the positive class-frequencies.
It follojys.irom.what we have just said that there is only one
condition of consistence for the ultimate frequencies, viz. that
they must all exceed zero.. Apart from this, any one frequency of
the set may vary anywhere between 0 and oo without becoming
inconsistent with the others.
For the positive class-frequencies, the conditions may be

expressed symbolically by expanding the ultimate in terms of
the positive frequencies, and writing each such expansion not
less than zero. We will consider the cases of one, two, and
three attributes in turn.
8. If only one attribute be noted, say A, the positive frequencies
are iV and (-4). The ultimate frequencies are (.4) and (a), where
(a)=IT-(A).
The conditions of consistence are therefore simply
(^)<to ir-(Arto
or, more conveniently expressed,
(a) (AHO (b) (A)±ff . . , (1)
These conditions are obvious: the number of A's cannot be less
than zero, nor exceed the whole number of observations.

9. If two attributes be noted there are four ultimate frequencies
(AB), (AB), (all), (aB). The following conditions are given by
expanding each in terms of the frequencies of positive classes—
'(a) (AB)<£0 or (AB) would be negative \
(b) (ABH(A) + (B)-N„ (aB) „ „ I •
(e) (AB)>(A) „ (AB) „ „ ( W
(d) (AB)^(B) „ (aB) „ „ )
(a), (c), and (d) are obvious; (b) is perhaps a little less obvious,
and is occasionally forgotten. It is, however, of precisely the
same type as the other three. None of these conditions are
really of a new form, but may be derived at once from (1) (a) and
(1) (b) by specifying the universe as B or as 8 respectively. The
conditions (2) are therefore really covered by (1).
10. But a further point arises as regards such a system of
limits as is given by (2). The conditions (a) and (b) give lower or
minor limits to the value of (AB); (c) and (d) give upper or
major limits. If either major limit be less than either minor limit
the conditions are impossible, and it is necessary to see whether
(A) and (B) can take such values that this may be the case.
Expressing the condition that the major limits must be not less
than the minor, we have—
(^)^0 I (5X0 (
(A)3>Vi (B)1>X)
These are simply the conditions of the form (1). If, therefore,
(.4) and (B) fulfil the conditions (1), the conditions (2) must be
CONSISTENCE. 21
possible. The conditions (1) and (2) therefore give all the con-
ditions of consistence for the case of two attributes, conditions of
an extremely simple and obvious kind.
11. Now consider the case of three attributes. There are
eight ultimate frequencies. Expanding the ultimate in terms of
the positive frequencies, and expressing the condition that each
expansion is not less than zero, we have—
or the frequency given below
will be negative.
(a) (ABC)Ô . (ABO)-
(b) '*(AB) + (AC)-(A) (A/3y) %±x>~~
(c) <t(AB) + (BC)-(B) (ofly)
(e) ^(AB) (ABy) t y'

(g) >(BC) (aBC)
(h) . >(AB) + (AC) + (BC)-(A)-(B)-(C) + iV(a^y)
Z..
These, again, are not conditions of a new form. We leave it
as an exercise for the student to show that they may be derived
from (1) (a) and (1) (b) by specifying the universe in turn as
BC, By, fiC, and (3y. The two conditions holding in four universes
give the eight inequalities above.
12. As in the last case, however, these conditions will be im-
possible to fulfil if any one of the major limits (e)-(h) be less than
any one of the minor limits (a)-(d). The values on the right
must be such as to make no major limit less than a minor.
There are four major and four minor limits, or sixteen compari-
sons in all to be made. But twelve of these, the student will
find, only lead back to conditions of the form (2) for (AB), (AC),
and'(-BC) respectively. The four comparisons of expansions due
to contrary frequencies ( (a) and (h), (b) and (g), (c) and (f), (d)
and (e) ) alone lead to new conditions, viz.—
(a) (AB) + (AC) + (BC)<fc(A) + (B) + (C) - N\
(b) (AB) + (AC)-(BC)^(A)
(c) (AB)-(AC) + (BC)1>(B)
(d)-(AB) + (AC) + (BC)HC)
■ (4)
13. These are conditions of a wholly new type, not derivable
in any way from those given under (1) and (2). They are con-
ditions for the consistence of the second-order frequencies with
each other, whilst the inequalities of the form (2) are only conditions
for the consistence of the second-order frequencies with those of
lower orders. Given any two of the second-order frequencies, e.g.

(AB) and (AC), the conditions (4) give limits for the third, viz.
(BC). They thus replace, for statistical purposes, the ordinary
rules of syllogistic inference. From data of the syllogistic form,
they would, of course, lead to the same conclusion, though in a
somewhat cumbrous fashion; one or two cases are suggested as
exercises for the student (Questions 6 and 7). The following
will serve as illustrations of the statistical uses of the con-
ditions :—
Example i.—Given that (.4) = (B) = (C) = JJV1 and 80 per cent.
of the A's are B, 75 per cent. of A's are G, find the limits to the
percentage of B's that are C. The datar are—
NN
and the conditions give—

(a) ^_^l -0-8 -0-75
(b) <C0-8 + 0-75-1
(c) >1 -0-8 +0-75
(d) >1 +0-8 -0-75
(a) gives a negative limit and (d) a limit greater than unity;
hence they may be disregarded. From (b) and (c) we have—
W«0-55 2if)>0-95
—that is to say, not less than 55 per cent. nor more than 95 per
cent. of the B's can be C.
Example ii.—If a report give the following frequencies as
actually observed, show that there must be a misprint or mistake
of some sort, and that possibly the misprint consists in the
dropping of a 1 before the 85 given as the frequency (BC).
iVI000
(A) 510 (AB) 189
(B) 490 (AG) 140
(C) 427 (BC) 85

From (4) (a) we have—
(5CX510 + 490 + 427 -1000 -189 -140
<98.
But 85 < 98, therefore it cannot be the correct value of (BC)..
If we read 185 for 85 all the conditions are fulfilled.

CONSISTENCE. 23
Example iii.—In a certain set of 1000 observations (A) = 45,
(B) = 23, (C)=14. Show that whatever the percentages of B's
that are A and of C"s that are .4, it cannot be inferred that any B's
are G.
The conditions (a) and (6) give the lower limit of (BC), which
is required. We find—
The first limit is clearly negative. The second must also be
negative, since (AB)/N cannot exceed -023 nor (AC)/N '014.
Hence we cannot conclude that there is any limit to (BC) greater
than 0. This result is indeed immediately obvious when we
consider that, even if all the B's were A, and of the remaining
22 A's 14 were C's, there would still be 8 A's that were neither
B nor C.
14. The student should note the result of the last example, as it
illustrates the sort of result at which one may often arrive by
applying the conditions (4) to practical statistics. For given
values of If, (A), (B), (C), (AB), and (AC), it will often happen
that any value of (BC) not less than zero (or, more generally, not
less than either of the lower limits (2) (a) and (2) (b)) will satisfy
the conditions (4), and hence no true inference of a lower limit is
possible. The argument of the type "So many A's are B and
so many B's are C that we must expect some A's to be C" must
be used with caution.
REFERENCES.
(1) Morgan, A. de, Formal Logic, 1847(chapter viii., "On the Numerically
Definite Syllogism").
(2) Boole, G., Laws of Thought, 1854 (chapter xix., "Of Statistical Condi-
tions").
The above are the classical works with respect to the general theory
of numerical consistence. The student will find both difficult to follow

on account of their special notation, and, in the case of Boole's work,
the special method employed.
(3) Yule, G. U., "On the Theory of Consistence of Logical Class-frequencies
and its Geometrical Representation," Phil. Trans., A, vol. cxcvii.
(1901), p. 91. (Deals at length with the theory of consistence for
any number of attributes, using the notation of the present chapters.)

24 "*" THEORY OP STATISTICS.
EXERCISES.
1. (For this and similar est«m„t__ „/• <•D
Statistics of Employment of WomSZ^H «i,.l.» ^ ,b£ ¥1SS Collet on lhe
urban district of Bury, 817 per tho^li J H [C-7664J 1894). If, in the
years of age were returned as '' occupied 'Tti 'Ji^TT'' between 20 and 25
thousand as married or widowed, what is tli ^H ''• ''l-. ioi263pei
of the married or widowed that must have been oe^M
2. If, in a series of houses actually invaded by smal,
inhabitants are attacked and 85 per cent. have been vac^_
lowest percentage of the vaccinated that must have been atta<
3. Given that 50 per cent. of the inmates of a workhouse ar(
cent. are "aged "(over 60), 80 per cent• non-able-bodied• 35 p«
men, 45 percent. non-able-bodied men, and 42 per cent. nun-able-bod1

aged, find the greatest and least possible proportions of non-able-bodii
men.
4. (Material from ref. 5 of Chap. I.) The following are the proportL
per 10,000 of boys observed, with certain classes of defects amongst a nurrM
of school-children, A = development defects, B=nerve signs, Z> = men1
dulness.
N =10,000 (D) =789 a ri
U)= 877 (AB) = 338
(B)= 1,086 (BD) = m
Show that some dull boys do not exhibit development defects, and state how
many at least do not do so.
5. The following are the corresponding figures for girls:— v
N =10,000 (J9) =689 \
(A) = 682 (AB) = 2i8
(B)= 850 (BD) = 36S
Show that some defectively developed girls are not dull, and state how many
at least must be so.
6. Take the syllogism " All A's are B, all B's are C, therefore all A's ar
C," express the premisses in terms of the notation of the preceding chapter,'
and deduce the conclusion by the use of the general conditions of consistence
7. Do the same for the syllogism "All A's are B, no B's are C, therefor
no A's are C."
8. Given that (A) = (.B) = (C) = itf, and that (AB)/N=(AC)/N=p, find!
what must be the greatest or least values of^j in order that we may infer
that (BC)/N exceeds any given value, say q.
9. Show that if
«£U <£.* $=3*
NNN
and (AB)_(AC)_(BC)_
and N ~ N ~ N ~y'
the value of neither x nor y can exceed J.
r"
CHAPTER III.
, ASSOCIATION.
1 1-4. The criterion of independence.—5-10. The conception of association and
testing for the same by the comparison of percentages—11-12.
Numerical equality of the differences between the four second-order
frequencies and their independence values—13. The coefficient of
association—14. Necessity for an investigation into the causation of
an attribute A being extended to include non-^'s.
'
1. If there is no sort of relationship, of any kind, between two
attributes A and B, we expect to find the same proportion of A's
amongst the B's as amongst the non-5's. We may anticipate,
for instance, the same proportion of abnormally wet seasons in
leap years as in ordinary years, the same proportion of male to

total births when the moon is waxing as when it is waning, the
same proportion of heads whether a coin be tossed with the right
hand or the left.
Two such unrelated attributes may be termed independent, and
we have accordingly as the criterion of independence for A and B—
(AWJAP) m
m 08) K'
If this relation hold good, the corresponding relations
(B)-(P) L'
(AB)JaB) (1'
<A) («) , ■
(A0)JaB) 13
A), W
must also hold. For it follows at once from (1) that—
(B)-(AB)-(P)-(Ap)
(B)" 08)'
\
25
26 THEORY OF STATISTICS•
that is (aB) _ (a/?)
WW
and the other two identities may be similarly deduced.
2. The criterion may, however, be put into a somewhat
different and theoretically more convenient form. The equation
(1) expresses (AB) in terms of (B), (B), and a second-order fre-
quency (A/3); eliminating this second-order frequency we have—
(AB)_(AB) + (AB) (A)
(B)-(B) + (B) N,
i.e. in words, "the proportion of A's amongst the B's is the same
as in the universe at large." The student should learn to recog-
nise this equation at sight in any of the forms—
(B) N W
vxtoV^p- - (2)
(AB)_(A) (B)
Wi*vJU> f (C) \^ J ^
The equation (d) gives the important fundamental rule: If the
attributes A and B are independent, the proportion of AB's in the
universe is equal to the proportion of A's multiplied by the propor-
tion of B's.
The advantage of the forms (2) over the form (1) is that they
give expressions for the second-order frequency in terms of the
frequencies of the first-order and the whole number of observa-
tions alone; the form (1) does not.
Example i.— If there are 144 A's and 384 B's in 1024 observa-
tions, how many AB's will there be, A and B being independent?
144x384 _,
-1024- °54-
There will therefore be 54 AB's.
Example ii.—If the A's are 60 per cent., the B's 35 per cent., of
the whole number of observations, what must be the percentage
of AB's in order that we may conclude that A and B are
independent]
60x35
~T0O 21'
ASSOCIATION. 27
and therefore there must be 21 per cent. (more or less closely, cf.
§§ 7, 8 below) of AB's in the universe to justify the conclusion
that A and B are independent
3. It follows from § 1 that if the relation (2) holds for any one
of the four second-order frequencies, e.g. (AB*), similar relations
must hold for the remaining three. Thus we have directly
from (1)—
(AP)-(AB) + (APl-(A)
03) (Mj+W) N'
giving
w)-(T-
And again,
(aBl (a/3) (aB) + (a(3r (a)

(B} 08) (B) + (f3) n:
which gives
(»B) = (V< ^>=¥i
y-vv
a*
u & - * a. 9
Example iii.—In Example i. above, what would be^tne number
of afTs, A and 5 being independent 1
(a) = 1024-144 = 880
(/?) = 1024 - 384 = 640
. -. 88UX640 -„ -TT- q
1024
f.
The theorem is an important one, and the result may be
deduced more directly from first principles, replacing (AB) by
its value (A)(B)/N in the expansions—
(aB)=(B)-(A£).
(Afi) = (A)-(AB).
(afl) = (N)-(A)-(B) + (AB).
This is left as an exercise for the student.
4. Finally, the criterion of independence may be expressed in
yet a third form, viz. in terms of the second-order frequencies
alone. If A and B are independent, it follows at once from
equation (2) and the work of the preceding section that—
And evidently (aB)(Afi) is equal to the same fraction.

28
Therefore—
(AB)(a/J) = (aB)(A/3) (a))
{iS) - (a/3) wi . . . (3)
(AB) (aB)
UP) ~ H§) {c\
The equation (b) may be read "The ratio of A's to a's amongst
SeshlSila8rieq ratlo of *a t0 a'S amongst the P's," and
This form of criterion is a convenient one if all the four
second-order frequencies are given, enabling one to recognise
inde0Sendaenta * ether 0r not the two attributes are
Example iv._If the second-order frequencies have the following
values, are A and B independent or not?

(AB) =110 (aB) = 90 (.4/3) = 290 (a/3) = 510.
Clearly ■ (AB)(a/B)>(aB)(ap),
so A and B are not independent.
5. Suppose now that A and 5 are not independent, but related
in some way or other, however complicated.
Then if (AB)>^Ml
N'
A and B are said to be positively associated, or sometimes simply
associated. If, on the other hand, *""piy
(ABX^fl,
&2L2&.said t0 be negatively associated or,more bri<%,
The student should notice that these words are not used
exactly in their ordinary senses, but in a technical sense. When
A andIB are said1 to be associated, it is not meant merely that
some A a*™B% but that the number of A's which are B's exceeds
the number\obe expected if A and B are independent. Similarly
when A and £ are said to be negatively associated or disassociated

it is not mean* that no A's are B\ but that the number of A'l
which are Bsfa^h short of the number to be expected if A and B

ASSOCIATION. 29
are independent. "Association" cannot be inferred from the
mere fact that some A's are B's, however great that proportion;
this principle is fundamental, and should be always borne
in mind.
6. The greatest possible value of (AB) for given values of
If, (A), and (B) is either (.4) or (B) (whichever is the less). When
(AB) attains either of these values, A and B may be said to be
completely or perfectly associated. The lowest possible value of
(AB), on the other hand, is either zero or (A) + (B) - N (which-
ever is the greater). When (AB) falls to either of these values,
A and B may be said to be completely disassociated. Complete
association is generally understood to correspond to one or other
of the cases, "All A's are B" or "All B's are A," or it might be
more narrowly defined as corresponding only to the case when
both these statements were true. Complete disassociation may
be similarly taken as corresponding to one or other of the cases.
"No A's are B," or "no a's are B," or more narrowly to the
case when both these statements are true. The greater the
divergence of (AB) from the value (A)(B)IN towards the limit-
ing value in either direction, the greater, we may say, is the
intensity of association or of disassociation, so that we may speak
of attributes being more or less, highly or slightly associated. This
conception of degrees of association, degrees which may in fact be
measured by certain formulae (cf. § 13), is important.
7. When the association is very slight, i.e. where (AB) only
differs from (A)(B)/N by a few units or by a small proportion, it
may be that such association is not really significant of any
definite relationship. To give an illustration, suppose that a coin
is tossed a number of times, and the tosses noted in pairs; then
100 pairs may give such results as the following (taken from an
actual record) :—
First toss heads and second heads . . .26
„ „ „ tails . . .18
First toss tails and second heads . . .27
„ „ „ tails . . .29
If we use A to denote "heads" in the first toss, B "heads" in
the second, we have from the above (.4) = 44, (B) = 53. Hence
44 x 53
(A)(B)IN=-^rp = 23-32, while actually (AB) is 26. Hence
there is a positive association, in the given record, between
the result of the first throw and the result of the second. But it
is fairly certain, from the nature of the case, that such association
cannot indicate any real connection between the results of the

30 THEORY OK STATISTICS.
two throws; it must therefore be due merely to such a complex
system of causes, impossible to analyse, as leads, for example, to
differences between small samples drawn from the same material.
The conclusion is confirmed by the fact that, of a number of such
records, some give a positive association (like the above), but
some a negative association.
8. An event due, like the above occurrence of positive associa-
tion, to an extremely complex system of causes of the general nature
of which we are aware, but of the detailed operation of which we
are ignorant, is sometimes said to be due to chance, or better to
the chances or fluctuations of sampling.
A little consideration will suggest that such associations due to
the fluctuations of sampling must be met with in all classes of

statistics. To quote, for instance, from § 1, the two illustrations
there given of independent attributes, we know that in any
actual record we would not be likely to find exactly the same
proportion of abnormally wet seasons in leap years as in ordinary
years, nor exactly the same proportion of male births when the
moon is waxing as when it is waning. But so long as the diver-
gence from independence is not well-marked we must regard such
attributes as practically independent, or dependence as at least
unproved.
The discussion of the question, how great the divergence must
be before we can consider it as "well-marked," must be postponed
to the chapters dealing with the theory of sampling. At present the
attention of the student can only be directed to the existence of
the difficulty, and to the serious risk of interpreting a "chance
association " as physically significant.
9. The definition of § 5 suggests that we. are to test the
existence or the intensity of association between two attributes

by a comparison of the actual value of (AB) with its independence-
value (as it may be termed) (A)(B)/lf. The procedure is from the
theoretical standpoint perhaps the most natural, but it is usual,
in practice, to adopt a method of comparing proportions, e.g. the
proportion of A's amongst the B's with the proportion in the
universe at large. Such proportions are usually expressed in the
form of percentages or proportions per thousand.
A large number of such comparisons are available for the
purpose, as indicated by the inequalities (4) below, which all
hold good for the case of positive association between A and
B. The first two, (a) and (b), follow at once from the definition
of § 5, (c) and (d) follow from (a) and (6), on multiplying
across and expanding (A) and N in the first case, (B) and N
in the second. The deduction of the remainder is left to the
student.
ASSOCIATION.
31
(AB) (A)
(B)> N
(AB) (B)
U) N
(a)
(AB) (Aft
(S) > 08)
(AB) (aB)
\A) > (a)
(d)
(^) 04)
(j8) < ^
W)^ 03)
(/)
(afl) (a)
(a5) (B)
(?)
(A)
(«) ^
(a/3) M
(«0L (/3)
(i)
(A)
(ft ^
(«) *
(a/3) (afl)
03) <*)
m.(AB)
(0
(»)
(a) M)
The question arises then, which is the best comparison to adopt?
10. Two principles should decide this point: (1) of any two
comparisons, that is the better which brings out the more clearly
the degree of association; (2) of any two comparisons, that is
the better which illustrates the more important aspect of the
problem under discussion.
The second condition will generally exclude all the comparisons
(e)-(m), for the capital letters will naturally be used to denote
the important aspect of the character. We will generally be
concerned, for instance, with the proportion of A's amongst the
B's as compared with the B's (as in (c)), and not with the propor-
tion of the a's in those two universes (as in (/)); or with the
proportion of A's amongst the B'a as compared with the whole
universe (a), and not with the proportion of a's amongst the
yS's as compared with the whole universe (j). That is simply the
natural method of using the notation. We may confine our
attention accordingly to the comparisons (a)-(d). Of these
four, (c) or (d) is generally to be preferred to (a) or (b), for the
reason that either of the latter may give a misleading impression
as to the intensity of the association. We have in fact—
(A) JAB) (B) (AB) 03)
N (B) . N + (0) . N.
Hence if (B)/N be large compared with (B)/N, (A)jN will
approach the value (AB)/(B) and the association will appear
to be very small, even though (AB)/(B) and (AB)/(B) differ
considerably. Suppose, for example, in some given case, for a
considerable number of observations—
(AB)/(B) =-70
(AB)/(B) = -40
this would mean a considerable positive association between
A and B. But if it were only stated that—
(AB)/(B)=-70 (A)IN=-Q7
the association would appear to be small. Yet the two state-
ments are equivalent if (B)/N=Q-9, for then we have—
(A)/N= -7 x -9 + -4 x -1 = -67
The meaning of (a) or (6), in fact, cannot be fully realised
unless the value of (B)/JV (or (A)/N in the second case) is known,
and therefore (c) is to be preferred to (a), and (d) to (b). An
exception may, however, be made in cases where the proportion
of B's (or A's) in the universe is very small, so that (A)/N
approaches closely to (Afi)/((}) or (B)IN to (aB)/(a) (cf. Example
vi. below).
There still remains the choice between (a) and (l,), or between
(c) and (d). This must be decided with reference to the second
principle, i.e. with regard to the more important aspect of the
problem under discussion, the exact question to be answered,
or the hypothesis to be tested, as illustrated by the examples
below. Where no definite question has to be answered or
hypothesis tested both pairs of proportions may be tabulated,
as in Example vi. again.
Example v.—Association between sex and death. (Material
from 64th Annual Report Reg. General. [Cd. 1230] 1903.)
Males in England and Wales, 1901 . . 15,773,000
Females „ „ . . 16,848,000
Of the Males died 285,618
Of the Females died 265,967
We may denote the number of males by (A), the number of
deaths by (B); then the natural comparison is between (AB)/(A)
and (aB)/(a), i.e. the proportion of males that died and the
proportion of females. We find—
(AB) 285,618
(A) 15,773,000
(aB) 265,967
(a) 16,848,000
Therefore (AB)/(A)>(aB)/(a), and there is positive association
between male-sex and death. It is usual to express proportions

ASSOCIATION. 33
of deaths, births, marriages, etc., to the population as rates per
thousand; so that the above figures would be written—
. Death-rate among Males . . 18-1 per thousand.
„ „ Females . . 15-8 ,,
A comparison of the death-rate among males with the death-
rate for the whole population would be equally valid, but it
should be remembered that the latter depends on the sex-ratio
as well as on the causes that determine the death-rates amongst
males and females. The above figures give—
Death-rate among males . . 18'1 per thousand.
„ for whole population . 16-9 „
This brings out the difference between the death-rates of
males and of the whole population, but is not so clear an indica-

tion of the difference between males and females, which is the
point to be investigated.
A comparison of the form (4) (c) is again valid for testing the
association, but the form is not desirable, illustrating very well
the remarks on the opposite page. Statisticians are concerned
with death-rates, and not with the sex-ratios of the living and
the dead. The student should learn, however, to recognise such
forms of statement as the following, as equivalent to the above :—
Proportion of males amongst those I -, 9 ,, ,
,f , ,. ". ," ° > 518 per thousand,
that died in the year . . . ) r
Proportion of males amongst those \ ion
that did not die in the year . )"
Since (AB)j(B)>(Af3)j(/3), it follows, as before, that there is
positive association between A and B.
Example vi.—Deaf-mutism and Imbecility. (Material from
Census of 1901. Summary Tables. [Cd. 1523.])

Total population of England and Wales . . 32,528,000
Number of the imbecile (or feeble-minded) . 48,882
Number of deaf-mutes . . . . . 15,246
Number of imbecile deaf-mutes . . . 451
Required, to find whether deaf-mutism is associated with
imbecility.
We may denote the number of the imbecile by (A), of deaf-
mutes by (B). One of the comparisons (a) or (b) may very well
be used in this case, seeing that (A)IN and (B)/N differ very
little from (AB)/(p) and (aB)I(a.) respectively. The question
3
whether to give the preference to (a) or to (b) depends on the
nature of the investigation we wish to make. If it is desired to
exhibit the conditions among deaf-mutes (a) may be used :—
Proportion of imbeciles among deaf-1 29.g thougand.
mutes = (AB)/(B) . . . J r
Proportion of imbeciles in the whole I "►
population = (A)IN . . . )
If, on the other hand, it is desired to exhibit the conditions
amongst the imbecile, (6) will be preferable.
Proportion of deaf-mutes amongst I Q 0 ,, A
the imbecile (AB)/(A) . . ( 9'J Per thousand'
Proportion of deaf-mutes in the I „-
whole population (B)IN . . J"

Either comparison exhibits very clearly the high degree of asso-
ciation between the attributes. It may be pointed out, however,
that census data as to such infirmities are very untrustworthy.
Example vii.—Eye-colour of father and son (material due
to Sir Francis Galton, as given by Professor Karl Pearson, Phil.
Trams., A, vol. cxcv. (1900), p. 138; the classes 1, 2, and 3 of the
memoir treated as light).
Fathers with light eyes and sons with light eyes (AB) . 471
not light „ (A/3) . 151
„ not light „ light „ (aB) . 148
not light „ (ai8) . 230
Eequired to find whether the colour of the son's eyes is
associated with that of the father's. In cases of this kind the
father is reckoned once for each son; e.g. a family in which the
father was light-eyed, two sons light-eyed and one not, would be
reckoned as giving two to the class AB and one to the class Aft.
The best comparison here is—

Percentage of light-eyed amongst the sons I n„ ,
of light-eyed fathers . . . . / 'b per Cent'
Percentage of light-eyed amongst the sons I „„
of not-light-eyed fathers ... J"
But the following is equally valid—
Percentage of light-eyed amongst the I »fi ,
fathers of light-eyed sons . . . )"
Percentage of light-eyed amongst the ) ,„
fathers of not-light-eyed sons . . J"

ASSOCIATION. 35
The reason why the former comparison is preferable is, that we
usually wish to estimate the character of offspring from that of
the parents, and define heredity in terms of the resemblance of
offspring to parents. We do not, as a rule, want to make use of
the power of estimating the character of parents from that of their
offspring, nor do we define heredity in terms of the resemblance
of parents to offspring. Both modes of statement, however,
indicate equally clearly the tendency to resemblance between
father and son.
11. The values that the four second-order frequencies take in
the case of independence, viz.—
(jm WW (jm {*w
N' if' N' N'

are of such great theoretical importance, and of so much use as
reference-values for comparing with the actual values of the
frequencies (AB) (aB) (A/3) and (a/3), that it is often desirable to
employ single symbols to denote them. We shall use the symbols—
If 8 denote the excess of (AB) over (AB)W then we have—
(aB) = (B)-(AB) = (B)-(AB)0-S
[ST-(A)](B)
= (aB)0 - 8.
.: (AB)-(AB)0^(aB)0-(aB).
Similarly it may be shown that—■
(AB) = (A8)0-8.
(aB) ={aB)0 +8
Therefore, quite generally we have—
(AB) - (AB)0 = (aB) - (cB)0 = (AB)0 - (AB) = (aB)0 - (aB).
Supposing, for example,
iV=100 (A) = 60 (B) = 45

then
(AB)0 = 27 (aB\= 18 (^3)o = 33 (a/3)0 = 22.

If, now, A and B are positively associated, and (.42?) = say 35,
then (aB) = 45 - 35 - 10, (A/3) = 60 - 35 = 25, (a/3) =100-60-45
+ 35 = 30, and we have—
35 - 27 = 30 - 22 = 18 - 10 = 33 - 25 = 8.
Similarly, if A and B be disassociated and (AB) = say 19, the student
will find that—
(AB) = 19 (olB) = 26 (.4/3) = 41 (a/3) = U
and 19 - 27 = 14 - 22 = 18 - 26 = 33 - 41 = - 8.
12. The value of this common difference 8 may be expressed
in a form that it is useful to note. We have by definition
8 = (AB)-(AB)0 = (AB)-(^p.
Bring the terms on the right to a common denominator, and
express all the frequencies of the numerator in terms of those of

the second order; then we have—
g = 1 I (AB)[(AB) + (aB) + (AB) + (a/3)])
N\ -[(AB) + (AB)l(AB) + (aB)f"}
= ±{(AB)(aB)-(*BXAB)}.
That is to say, the common difference is equal to l/7Vth of the
difference of the "cross products" (AB)(afi) and (aB)(AB); e.g.
taking the examples of § 11, we have
8 = lôl 35x30-25x10 i =8
and 8 = y^| 19x14-26x41 i =-8.
It is evident that the difference of the cross-products may be
very large if N be large, although 8 is really very small. In
using the difference of the cross-products to test mentally the
sign of the association in a case where all the four second-order
frequencies are given, this should be remembered: the difference
should be compared with N, or it will be liable to suggest a higher
degree of association than actually exists.
Example viii.—The following data were observed for hybrids of

ASSOCIATION.
37
Datura (W. Bateson and Miss Saunders, Report to the Evolution
Committee of the Royal Society, 1902):—
Flowers violet, fruits prickly (AB)
,, „ smooth (A0)
Flowers white, „ prickly (aB)
„ „ smooth (afi)
47
12
21
Investigate the association between colour of flower and char-
acter of fruit.
Since 3x47 = 141, 12x21 = 252, i.e. (AB) (ap)<(aB) (A/3),
there is clearly a negative association; 252-141 = 111, and at
first sight this considerable difference is apt to suggest a consider-
able association. But 8 = 111/83 = l-3 only, so that in point of
fact the association is small, so small that no stress can be laid
on it as indicating anything but a fluctuation of. sampling.
Working out the percentages we have—
Percentage of violet-flowered plants with L. .
. i - . .. ?ou per cent,
prickly fruits . . . . . ) r
Percentage of white-flowered plants with I £•«
prickly fruits ..... I"
13. While the methods used in the preceding pages suffice for
most practical purposes, it is often very convenient to measure
the intensities of association in different cases by means of some
formula or " coefficient," so devised as to be zero when the attributes
are independent, + 1 when they are completely associated, and

- 1 when they are completely disassociated, in the sense of § 6. If
we use the term "complete association" in the wider sense there
defined, we have, grouping the frequencies in a small table in a
way that is sometimes convenient, the three cases of complete
association:—
U)
(2)
(3)
(AB)
(A)
(AB)
(AB)
(A)
(AB)
(A)
WB)
(o/3)
(a)
(a0)
(a)
(«/8)
(a)
(B)
(/»)
(B)
03)
(B)
(/3)
In the first case all A's are B, and so (Afi) = 0; in the second
all B's are A and so (aB) = 0; and in the third case we have (A) =
38
(B) = (AB), so that all A's are B and also all B's are A. The
three corresponding cases of complete disassociation are—
(4)
(5)
(6)
U$)
(y<)
(AB)
M/3)
M)
0
(AV)
uo
(■*)
(«S)
(a)
(aB)
(a)
(•£)
(a)
(*)
(/8)
(-B)
(/3)
N
(-B)
(/»)
It is required to devise some formula which shall give the value
+ 1 in the first three cases, - 1 in the second three, and shall also
be zero where the attributes are independent. Many such
formulae may be devised, but perhaps the simplest possible is the
expression—
_(AB)(aP)-(A/3)(aB)
V (AB)(a(l) + (Ap)(aB)
-(AB)(ap) + (A/3)(aB)
—where S is the symbol used in the two last sections for the
difference (AB) - (AB)a. It is evident that Q is zero when the
attributes are independent, for then 8 is zero: it takes the value + 1
when there is complete association, for then the second term in
both numerator and denominator of the first form of the expression
is zero: similarly it is - 1 where there is complete disassociation,
for then the first term in both numerator and denominator is
zero. Q may accordingly be termed a coefficient of association.
As illustrations of the values it will take in certain cases, the
association between deaf-mutism and imbecility, on the basis of
the English census figures (Example vi.) is +0-91; between light
eye colour in father and in son (Example vii.) + 0-66; between
colour of flower and prickliness of fruit in Datura (Example viii.)
- 0.28, an association which, however, as already stated, is
probably of no practical significance and due to mere fluctua-
tions of sampling.
The coefficient is only mentioned here to direct the attention
of the student to the possibility of forming such a measure of
association, a measure which serves a similar purpose in the case
of attributes to that served by certain other coefficients in the cases
of manifold classification (cf. Chap. V.) and of variables (cf.

ASSOCIATIONs. 39
Chap. IX., and the references to Chaps. X. and XVI.). For
further illustrations of the use of this coefficient the reader is
referred to the reference (1) at the end of this chapter; and for a
mode of deducing another coefficient, based on theorems in the
theory of variables, which has come into more general use, to ref.
(3). Reference should also be made to § 10 of Chap. XI.
14. In concluding this chapter, it may be well to repeat, for the
sake of emphasis, that (cf. § 5) the mere fact of 80, 90, or 99 per
cent. of A's being B implies nothing as to the association of A
with B; in the absence of information, we can but assume that
80, 90, or 99 per cent. of o's may also be B. In order to apply
the criterion of independence for two attributes A and B, it is
necessary to have information concerning a's and y3's as well as

A's and .B's, or concerning a universe that includes both a's and
A's, /3's and B's. Hence an investigation as to the causal
relations of an attribute A must not be confined to A's, but must
be extended to a's (unless, of course, the necessary information
as to a's is already obtainable): no comparison is otherwise
possible. It would be no use to obtain with great pains the
result (cf. Example vi.), that 29-6 per thousand of deai-mutes
were imbecile unless we knew that the proportion of imbeciles
in the whole population was only 1-5 per thousand; nor would
it contribute anything to our knowledge of the heredity of deaf-
mutism to find out the proportion of deaf-mutes amongst the
offspring of deaf-mutes unless the proportions amongst the off-
spring of normal individuals were also investigated or known.
REFERENCES.
(1) Yule, G. U., "On the Association of Attributes in Statistics," Phil.
Trans. Roy. Soc, Series A, vol. cxciv., 1900, p. 257. (Deals fully
with the theory of association: the association coefficient of § 13

suggested.)
(2) Yule, G. U., "Notes on the Theory of Association of Attributes in Statis-
tics," Biometrika, vol. ii., 1903, p. 121. (Contains an abstract of the
principal portions of (1) and other matter.)
(3) Pearson, Karl, "On the Correlation of Characters not Quantitatively
Measurable," Phil. Trans. Roy. Soc, Series A, vol. exev., 1900, p. 1.
(Deals with the problem of measurement of intensity of association
from the standpoint of the theory of variables, giving a method which
has since been largely used: only the advanced student will be able to
follow the work.) •
(4) Lipps, G. F., " Die Bestimmungder Abhangigkeit zwischenden iterkmalen
eines Gegenstandes," Berichte d. math.-phys. Klasse d. kgl. Sachsischen
Gesellschaft d. Wissenschaften ; Leipzig, Feb. 1905. (Deals with the
general theory of the dependence between two characters, however
classified: the coefficient of association of § 13 is again suggested inde-
pendently. )
40
EXERCISES.
1. At the census of England and Wales in 1901 there were (to the nearest
1000) 15,729,000 males and 16,799,000 females; 3497 males were returned
as deaf-mutes from childhood, and 3072 females.
State proportions exhibiting the association between deaf-mutism from
childhood and sex. How many of each sex for the same total number would
have been deaf-mutes if there had been no association?
2. Show, as briefly as possible, whether A and B are independent,
positively associated, or negatively associated in each of the following cases :—
(a) N =5000
(b) (A) = 490
(c) (AB) = 256

(A) =2350
(AB) = 294
(aB) = 768
(B) =3100
(a) = 570
(A$) = 48
(AB) = 1600
(aB) = 380
(a$) = 144
3. (Figures derived from Darwin's Cross- and Self-fertilisation of Plants,"
cf. ref. 1, p. 294.) The table below gives the numbers of plants of certain
species that were above or below the average height, stating separately those
that were derived from cross-fertilised and from self-fertilised parentage.
Investigate the association between height and cross-fertilisation of parent-
age, and draw attention to any special points you notice.
Parentage Cross-fer-
tilised. Height—
Parentage Self-fer-
tilised. Height—
Species.
Above
Average.
Below
Average.
Above
Average.
Below
Average.
Ipomsea purpurea
Petunia violacea
Reseda lutea
Reseda odorata .
Lobelia fulgens.
63
61
25
39
17
10
16
16
17
18
13
11
25
12
55
64
21
30
22
4. (Figures from same source as Example vii. p. 34, but material differently
grouped ; classes 7 and 8 of the memoir treated as "dark.") Investigate the
association between darkness of eye-colour in father and son from the following
ASSOCIATION.
41
Also tabulate for comparison the frequencies that would have been observed
had there been strict independence between eye colour of husband and eye
colour of wife, i.e. the values of (AB)0, etc., as in question 4.
6. (Figures from the Census of England and Wales, 1891, vol. iii.: the data
cannot be regarded as trustworthy.) The figures given below show the
number of males in successive age groups, together with the number of the
blind (A), of the mentally-deranged (B), and the blind mentally-deranged
(AB). Trace the association between blindness and mental derangement
from childhood to old age, tabulating the proportions of insane amongst the
whole population and amongst the blind, and also the association coefficient.
Give a short verbal statement of your results.
5-
15-
25-
35-
46-
65-
65-
444,896
75 and
upwards.
3,304,230
2,712,521
2,089,010
1,611,077
1,191,789
770•124
161.692
(A)
844
1,184
1,166
1,501
1752
1,905
1,932
1,701
(B)
2,820
6,226
8,482
9,214
8•187
6,799
3,412
1,098
(AB)
17
19
19
31
32
34
22
7. Show that if
(AB\ (a/?)! (AB\ (afS)!
(AB)s (ag)2 (^/3)2 (a<8)2
be two aggregates corresponding to the same values of (A), (B), (a), and (0),
(AB\ - (AB)2=(a5)a- (a5)! = (Afts - (A$\ = (a^ - (a/3)2.
8. Show that if
S = (A£)-(AB)0
(ABf + (a$f-(aBf-U0f=l(A)-(a)l(B)-($)] + 2N.S.

CHAPTER IV.
PARTIAL ASSOCIATION.
1-2. Uncertainty in interpretation of an observed association—3-5. Source of
the ambiguity: partial associations—6-8. Illusory association due
to the association of each of two attributes with a third—9. Estima-
tion of the partial associations from the frequencies of the second
order—10-12. The total number of associations for a given number
of attributes—13-14. The case of complete independence.
1. If we find that in any given case
. (AB)> or <^
all that is known is that there is a relation of some sort or kind
between A and B. The result by itself cannot tell as whether
the relation is direct, whether possibly it is only due to "fluctuations
of sampling" (c/. Chap. III. §§ 7-8), or whether it is of any other

particular kind that we may happen to have in our minds at the
moment. Any interpretation of the meaning of the association is
necessarily hypothetical, and the number of possible alternative
hypotheses is in general considerable.
2. The commonest of all forms of alternative hypothesis is of
this kind: it is argued that the relation between the two attributes
A and B is not direct, but due, in some way, to the association of
A with C and of B with C. An illustration or two will make the
matter clearer:—
(1) An association is observed between "vaccination" and
"exemption from attack by small-pox," i.e. more of the vaccinated
than of the unvaccinated are exempt from attack. It is argued
that this does not imply a protective effect of vaccination, but is
wholly due to the fact that most of the unvaccinated are drawn from
the lowest classes, living in very unhygienic conditions. Denoting
vaccination by A, exemption from attack by B, hygienic conditions by
C, the argument is that the observed association between A and B

is due to the associations of both with C.
42
PARTIAL ASSOCIATION. 43
(2) It is observed, at a general election, that a greater
proportion of the candidates who spent more money than their
opponents won their elections than of those who spent less. It
is argued that this does not mean an influence of expenditure on
the result of elections, but is due to the fact that Conservative
principles generally carried the day, and that the Conservatives
generally spent more than the Liberals. Denoting winning by A,
spending more than the opponent by B, and Conservative by C, the
argument is the same as the above (cf. Question 9 at the end of
the chapter).
(3) An association is observed between the presence of some
attribute in the father and its presence in the son; and also
between the presence of the attribute in the grandfather and its

presence in the grandson. Denoting the presence of the attribute
in son, father, and grandfather by A, B, and C, the question arises
whether the association between A and C may not be due solely
to the associations between A and B, B and C, respectively.
3. The ambiguity in such cases evidently arises from the fact
that the universe of observation, in each case, contains not
merely objects possessing the third attribute alone, or objects
not possessing it, but both.
If the universe were restricted to either class alone the given
ambiguity would not arise, though of course others might remain.
Thus, in the first illustration, if the statistics of vaccination
and attack were drawn from one narrow section of the population
living under approximately the same hygienic conditions, and an
association were still observed between vaccination and exemption
from attack, the supposed argument would be refuted. The fact
would prove that the association between vaccination and
exemption could not be wholly due to the association of both with

hygienic conditions.
Again, in the second illustration, if we confine our attention to
the "universe " of Conservatives (instead of dealing with candidates
of both parties together), and compare the percentages of Conserva-
tives winning elections when they spend more than their opponents
and when they spend less, we shall avoid the possible fallacy. If
the percentage is greater in the former case than in the latter, it
cannot be for the reasons suggested in § 2.
The biological case of the third illustration should be similarly
treated. If the association between A and C be observed for
those cases in which all the parents, say, possess the attribute, or
else all do not, and it is still sensible, then the association first
observed between A and C for the whole universe cannot have
been due solely to the observed associations between A and B, B
and C.
4. The associations observed between the attributes A and B
in the universe of C's and the universe of y's may be termed
partial associations, to distinguish them from the total associations
observed between A and B in the universe at large. In terms of
the definition of § 5 of Chap. III., A and B will be said to be posi-
tively associated in the universe of C's (cf. § 4 of Chap. II.) when
(ABC)><^p • " • • (1)
and negatively associated in the converse case.
As in the simpler case, the association is most simply tested by
a comparison of percentages or proportions (§ 9, Chap. III.),
although for some purposes the "coefficient of association " may be
useful. Confining our attention to the more fundamental method,
if A and B are positively associated within the universe of C's, we

must have, to quote only the four most convenient comparisons
(cf. (4) (a)-(d), Chap. III. p. 31),
(ABC) (AC) (ABC) (BC)
(BC) > (C) K' (AC) > (C) w
(ABC) (ABC) . (ABC) (aBC)
(BC) > (BC) [-' (AC) > (aC) W
(2)
These inequalities may easily be rewritten for any other case by
making the proper substitutions in the symbols; thus to obtain
the inequalities for testing the association between A and C in
the universe of B's, B must be written for C, B for y, and vice
versa., throughout; it being remembered that the order of the
letters in the class symbol is immaterial. The remarks of § 10,
Chap. III., as to the choice of the comparison to be used, apply of
course equally to the present case.
5. Though we shall confine ourselves in the present work to
the detailed discussion of the case of three attributes, it should be

noticed that precisely similar conceptions and formulse to the
above apply in the general case where more than three attributes
have been noted, or where the relations of more than three have
to be taken into account. If, when it is observed that A and B
are still associated within the universe of C's, it is argued that
this is due to the association of both A and B with D, the argu-
ment may be tested by still further limiting the field of observa-
tion to the universe CD. If
(ABcn)>^mm,
A and B are positively associated within the universe of CD's,
and the association cannot be wholly ascribed to the presence and

absence of D as suggested, nor to the presence and absence of
C and D conjointly. If it be then argued that the presence
and absence of E is the source of association, the process may
be repeated as before, the association of A and B being tested
for the universe CDE, and so on as far as practicable.
Partial associations thus form the basis of discussion for any
case, however complicated. The two following examples will
serve as illustrations for the case of three attributes.
Example i.—(Material from ref. 5 of Chap. I.)
The following are the proportions per 10,000 of boys observed
with certain classes of defects, amongst a number of school
children. (A) denotes the number with development defects, (B)
with nerve-signs, (D) the number of the "dull."

ilT 10,000 (AS) 338
(A) 877 (AD) 338
(B) 1,086 (BD) 455
(D) 789 (ABB) 153
The Report from which the figures are drawn concludes that "the
connecting link between defects of body and mental dulness is
the coincident defect of brain which may be known by observation
of abnormal nerve-signs." Discuss this conclusion.
The phrase "connecting link" is a little vague, but it may
mean that the mental defects indicated by nerve-signs B may
give rise to development-defects A, and also to mental-dul-
ness D; A and D being thus common effects of the same cause
B (or another attribute necessarily indicated by B), and not
directly influencing each other. The case is thus similar to that
of the first illustration of § 2 (liability to small-pox and to non-
vaccination being held to be common effects of the same circum-
stances), and may be similarly treated by investigation of the

partial associations between A and D for the universes B and ft.
As the ratios (A)/N, (B)/N, (D)/N are small, comparisons of the
form (4) (a) or (b) of Chap. III. (p. 31), or (2) (a) (b) above, may
very well be used (cf. the remarks in § 10 of the same chapter,
pp. 31-2).
The following figures illustrate, then, the association between
A and D for the whole universe, the .8-universe and the /?-
universe:—
For the entire material:—
789
Proportion of the dull = (D)1N . . . = '°" = 7 9 percent.
„ ,, defectively developed who \- 338 -„„.,.
were dull=(AD)/(A) . . . - / 877

For those exhibiting nerve signs :—
Proportion of the dull = (BD/(B) . . = —|- = 4199 per cent.
,, „ defectively developed who \ _ 153 _iK.o
were dull = (ABD)/(AB). . . .J~l38
For those not exhibiting nerve signs :—
Proportion of the dull = (jB2))/(fl) . . = 3U = 87 „
,, ,, defectively developed who \ _ 185 _oi.o
were dull = (A$D)/(Afl) . . . . J—539~
The results are extremely striking; the association between A
and D is very high indeed both for the material as a whole (the
universe at large) and for those not exhibiting nerve-signs (the
/3-universe), but it is very small for those who do exhibit nerve-
signs (the iJ-universe).

This result does not appear to be in accord with the conclusion
of the Report, as we have interpreted it, for the association
between A and D in the /3-universe should in that case have
been very low instead of very high. •
Example ii.—Eye-colour of grandparent, parent and child.
(Material from Sir Francis Galton's Natural Inheritance (1889),
table 20, p 216. The table only gives particulars for 78 large
families with not less than 6 brothers or sisters, so that the
material is hardly entirely representative, but serves as a good
illustration of the method.) The original data are treated as in
Example vii. of the last chapter (p. 34). Denoting a light-eyed
child by A, parent by B, grandparent by C, every possible line of
descent is taken into account. Thus, taking the following two
lines of the table,
Children
Parents
Grandparents
A. a.
B. 0.
0. y
Light-eyed. ^tyed.
Light-eyed. Lign™yed.
Light-eyed. Light°eyed.
45
11
13
34
11
40
the first would give 4x1x1=4 to the class ABC, 4x1x3 = 12 to
the class ABy, 4 to AfiC, 12 to A/3y, 5 to aBC, 15 to aBy, 5 to
a.f$G, and 15 to a/?y; the second would give 3x1x4 = 12 to the
class ABC, 12 to AfiC, 16 to aBC, 16 to aj3C, and none to the re-
mainder. The class-frequencies so derived from the whole table are,
(ABC)
1928
(aBC)
303
(ABy)
596
(aBy)
225
(A(iC)
552
UpC)
395
(48y)
508
Wy)
501
The following comparisons indicate the association between
grandparents and parents, parents and children, and grand-
parents and grandchildren, respectively :—
Grandparents and Parents.
Proportion of light-eyed amongst the \ _ (-£i£)_ 2281 _,-.„ ,.._„_».
children of light-eyed grandparents/ (C) 3178"
Proportion of light-eyed amongst the \ (By) 821
children of not-light-eyed grand-J-= -7—r-=rjg7j = 44-9 ,,
parents J »"
Parents and Children.
Proportion of light-eyed amongst the \ _ Mj#) _ 2524 _
children of light-eyed parents . / ~ (B) 3U52 ai ' Per cenl-
Proportion of light-eyed amongst the \ _(^/3) _ 1060 _

children of not-light-eyed parents. / (/3) 1956"
In both the above cases we are really dealing with the
association between parent and offspring, and consequently the
intensity of association is, as might be expected, approximately
the same; in the next case it is naturally lower:—
Grandparents and Grandchildren.
Proportion of light-eyed amongst the ^ (AC) 2480
grandchildren of light-eyed grand- J- = 77^- = jjr-^5 = 78 "0 per cent.
parents J (C) 3178
Proportion of light-eyed amongst the \ (Ay) 1104
grandchildren of not-light-eyed J-= -j\ = TooTi= 60.3 ,,
grandparents . . . . J"'
We proceed now to test the partial associations between grand
parents and grandchildren, as distinct from the total associations
given above, in order to throw light on the real nature of the
inheritance. There are two such partial associations to be
tested: (1) where the parents are light-eyed, (2) where they are
not-light-eyed. The following are the comparisons :—
Grandparents and Grandchildren: Parents light-eyed.
Proportion of light-eyed amongst the ) (ABC) 1928
grandchildren of light-eyed grand- > = TJ>7;\ =2231 = ^ ^ Per
parents 1
Proportion of light-eyed amongst the "1 (ABy) 596
grandchildren of not-light-eyed J-= yB-r = oo7"= 72 6 ,.
grandparents . . . . J '"
Grandparents and Grandchildren: Parents not-light-eyed•
Proportion of light-eyed amongst the 1 (ABC) 552
roportion of light-eyed amongst the 1 (ABC) 552
grandchildren of light-eyed grand- [ = ~(W7n = "047"= ^.3 per cent.
parents )<-(>)
)\JABy)
j (/37) .
Proportion of light-eyed amongst the "I (ABy) 508
grandchildren of not-light-eyed J- = .„ 7 = -TKna ~ 60 .3
grandparents . . . y>
In both cases the partial association is quite well-marked and
positive; the total association between grandparents and grand-
children cannot, then, be due wholly to the total associations

between grandparents and parents, parents and children, re-
spectively. There is an ancestral heredity, as it is termed, as
well as a parental heredity.
We need not discuss the partial association between children and
parents, as it is comparatively of little consequence. It may be
noted, however, as regards the above results, that the most
important feature may be brought out by stating three ratios
only.
If A and B are positively associated, (AB)/(B) > (A)/N.
If A and C are positively associated in the universe of B's,
(ABC)/(BC) > (AB)/(B). Hence (A)/'N, (AB)/(B), and (ABC)/(BC)
form an ascending series. Thus we have from the given data—
^Sin^ne?^ "7""!} = W =7^6 per cent.
Proportion of light-eyed amongst the \ _ , j B> 1. c\ _ on.'r
children of light-eyed parents . J - U"*VW -«"' i.
Proportion of light-eyed amongst the.j
children of light-eyed parents and V =(ABC)/(BC) = 86-A „

grandparents . . J
If the great-grandparents, etc., etc., were also known, the series
might be continued, giving (ABCD)/(BCD), (ABCDE)j(BCDE),
and so forth. The series would probably ascend continuously
though with smaller intervals, A and D being positively associated
in the universe of BG's, A and E in the universe of BCD's, etc.
6. The above examples will serve to illustrate the practical
application of partial associations to concrete cases. The general
nature of the fallacies involved in interpreting associations
between two attributes as if they were necessarily due to the
most obvious form of direct causation is more clearly exhibited
by the following theorem :—
If A and B are independent within the universe of C's and also
within the universe of y's, they will nevertheless be associated
within the universe at large, unless C is independent of either A
or B or both.
The two data give—
(AC)(BC)
(ABC)--
(G)
(3)
(ABy) = (Ay)(By) = [(A)-(AG)]m-(BC)]
(y) (y)
Adding them together we have—
Write, as in § 11 of Chap. III. (p. 35)—
(A^J^m mjvp, (Bo.-iMQ,
subtract (AB)0 from both sides of the above equation, simplify,
and we have
(AB) - (AB)0 = (0j^[(AC) - (AC)Q][(BC) - (BC\] . (4)

This proves the theorem; for the right-hand side will not be
zero unless either (AC) = (AC)0 or (BC) = (BC)0.
7. The result indicates that, while no degree of heterogeneity
in the universe can influence the association between A and B
if all other attributes are independent of either A or B or both,
an illusory or misleading association may arise in any case where
there exists in the given universe a third attribute C with which
both A and B are associated (positively or negatively). If both
associations are of the same sign, the resulting illusory association
between A and B will be positive; if of opposite sign, negative.
The three illustrations of § 2 are all of the first kind. In (1) it
is argued that the positive associations between vaccination and
hygienic conditions, exemption from attack and hygienic conditions,
give rise to an illusory positive association between vaccination
and exemption from attack. In (2) it is argued that the positive
associations between conservative and winning, conservative and
spending more, give rise to an illusory positive association between

winning and spending more. In (3) the question is raised whether
the positive association between grandparent and grandchild may
not be due solely to the positive associations between grandparent
and parent, parent and child.
Misleading associations of this kind may easily arise through
4
the mingling of records, e.g. respecting the two sexes, which a
careful worker would keep distinct.
Take the following case, for example. Suppose there have been
200 patients in a hospital, 100 males and 100 females, suffering
from some disease. Suppose, further, that the death-rate for males
(the case mortality) has been 30 per cent., for females 60 per cent.
A new treatment is tried on 80 per cent. of the males and 40 per
cent. of the females, and the results published without distinction
of sex. The three attributes, with the relations of which we are
here concerned, are death, treatment and male sex. The data show
that more males were treated than females, and more females
died than males; therefore the first attribute is associated nega-
tively, the second positively, with the third. It follows that there
will be an illusory negative association between the first two—
death and treatment. If the treatment were completely inefficient
we would, in fact, have the following results :—
Males.
Females.
Total•
Treated and died .
24
24
48
„ and did not die
56
16
72
Not treated and died
36
42
„ and did not die .
14
24
38
i.e. of the treated, only 48/120 = 40 per cent. died, while of those
not treated 42/80 = 52.5 per cent. died. If this result were stated
without any reference to the fact of the mixture of the sexes, to
the different proportions of the two that were treated and to the
different death-rates under normal treatment, then some value in
the new treatment would appear to be suggested. To make
a fair return, either the results for the two sexes should be
stated separately, or the same proportion of the two sexes
must receive the experimental treatment. Further, care would
have to be taken in such a case to see that there was no
selection (perhaps unconscious) of the less severe cases for treat-
ment, thus introducing another source of fallacy (death positively
associated with severity, treatment negatively associated with
severity, giving rise to illusory negative association between
treatment and death).
A misleading association between the characters of parent and
offspring might similarly be created if the records for male-male
and female-female lines of descent were mixed. Thus suppose 50
per cent. of males and 10 per cent. of females exhibit some
attribute for which there is no association in either line, then we
would have for each line and for a mixed record of equal
numbers—
Male line. Female line. Mixed record
•25
17
J)
)I
I 25
17
))
J)
I 25
81
53
JI
Parents with attribute and OK , . , Q ,
•.•• ... } 25 percent. 1 per cent. 13 per cent.
children with . . J r r r
Parents with attribute and
children without .
Parents without attribute
and children with
Parents without attribute
and children without .
Here 13/30 = 43 per cent. of the offspring of parents with the
attribute possess the attribute themselves, but only 17/70 = 24
per cent. of the offspring of parents without the attribute. The
association between attribute in parent and attribute in offspring
is, however, due solely to the association of both with male sex.
The student will see that if records for male-female and female-
male lines were mixed, the illusory association would be negative,
and that if all four lines were combined there would be no illusory
association at all.
8. Illusory associations may also arise in a different way
through the personality of the observer or observers. If the
observer's attention fluctuates, he may be more likely to notice
the presence of A when he notices the presence of B, and vice
versd; in such a case A and B (so far as the record goes) will both
be associated with the observer's attention C, and consequently
an illusory association will be created. Again, if the attributes
are not well defined, one observer may be more generous than
another in deciding when to record the presence of A and also
the presence of B, and even one observer may fluctuate in the
generosity of his marking. In this case the recording of A and
the recording of B will both be associated with the generosity
of the observer in recording their presence, C, and an illusory
association between A and B will consequently arise, as
before.
9. It is important to notice that, though we cannot actually
determine the partial associations unless the third-order frequency
(ABC) is given, we can make some conjecture as to their sign
from the values of the second-order frequencies.
Suppose, for instance, that—
wJAiMA^ - " . <5)

so that 81 and 82 are positive or negative according as A and B
are positively or negatively associated in the universes of C and
y respectively. Then we have by addition-^
(^>J^tte&)+8l+S! . . (6)
Hence if the value of (AB) exceed the value given by the first
two terms (i.e. if 82 + 82 be positive), A and B must be positively
associated either in the universe of C"s, the universe of y's, or
both. If, on the other hand, (AB) fall short of the value given by
the first two terms, A and B must be negatively associated in
the universe of C"s, the universe of y's, or both. Finally, if
(.4.6) be equal to the value of the first two terms, A and B must
be positively associated in the one partial universe and negatively
in the other, or else independent in both.

The expression (6) may often be used in the following form,
obtained by dividing through by, say, (B)—
(AB)_(AG) (BC)(Ay) (M*i + S* m
(B) - (C) - (B) + (y) • (B)+~(B) • • V>
In using this expression we make use solely of proportions or
percentages, and judge of the sign of the partial associations
between A and B accordingly. A concrete case, as in Example iii.
below, is perhaps clearer than the general formula.
Example iii.—(Figures compiled from Supplement to the Fifty-
fifth Annual Report of the Registrar-General [C. — 8503], 1897.)
The following are the death-rates per thousand per annum, and the
proportions over 65 years of age, of occupied males in general,
farmers, textile workers, and glass workers (over 15 years of age
in each case) during the decade 1891-1900 in England and Wales.
Proportion
Death-rate
per thousand
per thousand.
over 65 Years
of Age.
Occupied males over 15 . 15 "8
46
Farmers „ ,, . . 19.6
132
Textile workers, males over 15 . 15-9
34
Glass workers „ „ . 16"6
16
Would farming, textile working, and glass working seem to, be
relatively healthy or unhealthy occupations, given that the death-
rates among occupied males from 15-65 and over 65 years of age
are 11-5 and 102.3 per thousand respectively?
If A denote death, B the given occupation, C old age, we have

to apply the principle of equation (7). Calculate what would be
the death-rate for each occupation on the supposition that the
death-rates for occupied males in general (11'5, 102'3) apply to
each of its separate age-groups (under 65, over 65), and see
whether the total death-rate so calculated exceeds or falls short
of the actual death-rate. If it exceeds the actual rate, the
occupation must on the whole be healthy; if it falls short, un-
healthy. Thus we have the following calculated death-rates:—
Farmers. . . 11*5 x -868 + 102-3 x -132 = 23-5.
Textile workers . 11-5 x -966 + 102-3 x -034 = 14-6.
Glass workers . . 11-5 x 984 + 102-3 x -016 = 13-0.
The calculated rate for farmers largely exceeds the actual rate;
farming, then, must on the whole, as one would expect, be

a healthy occupation. The death-rate for either young farmers
or old farmers, or both, must be less than for occupied males in
general (the last is actually the case); the high death-rate
observed is due solely to the large proportion of the aged. Textile
working, on the other hand, appears to be unhealthy (14-6 < 15-9),
and glass working still more so (13-0< 16-6) ; the actual low total
death-rates are due merely to low proportions of the aged.
It is evident that age-distributions vary so largely from one
occupation to another that total death-rates are liable to be very
misleading—so misleading, in fact, that they are not tabulated at all
by the Registrar-General; only death-rates for narrow limits of age
(5 or 10 year age-classes) are worked out. Similar fallacies are
liable to occur in comparisons of local death-rates, owing to
variations not only in the relative proportions of the old, but also
in the relative proportions of the two sexes.
It is hardly necessary to observe that as age is a variable quantity,
the above procedure for calculating the above comparative death-

rates is extremely rough. The death-rate of those engaged in any
occupation depends not only on the mere proportions over and under
65, but on the relative numbers at every single year of age. The
simpler procedure brings out, however, better than a more complex
one, the nature of the fallacy involved in assuming that crude death-
rates are measures of healthiness. [See also Chap. XI. §§ 17-19.]
Example iv.—Eye-colour in grandparent, parent and child.
(The figures are those of Example ii.)
A, light-eyed child; B, light-eyed parent; C, light-eyed grand-
parent.
N = 5008 (AS) = 2524
(A) = 3584 LAG) = 2480
(5) = 3052 (SC) = 2231
(C) = 3178
Given only the above data, investigate whether there is probably
a partial association between child and grandparent.
If there were no partial association we would have—
(AB)(BQ (AfiMC)
- 2524 x 2231 1060 x 947
= ~" 3052 + 1956~
-1845-0 + 513-2
= 2358-2.
Actually (.4(7) = 2480; there must, then, be partial association
either in the 2?-universe, the ^-universe, or both. In the absence
of any reason to the contrary, it would be natural to suppose there
is a partial association in both; i.e. that there is a partial
association with the grandparent whether the line of descent

passes through "light-eyed "or "not-light-eyed " parents, but this
could not be proved without a knowledge of the class-frequency
(ABC).
10. The total possible number of associations to be derived from
n attributes grows so rapidly with the value of n that the evalua-
tion of them all for any case in which n is greater than four
becomes almost unmanageable. For three attributes there are 9
possible associations—three totals, three partials in positive
universes, and three partials in negative universes. For four
attributes, the number of possible associations rises to 54,
for there are 6 pairs to be formed from four attributes, and
we can find 9 associations for each pair (1 total, 4 partials
with the universe specified by one attribute, and 4 partials
with the universe specified by two). For five attributes the
student will find that there are no less than 270, and for six
attributes 1215 associations.
As suggested by Examples i. and ii. above, however, it is not

necessary in any actual case to investigate all the associations
that are theoretically possible; the nature of the problem indicates
those that are required.
In Example L, for instance, the total and partial associations
between A and D were alone investigated; the associations between
A and B, B and D were not essential for answering the question
that was asked. In Example ii., again, the three total associations
and the partial association between A and C were worked out,
but the partial associations between A and B, B and C were
omitted as unnecessary. Practical considerations of this kind will
always lessen the amount of necessary labour.

11. It might appear, at first sight, that theoretical considera-
tions would enable us to lessen it still further. As we saw in
Chapter I., all class-frequencies can be expressed in terms of those
of the positive classes, of which there are 2" in the case of n
attributes. For given values of the n + 1 frequencies If, (A), (B),
(G), ... of order lower than the second, assigned values of the
positive class-frequencies of the second and higher orders must
therefore correspond to determinate values of all the possible
associations. But the number of these positive class-frequencies
of the second and higher orders is only 2" -n+1 ; therefore the
number of algebraically independent associations that can be
derived from n attributes is only 2n-7i + l. For successive
values of n this gives—

2"-M+l
11
26
57
Hence if we give data, in any form, that determine four
associations in the case of three attributes, eleven in the case of
four attributes, and soon, in addition to Nand the class-frequencies
of the first- order, we have done all that is theoretically necessary.
The remaining associations can be deduced.

12. Practically, however, the mere fact that they can be deduced
is of little help unless such deduction can be effected simply,
indeed almost directly, by mere mental arithmetic almost, and
this is not the case. The relations that exist between the ratios
or differences, such as (AB) — (AB)0, that indicate the associations
are, in fact, so complex that an unknown association cannot be
determined from those that are given without more or less lengthy
work; it is not possible to infer even its sign by any simple
process of inspection. We have, for instance, from (5), by the
process used in obtaining (4) for the special case of § 6—
[<
-[WMfp],
which gives us the difference of (ABy) from the value it would
have if A and B were independent in the universe of y's in terms
of the difference of (ABC) from the value it would have if A and

B were independent in the universe of C's, and the corresponding
differences for the frequencies (AB), (AC), and (BC). The four
quantities in the brackets on the right represent, say, the four
known associations, the bracket on the left the unknown association.
Clearly, the relation is not of such a simple kind that the term on
the left can be, in general, mentally evaluated. Hence in con-
sidering the choice and number of associations to be actually
tabulated, regard must be had to practical considerations rather
than to theoretical relations.
13. The particular case in which all the 2" - n + 1 given associa-
tions are zero is worth some special investigation.
It follows, in the first place, that all other possible associations
must be zero, i.e. that a state of complete independence, as we

may term it, exists. Suppose, for instance, that we are given—
Then it follows at once that we have also—
(ABXBC)-(AB)(AC)
(ABC'-—(B) (Ay'
i.e. A and C are independent in the universe of .5's, and B and C
in the universe of A's. Again,
(ABy^-(ABC^J^m
-W(B)(y) .My)(By)
*2 (?)'
Therefore A and B are independent in the universe of y's.
Similarly, it may be shown that A and C are independent in the
universe of /3's, B and C in the universe of a's.
In the next place it is evident from the above that relations of
the general form (to write the equation symmetrically)
(ABC)-(A) (B) (C)
must hold for every class-frequency. This relation is the general
form of the equation of independence, (2) (d), Chap. III. (p. 26).
14. It must be noted, however, that (8) is not a criterion for the
complete independence of A, B, and C in the sense that the
equation
(AS) (A) (B)
NN"N
is a criterion for the complete independence of A and B. If we
are given N, (A), and (B), and the last relation quoted holds
good, we know that similar relations must hold for (Afi), (aB),
and (afi). If N, (A), (B), and (C) be given, however, and the
equation (8) hold good, we can draw no conclusion without
further information; the data are insufficient. There are eight
algebraically independent class-frequencies in the case of three
attributes, while JV", (.4), (B), (C) are only four: the equation (8)
must therefore be shown to hold good for four frequencies of the

third order before the conclusion can be drawn that it holds good
for the remainder, i.e. that a state of complete independence
subsists. The direct verification of this result is left for the
student.
Quite generally, if i\T, (A), (B), (C), .... be given, the relation
(ABC ) (A) (B) (C)
N N - N " N y'
must be shown to hold good for 2" - n + 1 of the nth order classes
before it may be assumed to hold good for the remainder. It is
only because
2"-n + l = l
when n = 2 that the relation
(AS) (A) (B)
N~ N " N'
may be treated as a criterion for the independence of A and B.
If all the n (n>2) attributes are completely independent, the
relation (9) holds good; but it does not follow that if the relation
(9) hold good they are all independent.
REFERENCES.
(1) Yule, G. U., "On the Association of Attributes in Statistics," Phil.
Trans. Soy. Soc, Series A, vol. cxciv., 1900, p. 257. (Deals fully
with the theory of partial as well as of total association, with numerous
illustrations: a notation suggested for the partial coefficients.)
(2) Yule, G. U., "Notes on the Theory of Association of Attributes in
Statistics," Biomelrika, vol. ii., 1903, p. 121. (Cf. especially §§ 4 and
5, on the theory of complete independence, and the fallacies due to
mixing of records.)
EXERCISES.
1. Take the following figures for girls corresponding to those for boys in
Example i., p. 45, and discuss them similarly, but not necessarily using
exactly the same comparisons, to see whether the conclusion that "the
connecting link between defects of body and mental dulness is the coincident
defect of brain which may be known by observation of abnormal nerve signs"
seems to hold good.
A, development defects. B, nerve signs. D, mental dulness.
10,000
(AB)
248
(A)
682
(AD)
307
(B)
850
(BD)
363
(-»)
689
(ABB)
128
2. (Material from Census of England and Wales, 1891, vol. iii.) The
following figures give the numbers of those suffering from single or combined
infirmities: (1) for all males, (2) for males of 55 years of age and over.
A, Blindness. B, Mental derangement. C, Deaf-mutism.
(1)
All Males.
(2)
Males 55-
(1)
All Males.
(2)
Males 55
14,053,000
1,377,000
[AB) 183
65
(A)
12,281
5,538
(AC) 51
(BC) 299
(ABC) 11
14
(B)
(C)
45,392
10,309
47
7,707
746
Tabulate proportions per thousand, exhibiting the total association between
blindness and mental derangement, and the partial association between the
same two infirmities among deaf-mutes, (1) for males in general, (2) for those
of 55 years of age or over. Give a short verbal statement of the results, and
contrast them with those of Question 1.
3. (Material from supplement to 55th Annual Report Reg.-Genl.)
The death-rate from cancer for occupied males in general (over 15) is
0'685 per thousand per annum, and for farmers 1 .20.
The death-rates from cancer for occupied males under and over 45 respec-
tively are 0.13 and 2.25 respectively. Of the farmers 46.1 per cent. are over
45.
Would you say that farmers were peculiarly liable to cancer?
4. A population of males over 15 years of age consists of 7 per cent. over 65
years of age and 93 per cent. under. The death-rates are 12 per thousand per
A light-eye colour in husband, B in wife, 0 in son—
1000
(AS)
358
U)
622
(AC)
471
(B)
558
(BC)
419
((')
617
7. Show that if (ABC)=(a$y), (aBC)=(A0y), and so on (the case of
"complete equality of contrary frequencies" of Question 7, Chap. I.), A, B,
and C are completely independent if A and B, A and C, B and C are inde-
pendent pair and pair.
8. If, in the same case of complete equality of contraries,
(AB)-N/i = S1
(AC)-N/i = ^
(BC) -N/i = 83
show that
»[(^0).fe«â]-.[(^y)-fc^M]^.iy
so that the partial associations between A and B in the universes 0 and y are
positive or negative according as
9. In the simple contests of a general election (contests in which one
Conservative opposed one Liberal and there were no other candidates) 66 per
cent. of the winning candidates (according to the returns) spent more money
than their opponents. Given that 63 per cent of the winners were Con-
servatives, and that the Conservative expenditure exceeded the Liberal in 80
per cent. of the contests, find the percentages of elections won by Conservatives
(1) when they spent more and (2) when they spent less than their opponents,
and hence say whether you consider the above figures evidence of the influence
of expenditure on election results or no. (Note that if the one candidate in a
contest be a Conservative-winner-who spends more than his opponent—the
other must necessarily be a Liberalloser-who spends less — and so forth.
Hence the case is one of complete equality of contraries.)
10. Given that (A)JN=(B)/N=(C)/N=x, and that (AB)/N=(AC)/N=y,
find the major and minor limits to y that enable one to infer positive associa-
tion between B and C, i. e. (BC)/N> x 2.
Draw a diagram on squared paper to illustrate your answer, taking x and y
as co-ordinates, and shading the limits within which y must lie in order to
permit of the above inference. Point out the peculiarities in the case of in-
ferring a positive association from two negative associations.
11. Discuss similarly the more complex case (A)/N=x, (B)/N=2x, (C)/N=
3a;:—
(1) for inferring positive association between B and C given (AB)/N=
(AO)/N=y.
(2) for inferring positive association between A and C given (AB)/N=
(BC)/N=y.
(S) for inferring positive association between A and B given (AC)/N=
(BO)/N=y.
CHAPTER V.
1. The general principle of a manifold classification—2-4. The table of
double-entry or contingency table and its treatment by fundamental
methods—5-8. The coefficient of contingency—9-10. Analysis of
a contingency table by tetrads—11-13. Isotropic and anisotropic
distributions—14-15. Homogeneity of the classifications dealt with
in this and the preceding chapters: heterogeneous classifications.
1. Classification by dichotomy is, as was briefly pointed out in
Chap. I. § 5, a simpler form of classification than usually occurs
in the tabulation of practical statistics. It may be regarded as
a special case of a more general form in which the individuals or
objects observed are first divided under, say, s heads, A1 A„ . . . .
As, each of the classes so obtained then subdivided under t heads,

Bv Bt . . . . B„ each of these under u heads, Gv C2 ■ ■ ■ ■ Cu, and
so on, thus giving rise to s. t. u ultimate classes altogether.
2. The general theory of such a manifold as distinct from a
wofold or dichotomous classification, in the case of n attributes
or characters ABC . . . . N, would be extremely complex: in the
present chapter the discussion will be confined to the case of two
characters, A and B, only. If the classification of the A's be s-
fold and of the B's tf-fold, the frequencies of the st classes of the
second order may be most simply given by forming a table with
s columns headed Ax to A„ and t rows headed B1 to Bt. The
number of the objects or individuals possessing any combination
of the two characters, say Am and B„, i.e. the frequency of the
class AmB„, is entered in the compartment common to the with
column and the nth row, the st compartments thus giving all
the second-order frequencies. The totals at the ends of rows
and the feet of columns give the first-order frequencies, i.e. the
numbers of Am's and 2?„'s, and finally the grand total at the
right-hand bottom corner gives the whole number of observations.
Tables I. and II. below will serve as illustrations of such tables
of double-entry or contingency tables, as they have been termed
by Professor Pearson (ref. 1).
60
61
3. In Table I. the division is 3 x 3-fold: the houses in England
and Wales are divided into those which are in (1) London, (2)
other urban districts, (3) rural districts, and the houses in each
of these divisions are again classified into (1) inhabited houses,
(2) uninhabited but completed houses, (3) houses that are
"building," i.e. in course of erection. Thus from the first row
we see that there were in London, in round numbers, 616,000
houses, of which 571,000 were inhabited, 40,000 uninhabited,
and 5000 in course of erection: from the first column, there
were 6,260,000 inhabited houses in England and Wales, of which
571,000 were in London, 4,064,000 in other urban districts, and
1,625,000 in rural districts.

Table I.—Houses in England and Wales. (Census of 1901.
Summary Table X.) (000's omitted.)
Inhabited.
Unin-
habited.
Building.
Total.
Adm. County of London
Other urban districts
Rural districts
571
4064
1625
40
285
124
5
45
12
616
4394
1761
Total for England and Wales
6260
449
62
6771
In Table II., on the other hand, the classification is 3 x 4-fold:
the eye-colours are classed under the three heads "blue," "grey or
green," and "brown," while the hair-colours are classed under
four heads, "fair," "brown," "black," and "red." The table is
Table II.—Hair- and Eye-Colours of 6800 Males in Baden.
(Ammon, Zur Anthropologic der Badener.)
Eye-colour.
Hair-colour.
Total.
Fair.
Brown.
Black.
Red.
Blue ....
1768
946
115
807
189
746
288
47
53
16
2811
Grey or Green
1387
3132
Brown ....
read similarly to the last. Taking the first row, it tells us that
there were 2811 men with blue eyes noted, of whom 1768 had
fair hair, 807 brown hair, 189 black hair, and 47 red hair.
Similarly, from the first column, there were 2829 men with fair
hair, of whom 1768 had blue eyes, 946 grey or green eyes, and
115 brown eyes. The tables are a generalised form of the four-
fold (2 x 2-fold) tables in § 13, Chap. III.
4. For the purpose of discussing the nature of the relation
between the A's and the -5's, any such table may be treated on
the principles of the preceding chapters by reducing it in different
ways to 2 X 2-fold form. It then becomes possible to trace the
association between any one or more of the A's and any one or
more of the -S's, either in the universe at large or in universes

limited by the omission of one or more of the A's, of the B's, or
of both. Taking Table I., for example, trace the association
between the erection of houses and the urban character of a
district. Adding together the first two rows—i.e. pooling London
and the other urban districts together—and similarly adding the
first two columns, so as to make no distinction between inhabited
and uninhabited houses as long as they are completed, we find—
Proportion of all houses which )
are in course of erection in J 50/5010= 10 per thousand.
urban districts . . . )
Proportion of all houses which \
are in course of erection in > 12/1761 =7 ,,
rural districts . . . )
There is therefore, as might be expected, a distinct positive
association, a larger proportion of houses being in course of
erection in urban than in rural districts.
If, as another illustration, it be desired to trace the association

between the " uninhabitedness " of houses and the urban character
of the district, the procedure will be rather different. Eows 1
and 2 may be added together as before, but column 3 may be
omitted altogether, as the houses which are only in course of
erection do not enter into the question. We then have—
Proportion of all houses which )
are uninhabited in urban > 325/4960 = 66 per thousand•
districts . . . . )
Proportion of all houses which J
are uninhabited in rural > 124/1749 = 71 „
districts . . . . )
The association is therefore negative, the proportion of houses
uninhabited being greater in rural than in urban districts.

MANIFOLD CLASSIFICATION. 63
The eye- and hair-colour data of Table II. may be treated in a
precisely similar fashion. If, e.g., we desire to trace the associa-
tion between a lack of pigmentation in eyes and in hair, rows 1
and 2 may be pooled together as representing the least pigmenta-
tion of the eyes, and columns 2, 3, and 4 may be pooled together
as representing hair with a more or less marked degree of
pigmentation. We then have—
Proportion of light-eyed with ) 27u/5943 = 46 cent
fair hair ....)' r
Proportion of brown-eyed with ( ,, k/ok* i q
fair hair . \ ' ~"
The association is therefore well-marked. For comparison we
may trace the corresponding association between the most marked

degree of pigmentation in eyes and hair, i.e. brown eyes and
black hair. Here we must add together rows 1 and 2 as before,
and columns 1, 2, and 4—the column for red being really mis-
placed, as red represents a comparatively slight degree of pigmenta-
tion. The figures are—
?r WackTak br0Wn"eyed With } 288/857 = 34 per cent.
Proportion of light-eyed with I 935/5943 = 16
black hair ....)'"
The association is again positive and well-marked, but the
difference between the two percentages is rather less than in the
last case.
5. The mode of treatment adopted in the preceding section rests
on first principles, and, if fully carried out, it gives the most
detailed information possible with regard to the relations of the
two attributes. At the same time a distinct need is felt in
practical work for some more summary method—a methqd which
will enable a single and definite answer to be given to such a

question as —Are the A's on the whole distinctly dependent on the
-B's; and if so, is this dependence very close, or the reverse? The
coefficient of association, which affords the answer to this question
in the case of a dichotomous classification, was only dealt with
briefly and incidentally, for where there are only four classes of the
second order to be considered the matter is not nearly so complex as
where the number is, say, twenty-five or more, and the need for any
summary coefficient is not so often nor so keenly felt; moreover, the
coefficient most widely used (Chap. III. ref. 3) is hardly susceptible
of elementary treatment. The ideas on which Professor Pearson's
general measure of dependence, the "coefficient of contingency," is
based, are, however, quite simple and fundamental, and the mode of
calculation is therefore given in full in the following section. The
advanced student should refer to the original memoir (ref. 1) for
the complete treatment of the theory of the coefficient, and of its
relation to the theory of variables.
6. Generalising slightly the notation of the preceding chapters,
let the frequency of Am's be denoted by (Am), the frequency of
Bn's by (Bn), and the frequency of objects or individuals possessing
both characters by (AmB„). Then, if the A's and B's be com-
pletely independent in the universe at large, we must have for all
values of m and n—
(AmBn)JA^£n)'-(4A). • • • (1)
If, however, A and B are not completely independent, (AmBn) and
(AmB„)a will not be identical for all values of m and n. Let

the difference be given by
8mn = (AmB„)-(AmB„)0 . . . (2)
A coefficient such as we are seeking may evidently be based in
some way on these values of 8. It will not do, however, simply to
add them together, for the sum of all the values of 8, some of
which are negative and others positive, must be zero in any case,
the sum of both the (AB)'s and the (AB)0's being equal to the
whole number of observations N. It is necessary, therefore, to
get rid of the signs, and this may be done in two simple ways: (1)
by neglecting them and forming the arithmetical instead of the
algebraical sum of the differences S, or (2) by squaring the differ-
ences and then summing the squares. The first process is the
shorter, but the second the better, as it leads to a coefficient
easily treated by algebraical methods, which the first process
does not: as the student will see later, squaring is very
usefully and very frequently employed for the purpose of elimin-
ating algebraical signs. Suppose, then, that every 8 is calculated,

and also the ratio of its square to the corresponding value of
(AB)0, and that the sum of all such ratios is, say, x2 \ or, in
symbols, using 2 to denote "the sum of all quantities like " :—
*'=5(<Ss) • • • • <3>
Being the sum of a series of squares, x2 ls necessarily positive,
and if A and B be independent it is zero, because every 8 is zero.
If, then, we form a coefficient C given by the relation
N+X2 . . ." . (4)

this coefficient is zero if the characters A and B are completely
independent, and approaches more and more nearly towards
unity as x2 increases. In general, no sign should be attached
to the root, for the coefficient simply shows whether the two
characters are or are not independent, and nothing more, but in
some cases a conventional sign may be used. Thus in Table II.
slight pigmentation of eyes and of hair appear to go together,
and the contingency may be regarded as definitely positive. If
slight pigmentation of eyes had been associated with marked
pigmentation of hair, the contingency might have been regarded
as negative. C is Professor Pearson's mean square contingency
coefficient.1 t
7. The coefficient, in the simple form (4), has one disadvantage,
viz. that coefficients calculated on. different systems of classi-
fication are not comparable with each other. It is clearly desir-
able for practical purposes that two coefficients calculated from
the same da^ta classified in two different ways should be, at least
approximately, identical. With the present coefficient this is not
the case: if certain data be classified in, say, (1) 6 x 6-fold, (2)
3 x 3-fold foitm, the coefficient in the latter form tends to be the
least. The greatest possible value of the coefficient is, in fact,
only unity ifNjie number of classes be infinitely great; for any
finite number of classes the limiting value of C is the smaller the
smaller the number of classes. This may be briefly illustrated as
follows. Replacing Sm„ in equation (3) by its value in terms of
(AmB.) and (AmB„)0 we have—
and therefore, denoting the expression in brackets by S,
V"
s
(6)
Now suppose we have to deal with a t x i-fold classification in
which (Am) = (Bm) for all values of m; and suppose, further, that
the association between Am and Bm is perfect, so that (AmBm) =
(Am) = (Bm) for all values of m, the remaining frequencies of the -
second order being zero; all the frequency is then concentrated
in the diagonal compartments of the table, and each contributes
1 Professor Pearson (ref. 1) terms 8 a sub-contingency; x2 the square contin-
gency ; the ratio ^/N, which he denotes by <p2, the mean square con tingency;
and the sum of all the S's of one sign only, on which a different coefficient can
be based, the mean contingency.
5
66
N to the sum S. The total value of S is accordingly tN, and the
value of C—
V^
This is the greatest possible value of C for a symmetrical t x <-fold
classification, and therefore, in such a table, for—-
<= 2 C car
inot excee<
1 0-707
t= 3
0816
t= 4 ,
0-866
t= 5
i»•
0-894
t= 6
0-913
t= 1
in
0-926
t= 8 ,
0-935
t= 9 ,
0-943
< = 10 ,
} II
0949
It is as well, therefore, to restrict the use of the "coefficient of
contingency" to 5 x 5-fold or finer classifications. At the same

time the classification must not be made too fine, or else the value
of the coefficient is largely affected by casual irregularities of no
physical significance in the class-frequencies (cf. the remarks in
Chap. III. §§ 7-8).
Table III.—In lependence- Values of the Frequencies for Table II.
Eye colour.
Fair.
Brown.
Black.
Red.
Blue
1169
1088
506
663
154
48-0
53 4
14-6
Grey or Green . ...
1303
1212
357
332
8. As the classification of Table II. is only 3 x 4-fold, it is rather
crude for the purpose of calculating the coefficient, but will serve
simply as an illustration of the form of the arithmetic. In Table
III. are given the values of the independence frequencies, 2829 x
2811/6800 = 1169 and so on. The value of x2 is more readily
calculated from equation (5) than from (3):—

(1768)2/1169
2673-9
(946)2/1303
686-8
(115)2/357
37-0
(807)2/1088
598-6
(1387)2/1212
1587-3
(438)2/332
577-8
(189)2/506
70-6
(746)2/563
988-5
(288)2/154
538-6
(47)2/48-0
46-0
(53)2/53-4
52-6
(16)2/14-6
17-5
Total = 5= 7875-2
N= 6800
S-N= 1075-2
C = \/w^= v/-1365 = °-37
The squares in such work may conveniently be taken from
Barlow's Tables of Squares, Cubes, etc. (see list of tables on

p. 352), or logarithms may be used throughout—five-figure
logarithms are quite sufficient.
9. While such a coefficient of contingency, in some form or
other, is a great convenience in many fields of work, its use
should not lead to a neglect of those details which a treatment by
the elementary methods of § 4 would have revealed. Whether
the coefficient be calculated or no, every table should always be
examined with care to see if it exhibit any apparently significant
peculiarities in the distribution of frequency, e.g. in the associa-
tions subsisting between Am and B„ in limited universes. A good
deal of caution must be used in order not to be misled by casual
irregularities due to paucity of observations in some compartments
of the table, but imporfetefc points that would otherwise be over-
looked will often be revealed by such a detailed examination.
10. Suppose, for example, that any four adjacei^fe frequencies,
say—
(AmB„) (Am+1Bn)
are extracted from the general contingency table. Considering
these as a table exhibiting the association between Am and Bn in
a universe limited to AmAm+1 BnBn+1 alone, the association is
positive, negative, or zero according as (AmBn)/(Am+iBn) is greater

than, less than, or equal to the ratio (AmBn+l)/(Am+lB„+1). The
whole of the contingency table can be analysed into a series of
elementary groups of four frequencies like the above, each one
overlapping its neighbours so that an rs-fold table contains
(r— 1) (s - 1) such "tetrads," and the associations in them all can
be very quickly determined by simply tabulating the ratios like
(AmBn)/(Am+lBn), (AmBn+l)/(Am+lB„+1), etc., or perhaps better,
the proportions (AmB„)/{(AmB,,) + (Am+lB„)}, etc., for every pair
of columns or of rows, as may be most convenient. Taking the
figures of Table II. as an illustration, and working from the
rows, the proportions run as follows :—
For rows 1 and 2. For rows 2 and 3.
1768/2714 0-651 946/1061 0-892

807/2194 0-368 1387/1825 0760
189/935 0-202 746/1034 0-721
47/100 0-470 53/69 0 768
In both cases the first three ratios form descending series, but
the fourth ratio is greater than the second. The signs of the
associations in the six tetrads are accordingly—
++-
++-
The negative sign in the two tetrads on the right is striking,
the more so as other tables for hair- and eye-colour, arranged in
the same way, exhibit just the same characteristic. But the
peculiarity will be removed at once if the fourth column be placed
immediately after the first: if this be done, i.e. if "red " be placed
between "fair" and "brown" instead of at the end of the colour-
series, the sign of the association in all the elementary tetrads
will be the same. The colours will then run fair, red, brown,
black, and this would seem to be the more natural order, consider-
ing the depth of the pigmentation.
11. A distribution of frequency of such a kind that the
association in every elementary tetrad is of the same sign
possesses several useful and interesting properties, as shown in
the following theorems. It will be termed an isotropic dis-
tribution.
(1) In an isotropic distribution the sign of the association is
the same not only for every elementary tetrad of adjacent frequen-
cies, but for every set of four frequencies in the compartments
common to two rows and two columns, e.g. (AmBn), (Am+vBn),
(AmBn+q), (Am+pBn+q).
For suppose that the sign of association in the elementary
tetrads is positive, so that—
(AmBn)(Am+1B„+1)>(Am+lBn)(AmBn+l) . . (1)
and similarly,
(^m+A)(Am+iBn+l)>(Am+iBn)(Am+1Bn+1) . . (2)
Then multiplying up and cancelling we have
(AmBn)(Am+zBn+1)>(Am+2Bn)(AmBn+1) . . (3)
That is to say, the association is still positive though the two
columns Am and Am+2 are no longer adjacent.
(2) An isotropic distribution remains isotropic in whatever way
it may be condensed by grouping together adjacent rows or columns.
Thus from (1) and (3) we have, adding—
(AmB„)[(Am+1Bn+1) + (Am+2Bn+1)] > (AmB„+l)[(Am+1B„) + (Am+2Bn)],

that is to say, the sign of the elementary association is unaffected
by throwing the (m + l)th and (m + 2)th columns into one.
(3) As the extreme case of the preceding theorem, we may
suppose both rows and columns grouped and regrouped until
only a 2 x 2-fold table is left; we then have the theorem—
If an isotropic distribution be reduced to a fourfold distribution
in any way whatever, by addition of adjacent rows and columns,
the sign of the association in such fourfold table is the same as in
the elementary tetrads of the original table.
The case of complete independence is a special case of isotropy.
For if
(AmBn) = (Am)(Bn)/N
for all values of m and n, the association is evidently zero for
every tetrad. Therefore the distribution remains independent
in whatever way the table be grouped, or in whatever way the
universe be limited by the omission of rows or columns. The
expression "complete independence " is therefore justified.

From the work of the preceding section we may say that Table
II. is not isotropic as it stands, but may be regarded as a dis-
arrangement of an isotropic distribution. It is best to rearrange
such a table in isotropic order, as otherwise different reductions
to fourfold form may lead to associations of different sign, though
of course they need not necessarily do so.
12. The following will serve as an illustration of a table that
is not isotropic, and cannot be rendered isotropic by any rearrange-
ment of the order of rows and columns.

70
Table IV.— Showing the Frequencies of Different Combinations of
Eye-colours in Father and Son.
(Data of Sir F. Galton, from Karl Pearson, Phil. Trans., A, vol. cxcv.
(1900), p. 138 ; classification condensed.)
1. Blue. 2. Blue-green, grey. 3. Dark grey, hazel. 4. Brown.
Father's Eye-colour.
1.
2.
3.
4.
Total.
194
70
41
30
335
&
83
124
41
36
284
3
25
34
55
23
137
"o
56
36
43
109
244
Total
358
264
180
198
1000
The following are the ratios of the frequency in column m to
the sum of the frequencies in columns m and m+ 1 :—
Columns
1 and 2.
2 and 3.
3 and 4
0-735
0-631
0-577
0-401
0-752
0-532
0-424
0-382
0-705
0609
0-456
0-283
The order in which the ratios run is different for each pair of
columns, and it is accordingly impossible to make the table

the great majority of the tables, and accordingly its origin
demands explanation. Were such a table treated by the method
of the contingency coefficient, or a similar summary method,
alone, the peculiarity might not be remarked.
13. It may be noted, in concluding this part of the subject,
that in the case of complete independence the distribution of
frequency in every row is similar to the distribution in the row
of totals, and the distribution in every column similar to that in
the column of totals; for in, say, the column An the frequencies
are given by the relations —
and so on. This property is of special importance in the theory
of variables.
14. The classifications both of this and of the preceding chapters

have one important characteristic in common, viz. that they
are, so to speak, "homogeneous"—the principle of division
being the same for all the sub-classes of any one class. Thus
A's and as are both subdivided into B's and /3's, A1's, A2's ....
As's into B^s, B2's .... Bt's, and so on. Clearly this is necessary
in order to render possible those comparisons on which the
discussions of associations and contingencies depend. If we
only know that amongst the A's there is a certain percentage
of B's, and amongst the a's a certain percentage of C's, there
are no data for any conclusion.
Many classifications are, however, essentially of a heterogeneous
character, e.g. biological classifications into orders, genera, and
species; the classifications of the causes of death in vital
statistics, and of occupations in the census. To take the last
case as an illustration, the first "order" in the list of occupations
is "General or Local Government of the Country," subdivided
under the headings (1) National Government, (2) Local Govern-

ment. The next order is "Defence of the Country," with the sub-
headings (1) Army, (2) Navy and Marines—not (1) National
and (2) Local Government again—the sub-heads are necessarily
distinct. Similarly, the third order is "Professional Occupations
and their Subordinate Services," with the fresh sub-heads (1)
Clerical, (2) Legal, (3) Medical, (4) Teaching, (5) Literary and
Scientific, (6) Engineers and Surveyors, (7) Art, Music, Drama,
(8) Exhibitions, Games, etc. The number of sub-heads under
each main heading is, in such a case, arbitrary and variable,
and different for each main heading; but so long as the
classification remains purely heterogeneous, however complex

it may become, there is no opportunity for any discussion
of causation within the limits of the matter so derived. It is
only when a homogeneous division is in some way introduced
that we can begin to speak of associations and contingencies.
15. This may be done in various ways according to the
nature of the case. Thus the relative frequencies of different
botanical families, genera, or species may be discussed in
connection with the topographical characters of their habitats—
desert, marsh, or moor—and we may observe statistical associa-
tions between given genera and situations of a given topographical
type. The causes of death may be classified according to sex,
or age, or occupation, and it then becomes possible to discuss
the association of a given cause of death with one or other

of the two sexes, with a given age-group, or with a given
occupation. Again, the classifications of deaths and of occupations
are repeated at successive intervals of time; and if they have
remained strictly the same, it is also possible to discuss the
association of a given occupation or a given cause of death with
the earlier or later year of observation—i.e. to see whether the
numbers of those engaged in the given occupation or succumbing
to the given cause of death have increased or decreased. But
in such circumstances the greatest care must be taken to see
that the necessary condition as to the identity of the classifications
at the two periods is fulfilled, and unfortunately it very
seldom is fulfilled. All practical schemes of classification are
subject to alteration and improvement from time to time, and
these alterations, however desirable in themselves, render a
certain number of comparisons impossible. Even where a
classification has remained verbally the same, it is not necessarily
really the same; thus, in the case of the causes of death,

improved methods of diagnosis may transfer many deaths from
one heading to another without any change in the incidence
of the disease, and so bring about a virtual change in the
classification. In any case, heterogeneous classification should
be regarded only as a partial process, incomplete until a
homogeneous division is introduced either directly or indirectly,
e.g. by repetition.
REFERENCES.
Contingency.
(1) Pearson, Karl, "On the Theory of Contingency and its Relation to
Association and Normal Correlation," Drapers' Company Research
Memoirs, Biometric Series i. ; Dulau & Co., London, 1904. (The
memoir in which the coefficient of contingency is proposed.)

(2) Lipps, G. F., "Die Bestimmung der Abhangigkeit zwischen den
Merkmalen eines Gegenstandes," Berichte der math.-phys. Klasse der
kgl. Sdchsischen Gesellschaft der Wissenschaften; Leipzig, 1905. (A
general discussion of the problems of association and contingency.)
(3) Pearson, Karl, "On a Coefficient of Class Heterogeneity or Divergence,"
Biometrika, vol. v. p. 198, 1906. (An application of the contingency
coefficient to the measurement of heterogeneity, e.g. in different
districts of a country, by treating the observed frequencies of some
quality Alt A, .... An in the different districts as rows of a con-
tingency table and working out the coefficient: the same principle is
also applicable to the comparison of a single district with the rest of
the country.)
Isotropy.
(4) Yule, G. U., "On a Property which holds good for all Groupings of a
Normal Distribution of Frequency for Two Variables, with applications
to the Study of Contingency Tables for the Inheritance of Unmeasured
Qualities," Proc. Roy. Soc, Series A, vol. lxxvii., 1906, p. 324. (On
the property of isotropy and some applications.)
(5) Yule, G. U., "On the Influence of Bias and of Personal Equation in
Statistics of Ill-defined Qualities," Jour. of the Anthrop. Inst.,
vol. xxxvi., 1906, p. 325. (Includes an investigation as to the influence
of bias and of personal equation in creating divergences from isotropy
in contingency tables.)
Contingency Tables of two Rows only.
(6) Pearson, Karl, "On a New Method of Determining Correlation between
a Measured Character A and a Character B of which only the Percentage
of Cases wherein B exceeds (or falls short of) a given Intensity is recorded
for each Grade of A" Biometrika, vol. vii., 1909, p. 96. (Deals with a
measure of dependence for a common type of table, e. g. a table showing
the numbers of candidates who passed or failed at an examination, for

each year of age. The table of such a type stands between the con-
tingency tables for unmeasured characters and the correlation table
(chap. IX.) for variables. Pearson's method is based on that adopted
for the correlation table, and assumes a normal distribution of fre-
quency (chap, xv.) for B.)
(7) Pearson, Karl, "On a New Method of Determining Correlation, when
one Variable is given by Alternative and the other by Multiple
Categories," Biometrika, vol. vii., 1910, p. 248. (The similar
problem for the case in which the variable is replaced by an un-
measured quality.)
EXERCISES.
(1) (Data from Karl Pearson, " On the Inheritance of the Mental and Moral
Characters in Man," Jour, of the Anthrop. Inst., vol. xxxiii., and Biometrika,
vol. iii.) Find the coefficient of contingency (coefficient of mean square
contingency) for the two tables below, showing the resemblance between
brothers for athletic capacity and between sisters for temper. Show that
neither table is even remotely isotropic. (As stated in § 7, the coefficient of
contingency should not as a rule be used for tables smaller than 5 x 5-fold:
these small tables are given to illustrate the method, while avoiding lengthy
arithmetic.)
74
THEORY OF STATISTICS
A. Athletic Capacity.
First Brother.
Athletic.
Betwixt.
Non-
athletic.
Total.
Athletic
Betwixt
Non-athletic .
906
20
140
1066
105
519
20
76
140
370
Total
1066
105
519
1690
B. Temper.
First Sister.
Quick .
Good-natured
Sullen .
Total
Quick.
198
177
77
452
Good-
natured.
177
990
165
1338
Sullen.
77
165
120
362
Total.
452
1338
362
2152
PART II.—THE THEORY OF VARIABLES.
CHAPTER VI.
1. Introductory—2. Necessity for classification of observations: the frequency
distribution—3. Illustrations—4. Method of forming the table—5.
Magnitude of class-interval—6. Position of intervals—7. Process of
classification—8. Treatment of intermediate observations—9. Tabula-
tion—10. Tables with unequal intervals—11. Graphical representa-
tion of the frequency-distribution—12. Ideal frequency-distributions
— 13. The symmetrical distribution—14. The moderately asymmetri-
cal distribution—15. The extremely asymmetrical or J-shaped dis-
tribution—16. The U-shaped distribution.
1. The methods described in Chaps. I.-V. are applicable to all
observations, whether qualitative or quantitative; we have now

to proceed to the consideration of specialised processes, adapted
to the treatment of quantitative measurements, but not generally
available, except by the aid of more or less artificial hypotheses,
for the discussion of purely qualitative observations. Since
numerical measurement is applied only in the case of a quantity
that can present more than one numerical value, that is, a varying
quantity, or more shortly a variable, this section of the work may
be termed the theory of variables. As common examples of such
variables that are subject to statistical treatment may be cited
birth- or death-rates, prices, wages, barometer readings, rainfall
records, and measurements or enumerations {e.g. of glands, spines,
or petals) on animals or plants.
2. If some hundreds or thousands of values of a variable have
been noted merely in the arbitrary order in which they happened
to occur, the mind cannot properly grasp the significance of the
record: the observations must be ranked or classified in some
way before the characteristics of the series can be comprehended,

and those comparisons, on which arguments as to causation
depend, can be made with other series. The dichotomous classi-

fication, considered in Chaps. I.-IV., is too crude: if the values are
merely classified as A's or as according as they exceed or fall
short of some fixed value, a large part of the information given
by the original record is lost. A manifold classification, however
(cf. Chap. V.), avoids the crudity of the dichotomous form, since
the classes may be made as numerous as we please, and numerical
measurements lend themselves with peculiar readiness to a
manifold classification, for the class limits can be conveniently
and precisely defined by assigned values of the variable. For
convenience, the values of the variable chosen to define the
successive classes should be equidistant, so that the numbers of
observations in the different classes (the class-frequencies) may be
comparable. Thus for measurements of stature the interval

chosen for classifying (the class-interval, as it may be termed)
might be 1 inch, or 2 centimetres, the numbers of individuals
being counted whose statures fall within each successive inch, or
each successive 2 centimetres, of the scale; returns of birth- or
death-rates might be grouped to the nearest unit per thousand
of the population; returns of wages might be classified to the
nearest shilling, or, if desired to obtain a more condensed table,
by intervals of five shillings or ten shillings, and so on. When
the variation is discontinuous, as for example in enumerations
of numbers of children in families or of petals on flowers, the
unit is naturally taken as the class-interval unless the range of
variation is very great. The manner in which the observations
are distributed over the successive equal intervals of the scale is
spoken of as the frequency-distribution of the variable,
3. A few illustrations will make clearer the nature of such
frequency-distributions, and the service which they render in
summarising a long and complex record :—

(a) Table I. In this illustration the mean annual death-rates,
expressed as proportions per thousand of the population per
annum, of the 632 registration districts of England and Wales,
for the decade 1881-90, have been classified to the nearest unit;
i.e. the numbers of districts have been counted in which the
death-rate was over 12 5 but under 13-5, over 13-5 but under
14'5, and so on. The frequency-distribution is shown by the
following table.
[Table I.
THE FEEQUENCY-DISTEIBUTION.
77
Table I.—Showing the Numbers of Registration Districts in England and
Wales with Different mean Death-rates "per Thousand of the Population
per Annum for the Ten Fears 1881-90. (Material from the Supplement
to the 55th Annual Report of the Registrar-General for England and
WaleslC— 7769] 1895.)
Number of
Number of
Mean Annual
Death-rate.
Districts with
Mean Annual
Death-rate.
Districts with
Death-rate
between Limits
Death-rate
between Limits
stated.
stated. •
12-5-136
5.
23-S-24--5
135-14-5
16
24-5-25-5
14-5-15-5
61
25 5-26-5
15-5-165
112
26-5-27-5
16-5-17-5
159
27 -5-28 -5
17-5-18 5
104
28-5-29-5
18 5-19-5
67
29-5-30-5
19-5-20-5
42
30-5-31-5
20 -5-21 -5
25
31-5-32-5
21-5-22-5
18
32-5-33-5
22-5-23-5
Total
632
Whilst a glance through the original returns fails to convey
any very definite impression, owing to the large and erratic
differences between the death-rates in successive districts, a brief
inspection of the above table brings out a number of important
points. Thus we see that the death-rates range, in round
numbers, from 13 to 33 per thousand pet- annum, but in the
great majority of districts lie nearer the lower limit than the
upper; that the death-rates in some 60 per cent. of the districts

78
Table II.—Showing the Numbers of Married Women, in certain Quaker
Families, Dying at Different Ages. (Cited from Proc. Jioy. Soc., vol. lxvii.
(1900), p. 172. On the Correlation between Duration of Life and Number
of Offspring, by Miss M. Beeton, Karl Pearson, and G. U. Yule.)
Number of
Number of
Age at Death,
Years.
Women Dying
between
Age at Death,
Years.
Women Dying
between
said Years
said Years
of Age.
of Age.
17-5-22-5
29
62-5- 67-5
73
22-5-27-5
87
67-5- 72 5
83 *
27 5-32-5
99
72-5- 77-5
77
32-5-37-5
109 ",
77-5- 82-5
78 1-:
37-5-42-5
90
82-5- 87-5
59
42-5-47-5
87
87 5- 92-5
26
47-5-52-5
64
92-5- 97-5
52-5-57-5
54
97-5-102-5
57-5-62-5
69
Total
1095
The distribution is somewhat more irregular than in the last
case; the commencement is abrupt; a maximum frequency is
attained in the fourth class (age at death 32-5 to 37-5), and then
there is a slow fall to the age-class 52-5-57-5. After this class
the frequency rises again and attains a secondary maximum in
the age-class 67'5-72-5.
(c) Table III. The numbers of stigmatic rays on a number
of Shirley poppies were counted. As the range of variation is
not great, the unit is taken as the class-interval. The frequency-
distribution is given by the following table.
Table III.—Showing the Frequencies of Seed Capsules on certain Shirley
Poppies, with Different Numbers of Stigmatic Rays. (Cited from
Biometrika, ii. p. 89, 1902.)
Number of
THE FREQUENCY-DISTRIBUTION. 79
The numbers of rays range from 6 to 20,—12, 13, or 14 rays
being the most usual.
4. To expand slightly the brief description given in § 2, tables
like the preceding are formed in the following way :—(1) Thes
magnitude of the class-interval, i.e. the number of units to each
interval, is first fixed; one unit was chosen in the case of Tables
I. and III., five units in the case of Table II. (2) The position or
origin of the intervals must then be determined, e.g. in Table I.
we must decide whether to take as intervals 12-13, 13-14, 14-15,
etc., or 12-5-13-5, 13-5-14-5, 14-5-15-5, etc. (3) This choice
having been made, the complete scale of intervals is fixed, and the
observations are classified accordingly. (4) The process of
classification being finished, a table is drawn up on the general

lines of Tables I.—III., showing the total numbers of observations
in each class-interval. Some remarks may be made on each of
these heads.
5. Magnitude of Class-Interval.—As already remarked, in cases
where the variation proceeds by discrete steps of considerable
magnitude as compared with the range of variation, there is very
little choice as regards the magnitude of the class-interval. The
unit will in general have to serve. But if the variation be
continuous, or at least take place by discrete steps which are
small in comparison with the whole range of variation, there is
no such natural class-interval, and its choice is a matter for
judgment.
The two conditions which guide the choice are these: (a) we
desire to be able to treat all the values assigned to any one class,
without serious error, as if they were equal to the mid-value
of the class-interval, e.g. as if the death-rate of every district in
the first class of Table I. were exactly 13-0, the death rate of
every district in the second class 14 0, and so on; (b) for con-
venience and brevity we desire to make the interval as large as
possible, subject to the first condition. These conditions will
generally be fulfilled if the interval be so chosen that the whole
number of classes lies between 15 and 25. A number of classes
less than, say, ten leads in general to very appreciable inaccuracy,
and a number over, say, thirty makes a somewhat unwieldy,
table. A preliminary inspection of the record should accordingly
be made and the highest and lowest values be picked out.
Dividing the difference between these by, say, five and twenty, we.
have an approximate value for the interval. The actual value
should be the nearest integer or simple fraction.
6. Position of Intervals.—The position or starting-point of the
intervals is, as a rule, more or less indifferent, but in general it
is fixed either so that the limits of intervals are integers, or, as in

Tables I. and IT., so that the mid-values are integers. It may,
however, be chosen, for simplicity in classification, so that no
limit corresponds exactly to any recorded value (cf. § 8 below). In
some exceptional cases, moreover, the observations exhibit a marked
clustering round certain values, e.g. tens, or tens and fives. This
is generally the case, for instance, in age returns, owing to the
tendency to state a round number where the true age is unknown.
Under such circumstances, the values round which there is a
marked tendency to cluster should preferably be made mid-values
of intervals, in order to avoid sensible error in the assumption
that the mid-value is approximately representative of the values
in the class. Thus, in the case of ages, since the clustering is
chiefly round tens, " 25 and under 35," " 35 and under 45," etc., the
classification of the English census, is a better grouping than " 20
and under 30," "30 and under 40," and so on. Where there is
any probability of a clustering of this kind occurring, it is as well
to subject the raw material to a close examination before finally
fixing the classification.
7. Classification.—The scale of intervals having been fixed, the
observations may be classified. If the number of observations is
not large, it will be sufficient to mark the limits of successive
intervals in a column down the left-hand side of a sheet of paper,
and transfer the entries of the original record to this sheet by
marking a 1 on the line corresponding to any class for each entry
assigned thereto. It saves time in subsequent totalling if each
fifth entry in a class is marked by a diagonal across the preceding
four, or by leaving a space.
The disadvantage in this process is that it offers no facilities for
checking: if a repetition of the classification leads to a different
result, there is no means of tracing the error. If the number of

observations is at all considerable and accuracy is essential, it is
accordingly better to enter the values observed on cards, one to
each observation. These are then dealt out into packs according
to their classes, and the whole work checked by running through
the pack corresponding to each class, and verifying that no cards
have been wrongly sorted.
8. In some cases difficulties may arise in classifying, owing to
the occurrence of observed values corresponding to class-limits.
Thus, in compiling Table I., some districts will have been noted
with death-rates entered in the Registrar-General's returns as
16-5, 17.5, or 18.5, any one of which might at first sight have
been apparently assigned indifferently to either of two adjacent
classes. In such a case, however, where the original figures for
numbers of deaths and population are available, the difficulty may
be readily surmounted by working out the rate to another place

of decimals: if the rate stated to be 16-50 proves to be 16'502, it
will be sorted to the class 16-5-17-5; if 16"498, to the class
15'5-16-5. Death-rates that work out to half-units exactly do
not occur in this example, and so there is no real difficulty. In
the case of Table II., again, there is no difficulty: if the year of
birth and death alone are given, the age at death is only calcul-
able to the nearest unit; if the actual day of birth and death be
cited, half-years still cannot occur in the age at death, because
there is an odd number of days in the year. The difficulty may
always be avoided if it be borne in mind in fixing the limits
to class-intervals, these being carried to a further place of decimals,
or a smaller fraction, than the values in the original record. Thus
if statures are measured to the nearest centimetre, the class-

intervals may be taken as 150'5-151-5, 151'5-152'5, etc.; if to
the nearest eighth of an inch, the intervals may be 59||—60|f,
60^ f-61 If, and so on.
If the difficulty is not evaded in any of these ways, it is
usual to assign one-half of an intermediate observation to each
adjacent class, with the result that half-units occur in the
class-frequencies (cf. Tables VII., p. 90, X., p. 96, and XT.,
p. 96). The procedure is rough, but probably good enough for
practical purposes; it would be slightly better, but a good deal
more laborious, to assign the intermediate observations to the
adjacent classes in proportion to the numbers of other observations
falling into the two classes.
9. Tabulation.—As regards the actual drafting of the final
table, there is little to be said, except that care should be taken
to express the class-limits clearly, and, if necessary, to state the
manner in which the difficulty of intermediate values has been
met or evaded. The class-limits are perhaps best given as in

Tables I. and II., but may be more briefly indicated by the mid-
values of the class-intervals. Thus Table I. might have been
given in the form—
Death-rate per 1000 Number of
per annum to the Districts with
Nearest Unit. said Death-rate.
13 5
14 16
15 61
16 112
etc. etc.
A common mode of defining the class-intervals is to state the
limits in the form "x and less than y." In the case of measure-
ments of stature, for example, the table might run—
6
Stature in Inches.
Number of
Observations.
57 and less than 58
58 „ „ 59
59 „ „ 60
14
etc.
etc.
—the statement "57 and less than 58, "etc., being often abbreviated
to 57-, 58-, 59-, etc. (cf. Table VI., p. 88). The mode of grouping
is, in effect, that described in the last paragraph as of service in
avoiding intermediate observations, but it should be noted that the
form of statement leaves the class-limits uncertain unless the degree
of accuracy of the measurements is also given. Thus, if measure-
ments were taken to the nearest eighth of an inch, the class-
limits are really 56i£-57y£, 57^^-58if, etc.; if they were
only taken to the nearest quarter of an inch, the limits are 56§
-57-|, 57|—58-|, etc. With such a form of tabulation a state-
ment as to the number of significant figures in the original
record is therefore essential. It is better, perhaps, to state the
true class-limits and avoid ambiguity.
10. The rule that class-intervals should be all equal is one
that is very frequently broken in official statistical publications,
principally in order to condense an otherwise unwieldy table,
thus not only saving space in printing but also considerable
expense in compilation, or possibly, in the case of confidential
figures, to avoid giving a class which would contain only one or

|wo observations, the identity of which might be guessed. It
would hardly be legitimate, for example, to give a return of
incomes relating to a limited district in such a form that the
income of the two or three wealthiest men in the district would
be clear to any intelligent reader with local knowledge. If the
intervals be made unequal, the application of many statistical
methods is rendered awkward, or even impossible, and the"
relative values of the frequencies are at first sight misleading, so
that the table is not perspicuous. Thus, consider the first two
columns of Table IV., showing the numbers of dwelling-houses
of different annual values, assessed to inhabited house duty. On
running the eye down the column headed "number of houses " it
is at once caught by the two striking irregularities at the classes
"£60 and under £80," and "£100 and under £150." But these
have no real significance; they are merely due to changes from
a £10 to a £20, and then to a £50 interval. Moreover, the
intervals after £150 go on continuously increasing, but attention
is not directed thereto by any marked changes in the frequencies.
To make the latter really comparable inter se, they must first be
83
Table IV.—Showing the Annual Value and Number of Dwelling-houses in
Oreat Britain assessed to Inhabited House Duty in 1885-6. (Cited from
Jour. Roy. Stat. Soe., vol. 1., 1887, p. 610.)
Annual Value in £'s.
Number
of Houses.
Frequency
per £10
Interval.
£20 and under £30
306,408
306,408
30 „ 40
182,972
182,972
40 ,, 50
105,407
105,407
50 „ 60
63,096
63,096
60 ,, 80
71,436
35,718
80 ,, 100
32,365
16,182
100 „ 150
41,336
8,267
150 „ 300
26,732
1,782
300 „ 500
6,198
310
500 ,, 1000
2,098
42
1000 and upwards
644
Total number of houses
838,692
reduced to a common interval as basis, e.g. £10, by dividing the
fifth and sixth numbers by 2, the seventh by 5, the eighth by 15,
and so on. This gives the mean frequencies per £10 interval
tabulated in the third column of Table IV. The reduction is,
however, impossible in the case of the last class, for we are only
told the number of houses of £1000 annual value and upwards:
the magnitude of the class is indefinite. Such an indefinite class
is in many respects a great inconvenience, and should always be
avoided in work not subject to the necessary limitations of
official publications.
The general rule that intervals should be equal must not be
held to bar the analysis by smaller equal intervals of some
portion of the range over which the frequency varies very
rapidly. In Table XII., p. 98, for example, giving the numbers
of deaths from diphtheria at successive ages, a five-year interval
might be substituted with advantage for the irregular intervals
after the fifth year of age, but it would still be desirable to give
the numbers of deaths in each year for the first five years, so as
to bring out the rapid rise to the maximum in the fourth year
of life.
11. When the table has been completed, it is often convenient
to represent the frequency-distribution by means of a diagram
which conveys the general run of the observations to the eye

84
giving the distribution of head-breadths for 1000 men, will serve
as an example.
Table V.—Showing the Frequency-distribution of Sepd-breadlhs for Students
at Cambridge. Measurements taken to the nearest tenth of an inch.
(Cited from W. R. Macdonell, Biometrika, i., 1902, p. 220.)
Head-breadth
in Inches.
Number of
Men with said
Head-breadth.
Head-breadth
in Inches.
Number of
Men with said
Head-breadth.
5-5
5-6
67
58
5-9
"6-0
691
6-2
12
63
64
6-5
6-6
67
6-8
99
37
15
12
43
80
131
236
• 185
142
Total
1000
Taking a piece of squared paper ruled, say, in inches and tenths,
mark off along a horizontal base-line a scale representing class-
intervals; a half-inch to the class-interval would be suitable.
Then choose a vertical scale for the class-frequencies, say 50
observations per interval to the inch, and mark off, on the
verticals or ofdinates through the points marked 5-5, 5"6, 5-7"
. . . . at the centres of the class-intervals on the base-line, heights
representing on this scale the class-frequencies 3, 12, 43. . . .
The diagram may then be completed in one of two ways: (1)
as a frequency polygon, by joining up the marks on the ver-
ticals by straight lines, the last points at each end being joined
down to the base at the centre of the next class-interval (fig. 1);
or (2) as a column diagram or histogram (to use a term sug-
gested by Professor Pearson, ref. 1), short horizontals being drawn
through the marks on the verticals (fig. 2), which now form the
central axes of a series of rectangles representing the class-
frequencies. The student should note that in any such diagram,
of either form, a certain area represents. a given number of
observations. On the scales suggested, 1 inch on the horizontal
represents 2 intervals, and 1 inch on the vertical represents 50
observations per interval: 1 square inch therefore represents
50x2 = 100 observations. The diagrams are, however, con-
ventional: the whole area of the figure is correct in either case,

THE FKEQUENCY-DISTB1BUTI0N.
85
-8 -9 60 -1 -2 -3 -4 -3 fi -7
Head, bread9h, in. Inches
Fig. 1.—Frequency-Polygon for Head-breadths of 1000 Cambridge
Students. (Table V.)
5-5 -6 -7 -8 -d 60 -1 -2 -3 -4- S
Head, breadth, in inches.
Fig. 2.—Histogram for the same data as Fig. 1.

86
interval is not the same, as suggested by the histogram. The
area shown by the frequency-polygon over any interval with an
ordinate y2 (fig. 3) is only correct if the tops of the three
Fig. 3.
successive ordinates yv y2, ys lie on a line, i.e. if y2 = ^(y1 + y3),
the areas of the two little triangles shaded in the figure being
equal. If y2 fall short of this value, the area shown by the
Fig. 4.
polygon is too great; if y2 exceed it, the area shown by the
polygon is too small; and if, for this reason, the frequency-
polygon tends to become very misleading at any part of the
range, it is better to use the histogram. In the mortality dis-

tribution of Table I., for instance, the frequency rises so sharply

to the maximum that a histogram is, on the whole, the better re-
presentation of the distribution of frequency, and in such a
distribution as that of Table IV. the use of the histogram is
almost imperative.
12. If the class-interval be made smaller and smaller, and at
the same time the number of observations be proportionately in-
creased, so that the class-frequencies may remain finite, the
polygon and the histogram will approach more and more closely
to a smooth curve. Such an ideal limit to the frequency-polygon
or histogram is termed a frequency-curve. In this ideal frequency-
curve the area between any two ordinates whatever is strictly
proportional to the number of observations falling between the
corresponding values of the variable. Thus the number of

observations falling between the values x, and x2 of the variable
in fig. 4 will be proportional to the area of the shaded strip in the
figure; the number of observed values greater than x2 will
similarly be given by the area of the curve to the right of the
ordinate through x2 , and so on. When, in any actual case, the
number of observations is considerable—say a thousand at least
—the run of the class-frequencies is generally sufficiently
smooth to give a good notion of the form of the ideal distri-
bution; with small numbers the frequencies may present all
kinds of irregularities, which, most probably, have very little
significance (of. Chap. XV. § 15, and § 18, Ex. iv.). The forms
presented by smoothly running sets of numerous observations
present an almost endless variety, but amongst these we notice
a small number of comparatively simple types, from which many
at least of the more complex distributions may be conceived as
compounded. For elementary purposes it is sufficient to consider
these fundamental simple types as four in number, the symmetri-

cal distribution, the moderately asymmetrical distribution, the
extremely asymmetrical or J-shaped distribution, and the U-shaped
distribution.
13. The symmetrical distribution, the class-frequencies decreas-
ing to zero symmetrically on either side of a central maximum.
Fig. 5 illustrates the ideal form of the distribution.
Being a special case of the more general type described under
the second heading, this form of distribution is comparatively rare
under any circumstances, and very exceptional indeed in economic
statistics. It occurs more frequently in the case of biometric, more
especially anthropometric, measurements, from which the following
illustrations are drawn, and is important in much theoretical work.
Table VI. shows the frequency-distribution of statures for adult
males in the British Isles, from data published by a British
Association Committee in 1883, the figures being given separately

88
Table VI.—Showing the Frequency-distributions of Statures for Adult
Males born in England, Ireland, Scotland, and Walts. Final Report of
the Anthropometric Committee to the British Association. (Report, 1883,
p. 256.) As Measurements are stated to have been taken to the nearest
1th of an Inch, the Class-Intervals are here presumably 56^f-57f|,
57i$-58H, and so on (cf. § 9). See Fig. 6.
Number of Men within said Limits of Height.
Place of Birth-
Height without
Total.
shoes, Inches.
England.
Scotland.
Wales.
Ireland.
57-
68-
.—
59-
13
1
14
60-
.39
41
61-
"70
83
62-
128
30
169
63-
320
19
48
394
64-
534'
47
83
15
669
65-
740 Art
109
108
33
990
66-
JSJJV
89
Fig. 5.—An ideal symmetrical Frequency-distribution.
X1.200
• -■ A
JV
7X
ti
4t
II
?£i
^\
j\
^^ ^—
900
ifs 600
k.
58 60 62 64 66 68 10 72 7-1 76 78 80
Stature in inches.
Fig. 6. —Frequency-distribution of Stature for 8585 Adult Males born in
the British Isles. (Table VI.)

90
Table VII. gives two similar distributions from more recent
investigations, relating respectively to sons over 18 years of
age, with parents living, in Great Britain, and to students at
Cambridge. The polygons are shown in figs. 7 and 8. Both these
distributions are more irregular than that of fig. 6, but, roughly
speaking, they may all be held to be approximately symmetrical.
14. The moderately asymmetrical distribution, the class-fre-
quencies decreasing with markedly greater rapidity on one side of
the maximum than on the other, as in fig. 9 (a) or (b). This is
the most common of all smooth forms of frequency-distribution,
illustrations occurring in statistics from almost every source. The
distribution of death-rates in the registration districts of England

Table VII.—Showing the Frequency-distribution of Statures for (1) 1078
English Sons (Karl Pearson, Biometrika, ii., 1903, p. 415); (2) for 1000
Male Students at Cambridge (W. R. Macdonell, Biometrika, i., 1902,
p. 220). See Figs. 7 and 8.
Number of Men within said
Stature in
Limits of Stature.
Inches.
(1)
English Sons.
(2)
Cambridge
Students.
59 5-60-5
20
60-5-61 -5
1-5
61 '5-62 -5
3-5
4-0
62-5-63-5
20-5
19-0
63 -5-64 -5
38-5
24-5
64-5-65-5
61-5
40-5
655-66-5
89-5
84-5
66-5-67-5
148-0
123 5
67-5-68-5
173-5
139-0
68-5-69-5
149-5
179-0
69 5-70-5
128-0
138-5
70-5-71-5
108-0
108-0
71-5-72-5
63 0
53-5
72-5-73-5
42-0
47-5
73-5-74-5
29-0
91
200
two
160
'140
'too
"" 80
60
\
40
20
58 60 2 4 6 8 70 2 4 6 8 80
Stature in, inches
Fig. 7.—Frequency-distribution of Stature for 1078 " English Sons.'
(Table VII.)
to
1
•5 BO
b eo
1z
f"
eo
24 SS 70 246
Stature in" inches.
B 80
Fig. 8 — Frequency-distribution of Stature for 1000 Cambridge
Students. (Table VII.)

92
and Wales, given in Table I., p. 77, is a spmewhat rough example
of the type. The distribution of rates of pauperism in the same
Fig. 9.—Ideal distributions of the moderately asymmetrical form.
districts (Table VIII. and fig. 10) jis smoother and more like the
type (a) of fig. 9. The frequency attains a maximum for
100
90
80
70
60
SO
4. 40,
ft. 30
20
10
z^
—/\
—J\
- -7- - V_
— 1. — v ——
4 3— —
t-\---
t-X
i- - -\
'- ^ ~
to 11
Percentage of the population, in- receipt of relief.
Fig. 10.—Frequency-distribution of Pauperism (Percentage of the Population
in Receipt of Poor-law Relief) on 1st January 1891 in the Registration

Districts of England and Wales: 632 Districts. (Table VIII.)

93
districts with 2f to 3^ per cent, of the population in receipt of
relief, and then tails off slowly to unions with 6, 7, and 8 per
cent. of pauperism.
Table VIII.—Showing the Number of Registration Districts in England and
Wales with Different Percentages of the Population in receipt of Poor-law
Belief on the 1st January 1891. (Yule, Jour. Roy. Stat. Soc, vol. lix.,
1896, p. 347. q.v. for distributions for earlier years.) See Fig. 10.
Percentage of
Number of
Unions with
given Percent-
age in receipt
of Relief.
the Population
in receipt of .
Relief.
0-75-1-25
1-25-1-75
1-75-2-25
2-25-2-75
2-75-3-25
"3-25-3-75
3-75-4-25
4-25-475
4-75-5-25
5-25-5 75
5-75-6-25
6-25-6-75
6-75-7-25
7-25-7-75
7-75-8-25
8-25-8-75
18
48
72
\ 85\
V100 J
90
75
60
40
21
11
Total
632
While the distribution of stature is in general symmetrical, that
of weight is asymmetrical or skew, the greater frequencies lying
towards the lower end of the range. This is shown very well by
the data (Table IX. and fig. 11) collected by the same British
Association Committee, from the Report of which the data as to
stature were cited in the last section. As in the case of the stature
diagram (fig. 6), the small error of £ lb. has been neglected, for
the sake of brevity, in lettering the base-line of fig. 11, the classes
being treated as if they were 90 lb.-l00 lb., 100 lb.-H0 lb.,
and so on.
Table X. and fig. 12 give a biological illustration, viz. the
distribution of fecundity (ratio of yearling foals produced to
coverings) in mares. The student should notice the difficulty

94
1•600
aoo
« 800
400
b>
V.
'
1
85 105 125 145 165 185 205 2Z5 245 265 285
Weigh9• in. lbs
Fig. 11. —Frequency-distribution of Weight for 7749 Adult Males in
the British Isles. (Table IX.)
350
1/15 ZJ15 3/l5 4/15 SJ15 6/15 1J15 BJ15 3/15 10/15 11J15 12/15 li/l5 14/l5 I
Ratio of Yearling foals produced• to coveriiirfs.
Fig. 12.—Frequency-distribution of Fecundity for Brood-mares;

2000 observations. (Table X.)

95
Table IX. —Showing the Frequency-distribution of Weights for Adult Males
born in England, Ireland, Scotland, and Wales. (Loc. cit., Table VI.)
Weights were taken to the nearest pound, consequently the true Class-
Intervals are 89-5-99-5, 99.5-109-5, etc. (§ 9).
Weight
in lbs.
Number of Men within given Limits of
Weight. Place of Birth-
Total.
England.
Scotland.
Wales.
Ireland.
90-
100-
110-
120-
130-
140-
150-
160-
170-
180-
190-
200-
210-
220-
230-
240-
250-
260-
270-
280-
26
34
133
22
63
10
152
338
23
390
694
68
42
867
1240
173
153
57
1623
1075
255
178
51
1559
881
275
134
96
Table X.—Showing the Frequency-distribution of Fecundity, i.e. the llatio
of the Number of Yearling Foals produced to the Number of Coverings,
for Brood-mares (Race-horses) Covered Eight Times at Least. (Pearson,
Lee, and Moore, Phil. Trans., A, vol. cxeii. (1899), p. 303.) See Fig. 12.
Number of
Number of
Mares with
Mares with
Fecundity.
Fecundity
Fecundity.
Fecundity
between the
between the
Given Limits.
Given Limits.
1/30- 3/30
17/30-19/30
315
3/30- 5/30
7-5
19/30-21/30
337
5/30- 7/30
11-5
21/30-23/30
293-5
7/30- 9/30
21-5
23/30-25/30
204
9/30-11/30
55
25/30-27/30
127
11/30-13/30
104-5
27/30-29/30
49
13/30-15/30
182
29/30-1
19
15/30-17/30
2715
Total
2000-0
Table XI. —Showing the Frequency-distribution of Barometer Heights for
Daily Observations during the Thirteen Years 1878-1890 at Southampton.
(Karl Pearson and A. Lee, Phil. Trans., A, vol. cxc. (1897), p. 428, q.v.
for numerous other distributions.) See Fig. 13.
Number of Days
Number of Days
Height of
on which Height
Height of
on which Height
Barometer
was observed
Barometer
was observed
in Inches.
between the
in Inches.
between the
Given Limits.
Given Limits.
97
700
600
•g see
"5
- 400
-300-
'200
100
\.
X06
305
31
ZS>. 295 30
Hetglit izv incites
Flo. 13.—Frequency-distribution of Barometer Heights at
Southampton: 4748 observations. (Table XI.)
30 40
Years of age
plG 14 Frequency-distribution of Deaths from Diphtheria at different Ages
in England and Wales, 1891-1900. (Table XII.)

98
the distribution, in such a way as to suggest that the ideal
curve is tangential to the base. Cases of greater asymmetry,
suggesting an ideal cur\ e that meets the base (at one end) at a
finite angle, even a right angle, as in fig. 9 (6), are less frequent,
but occur occasionally. The distribution of deaths from diphtheria,
according to age, affords one such example of a more asymmetrical
kind. The actual figures for this case are given in Table XII., and
illustrated by fig. 14; and it will be seen that the frequency of
deaths reaches a maximum for children aged "3 and under 4,"
the number rising very rapidly to the maximum, and thence
falling so slowly that there is still an appreciable frequency for
persons over 60 or 70 years of age.

Table XII.—Showing the Numbers of Deaths from Diphtheria at Different
Agesin England and Wales during the Ten Years 1891-1900. (Supple-
ment to 65<A Annual Report of the Registrar-General, 1891-1900, p. 3.)
See Fig. 14.
Number of
Age in Years.
Deaths between
Number
per Annum.
Given Limits
of Age.
Under 1 year
4,186
4,186
1-
10,491
10,491
2-
11,218
11,218
3-
12,390
12,390
4-
11,194
11,194
5-
23,348
4,670
10-
4,092
818
15-
1,123
225
20-
585
117
25-
786
79
35-
512
51
45-
324
32
55-
260
26
65-
127
IS
75 and upwards
35
!
only, they would have run 49,479, 23,348, 4,092, and so on,
thus suggesting a maximum number of deaths at the beginning
of life, i.e. a distribution of the present type. It is only the
analysis of the deaths in the earlier years of life by one-year
intervals which shows that the frequency reaches a true maximum
in the fourth year, and therefore the distribution is of the
moderately asymmetrical type. In practical cases no hard and
Fig. 15.—An ideal Distribution of the extreme Asymmetrical Form.
fast line can always be drawn between the moderately and
extremely asymmetrical types, any more than between the
moderately asymmetrical and the symmetrical type.
In economic statistics this form of distribution is particularly
characteristic of the distribution of wealth in the population at

large, as illustrated, e.g., by income tax and house valuation returns,
by returns of the size of agricultural holdings, and so on (cf. ref. 4).
The distributions may possibly be a very extreme case of the last
type; but if the maximum is not absolutely at the lower end of the
100
range, it is very close indeed thereto. Official returns do not
usually give the necessary analysis of the frequencies at the
lower end of the range to enable the exact position of the maximum
to be determined; and for this reason the data on which Table
XIII. is founded, though of course very unreliable, are of some
interest. It will be seen from the table and fig. 16 that with the
given classification the distribution appears clearly assignable to
the present type, the number of estates between zero and £100
in annual value being more than six times as great as the number
between £100 and £200 in annual value, and the frequency
continuously falling as the value increases. A close analysis of
the first class suggests, however, that the greatest frequency does
not occur actually at zero, but that there is a true maximum
frequency for estates of about £1 15 0 in annual value. The
distribution might therefore be more correctly assigned to the
second type, but the position of the greatest frequency indicates a
Table XIII.—Showing the Numbers and Annual Values of the Estates of
those who had taken part in the Jacobite Rising of 1715. (Compiled from
Cosin's Names of the Roman Catholics, Nonjurors, and others who refused
to take the Oaths to his late Majesty King Oeorge, etc.; London, 1745.
Figures of very doubtful absolute value. See a note in Southey's
Commonplace Book, vol. i. p. 573, quoted from the Memoirs of T. Hollis.)
See Fig. 16.
Annual
Number of
Estates.
Annual
Number of
Estates.
Value in
Value in
£100.
£100.
0- 1
1726-5
280
140-5
87
46-5
42-5
29-5
25-5
18-5
21
11-5
17-18
1- 2
2- 3
20-21
21-22
22-23
23-24
3- 4
4- 5
5- 6
6- 7
7- 8
27-28
8- 9
9-10
31-32
1
101
degree of asymmetry that is high even compared with the
asymmetry of fig. 14: the distribution of numbers of deaths from
16
14-
12-
H 10
n.
«S 4
2-
345678
AruvaaX value isi JLlOO
10
II 12
Fig. 16.—Frequency distribution of the Annual Values of certain Estates
in England in 1715: 2476 Estates. (Table XIII.)
diphtheria would more closely resemble the distribution of estate-
values if the maximum occurred in the fourth and fifth weeks
of life instead of in the fourth year. The figures of Table IV.,
p. 83, showing the annual value and number of dwelling-houses,

102
afford a good illustration of this form of distribution, but marred
by the unequal intervals so common in official returns.
Table XIV.—Showing the Frequencies of Different Numbers of Petals for
Three Series of Ranunculus bulbosus. (H. de Vries, Ber. dtsch. hot. Ges.,
Bd. xii., 1894, q.v. for details.) See Fig. 17.
Number
of Petals.
Frequency.
Series A.
Series B.
Series C.
5
312
345
24
133
55
23
17
2
10
11
Total
337
380
222
The type is not very frequent in other classes of material, but
instances occur here and there. Table XIV. and fig. 17 show
',300
,200-
S67S9
5 6 7 8 9 10 11
S 6 7 S 9 10
Fig. 17.—Frequency-distributions of Numbers of Petals for Three Series of
Ranunculus bulbosus: A 337, B 380, C 222 observations. (Table XIV.)
distributions of this form for the petals of the buttercup, Ranun-
culus bulbosus.
16. The U-shaped distribution, exhibiting a maximum frequency

TfiE FkEQUENCY-DISTRlBUTION.
103'
at the ends of the range and a minimum towards the centre
The ideal form of the distribution is illustrated by fig. 18.
Fig. 18.—An ideal Distribution of the U-shaped Form.
This is a rare but interesting form of distribution, as it stands
in somewhat marked contrast to the preceding forms. Table XV.
and fig. 19 illustrate an example based on a considerable number
of observations, viz. the distribution of degrees of cloudiness, or
estimated percentage of the sky covered by cloud, at Breslau
Table XV.—Showing the Frequencies of Estimated Intensities of Cloudiness
at Breslau during the Ten Years 1876-85. (See ref. 2.) See Fig. 19.
Cloudiness.
Frequency.
Cloudiness.
Frequency.
751
10
21
179
71
107
194
69
117
46
2089
Total
3653
104
during the years 1876-85. A sky completely, or almost com-
pletely, overcast at the time of observation is the most common,
a practically clear sky comes next, and intermediates are more
rare.
This form of distribution appears to be sometimes exhibited by
the percentages of offspring possessing a certain attribute when one
at least of the parents also possesses the attribute. The remarks
2000.
1SOO.
1000.
500 .
1 1 1 1 i ''
1 1 • _J
2 3 4 5 6.
Fig. 19.—Frequency-distribution of Degrees of Cloudiness at Bresluu,
1876-85: 3663 observations. (Table XV.)
of Sir Francis Galton in Natural inheritance suggest such a
form for the distribution of "consumptivity" amongst the off-
spring of consumptives, but the figures are not in a decisive shape.
Table XVI. gives the distribution for an analogous case, viz. the
Table XVI.—Showing the Percentages of Deaf-mutes among Children of
Parents one of whom at least was a Deaf-mute, for Marriages producing
Five Children or more. (Compiled from material in Marriages of the Deaf
in America, ed. E. A. Fay, Volta Bureau, Washington, 1898.)
Percentage
Number of
Families.
Percentage
Number of
Families.
of
Deaf-mutes.
of
Deaf-mutes.
0-20
20-40
40-60
220
20-5
12
60-80
80-100
6-5
15
Total
273
distribution of deaf-mutism amongst the offspring of parents one
of whom at least was a deaf mute. In general less than one-fifth
of the children are deaf-mutes: at the other end of the range the
cases in which over 80 per cent. of the children are deaf-mutes are
nearly three times as many as those in which the percentage lies
between 60 and 80. The numbers are, however, too small to form
a very satisfactory illustration.
REFERENCES.
(1) Pearson, Karl, "Skew Variation in Homogeneous Material," Phil.
Trans. Roy. Soc., Series A, vol. clxxxvi. (1895), pp. 343-414.
(2) Pearson, Karl, "Cloudiness: Note on a Novel Case of Frequency,"
Proc. Roy. Soc, vol. lxii. (1897), p. 287.
(3) Pearson, Karl, "Supplement to a Memoir on Skew Variation," Phil.

Trans. Roy. Soc, Series A, vol. cxcvii. (1901), pp. 443-459.
(4) Pareto, Vilfredo, Cours d'économie politiq1ie; 2 vols., Lausanne,
1896-7. See especially tome ii., livre iii., chap• i., "La courbe des
revenus."
The first three memoirs above are mathematical memoirs on the theory
of ideal frequency-curves, the first being the fundamental memoir, and
the second and third supplementary. The elementary student may,
however, refer to them with advantage, on account of the large collection
of frequency-distributions which is given, and from which some of the
illustrations in the preceding chapter have been cited. Without
attempting to follow the mathematics, he may also note that each of
our rough empirical types may be divided into several sub-types, the
theoretical division into types being made on different grounds.
The fourth work is cited on account of the author's discussion of the
distribution of wealth in a community, to which reference was made in
§15.
EXERCISES.
1. If the diagram fig. 6 is redrawn to scales of 300 observations per interval
to the inch and 4 inches of stature to the inch, what is the scale of observa-
tions to the square inch?
If the scales are 100 observations per interval to the centimetre and 2 inches
of stature to the centimetre, what is the scale of observations to the
square centimetre?
2. If fig. 10 is redrawn to scales of 25 observations per interval to the inch
and 2 per cent. to the inch, what is the scale of observations to the
square inch?
If the scales are 10 observations per interval to the centimetre and 1 per
cent. to the centimetre, what is the scale of observations to the square
centimetre?
3. If a frequency-polygon be drawn to represent the data of Table I., what
number of observations will the polygon show between death-rates of
16 5 and 17 -5 per thousand, instead of the true number 159?
4. If a frequency-polygon be drawn to represent the data of Table V.,
what number of observations will the polygon show between head-breadths
5-95 and 6-05, instead of the true number 236?

CHAPTER VII.
AVERAGES.
1. Necessity for quantitative definition of the characters of a frequency-
distribution—2. Measures of position (averages) and of dispersion—3.
The dimensions of an average the same as those of the variable—4.
Desirable properties for an average to possess—5. The commoner forms
of average—6-13. The arithmetic mean: its definition, calculation, and
simpler properties—14-18. The median: its definition, calculation, and
simpler properties—19-20. The mode: its definition and relation to
mean and median—21. Summary comparison of the preceding forms
of average—22-26. The geometric mean: its definition, simpler pro-
perties, and the cases in which it is specially applicable—27. The
harmonic mean: its definition and calculation.
1. In § 2 of the last chapter it was pointed out that a classification

of the observations in any long series is the first step necessary
to make the observations comprehensible, and to render possible
those comparisons with other series which are necessary for any
discussion of causation. Very little experience, however, would
show that classification alone is not an adequate method, seeing
that it only enables qualitative or verbal comparisons to be made.
The next step that it is desirable to take is the quantitative
definition of the characters of the frequency-distribution, so that
quantitative comparisons may be made between the corresponding
characters of two or more series. It might seem at first sight
that very difficult cases of comparison could arise in which, for
example, we had to contrast a symmetrical distribution with a "J-
shaped " distribution. As a matter of practice, however, we seldom
have to deal with such a case; distributions drawn from similar
material are, in general, of similar form. When we have to
compare the frequency-distributions of stature in two races of
man, of the death-rates in English registration districts in two

successive decades, of the numbers of petals in two races of the
same species of Ranunculus, we have only to compare with each
other two distributions of the same or nearly the same type.
2. Confining our attention, then, to this simple case, there are
two fundamental characteristics in which such distributions may
106
AVERAGES.
107
differ: (1) they may differ markedly in position, i.e. in the values
of the variable round wlych they centre, as in fig. 20, A, or (2)
they may centre round the same value, but differ in the range of
variation or dispersion, as it is termed, as in fig. 20, B. Of course
the distributions may differ in both characters at once, as in fig 20,
C, but the two properties may be considered independently.
Measures of the first character, position, are generally known as
averages; measures of the second are termed measures of disper-
sion. In addition to these two principal and fundamental
characters, we may also take a third of some interest but of much
less importance, viz. the degree of asymmetry of the distribution.
Fig. 20.
The present chapter deals only with averages; measures of
dispersion are considered in Chapter VIII. and measures of
asymmetry are also briefly discussed at the end of that chapter.
3. In whatever way an average is defined, it may be as well to
note, it is merely a certain value of the variable, and is therefore
necessarily of the same dimensions as the variable: i.e. if the
variable be a length, its average is a length; if the variable be a
percentage, its average is a' percentage, and so on. But there are
several different ways of approximately defining the position of a
frequency-distribution, that is, there are several different forms of
average, and the question therefore arises, By what criteria are we
to judge the relative merits of different forms? What are, in fact,
the desirable properties for an average to possess 1

w^
(a) In the first place, it almost goes without saying that an
'average should be rigidly defined, and not left to the mere estimation
of the observer. An average that was merely estimated would
depend too largely on the observer as well as the data. (6) An
average should be based on all the observations made. If not,
it is not really a characteristic of the whole distribution• (c) It
is desirable that the average should possess some simple and
obvious properties to render its general nature readily compre-
hensible: an average should not be of too abstract a mathematical
character• (d) It is, of course, desirable that an average should
be calculated with reasonable ease and rapidity. Other things
being equal, the easier calculated is the better of two forms of

average. At the same time too great weight must not be attached
to mere ease of calculation, to the neglect of other factors• (e)
It is desirable that the average should be as little affected as
may be possible by what we have termed fluctuations of sampling.
If different samples be drawn from the same material, however
carefully they may be taken, the averages of the different samples
will rarely be quite the same, but one form of average may show
much greater differences than another. Of the two forms, the
more stable is the better. The full discussion of this condition
must, however, be postponed to a later section of this work
(Chap. XVII.). (f) Finally, by far the most important desideratum
is this, that the measure chosen shall lend itself readily to
algebraical treatment. If, e.g., two or more series of observations
on similar material are given, the average of the combined series
should be readily expressed in terms of the averages of the
component series: if a variable may be expressed as the sum of
two or more others, the average of the whole should be readily

expressed in terms of the averages of its parts. A measure for
which simple relations of this kind cannot be readily determined
is likely to prove of somewhat limited application.
5. There are three forms of average in common use, the
arithmetic mean, the median, and the mode, the first named being
by far the most widely used in general statistical work. To
these may be added the geometric mean and the harmonic mean,
more rarely used, but of service in special cases. We will con-
sider these in the order named.
6. The arithmetic mean.—The arithmetic mean of a series of
values of a variable 2£L, X2, X3, . i . Xn, N in number, is the
quotient of the sum of the values by their number. That is to
say, if M be the arithmetic mean,
M=j(X1 + X2 + Xi+ . . . +X„),

AVERAGES. 109
or, to express it more briefly by using the symbol 2 to denote
"the sum of all quantities like,"
M-^X) . . . . (1)
The word mean or average alone, without qualification, is very
generally used to denote this particular form of average: that
is to say, when anyone speaks of "the mean " or "the average"
of a series of observations, it may, as a rule, be assumed that the
arithmetic mean is meant. It is evident that the arithmetic
mean fulfils the conditions laid down in (a) and (b) of S 4, for it
is rigidly defined and based on all the observations made.
Further, it fulfils condition (c), for its general nature is readily
comprehensible. If the wages-bill for N workmen is £P, the
arithmetic mean wage, P/N pounds, is the amount that each

would receive if the whole sum available were divided equally
between them: conversely, if we are told that the mean wage
is £M, we know this means that the wages-bill is N.M pounds.
Similarly, if N families possess a total of C children, the mean
number of children per family is C/N—the number that each
family would possess if the children were shared uniformly.
Conversely, if the mean number of children per family is M, the
total number of children in N families is N.M. The arithmetic
mean expresses, in fact, a simple relation between the whole
and its parts.
7. As regards simplicity of calculation, the mean takes a high
position. In the cases just cited, it will be noted that the mean
is actually determined without even the necessity of determining
or noting all the individual values of the variable: to get the
mean wage we need no£ know the wages of every hand, but only
the wages-bill; to get the mean number of children per family
we need not know the number in each family, but only the total.
If this total is not given, but we have to deal with a moderate
number of observations—so iew (say 30 or 40) that it is hardly
worth while compiling the frequency-distribution—the arithmetic
mean is calculated directly as suggested by the definition, i.e.
all the values observed are added together and the total divided
by the number of observations. But if the number of observations
be large, this direct process becomes a little lengthy. It may
be shortened considerably by forming the frequency-table and
treating all the values in each class as if they were identical with
the mid-value of the class-interval, a process which in general
gives an approximation that is quite sufficiently exact for prac-
tical purposes if the class-interval has been taken moderately

small (c/. Chap. VI. § 5). In this process each class-frequency
is multiplied by the mid-value of the interval, the products added
together, and the total divided by the number of observations.
If/denote the frequency of any class, X the mid-value of the
corresponding class-interval, the value of the mean so obtained
may be written—
M-yty.X) . . . . (2)
8. But this procedure is still further abbreviated in practice
by the following artifices:—(1) The class-interval is treated
as the unit of measurement throughout the arithmetic; (2) the
difference between the mean and the mid-value of some arbi-
trarily chosen class-interval is computed instead of the absolute
value of the mean.

If A be the arbitrarily chosen value and
X=A + £. .... (3)
then
%(fX) = l(f.A) + 2(f.£),
or, since A is a constant,
M=A+±Xff - - - • W
The calculation of %(f.X) is therefore replaced by the calcula-
tion of 5(/.£). The advantage of this is that the class-frequencies
need only be multiplied by small integral numbers; for A
being the mid-value of a class-interval, and X the mid-value of
another, and the class-interval being treated as a unit, the f's
must be a series of integers proceeding from zero at the arbitrary
origin A. To keep the values of f as small as possible, A should
be chosen near the middle of the range.
It may be mentioned here that 2(f), or 2(/.f) for the grouped
distribution, is sometimes termed thejirst moment of the distribu-
tion about the arbitrary origin A: we shall not, however, make

use of this term.
9. The process is illustrated by the following example, using
the frequency-distribution of Table VIII., Chap. VI. The
arbitrary origin A is taken at 3-5 per cent., the middle of the
sixth class-interval from the top of the table, and a little nearer
than the middle of the range to the estimated position of the
mean. The consequent values of $ are then written down as in
column (3) of the table, against the corresponding frequencies, the
values starting, of course, from zero opposite 3"5 per cent. Each
frequency/is then multiplied by its | and the products entered

AVERAGES.
Ill
in another column (4). The positive and negative products are
totalled separately, giving totals - 776 and + 509 respectively,
whence 2(/.£) = - 267. Dividing this by N, viz. 632, we have
the difference of At from A in class-intervals, viz. 0-42 intervals,
that is 0'21 per cent. Hence the mean is 3-5 - 0"21 = 3-29
per cent.
Calculation of the Mean: Example i.—Calculation of the Arithmetic
Mean of the Percentages of the Population in receipt of Relieff. ftom the
Figures of Table VIII., Chap. VI., p. 93.
(1)
(2)
(3)
(4)
Mid-values
'of the
Deviation
Class-intervals
Frequency
from Arbitrary
Product
(Percentage in
/•
Value A
A-
receipt of
«•
Relief).
1.
18
-5
90
1-5
48
-4
192
72
-3
216
2-5
89
-2
178
100
90
75
-1
100
* **
-776
+1
75
4-5
60
+2
120
40
+3
120
5-5
21
+4
84
6
112
.THEORY OF STATISTICS.
interval is half a unit, and accordingly the quotient 267/632 is
halved in order to obtain an answer in units. Care must also be
taken to give the right sign to the quotient.
10. As the process is an important one we give a second illustra-
tion from the figures of Table VI., Chap. VI. In this case the class-
interval is a unit (1 inch), so the value of M — A is given directly
by dividing 2(/.£) by N. The student must notice that, measures
having been made to the nearest eighth of an inch, the mid-values
of the intervals are 57^, 58^, etc., and not 57'5, 58-5, etc.
Calculation of the Mean: Example ii.—Calculation of the Arithmetic
Mean Stature of Male Adults in the British Isles from the Figures of
Chap. VI., Table VI., p. 88.

(1)
(2)
(3)
Deviation
Height,
Frequency
from Arbitrary
Product
Inches.
/•
Value A
A-
57-
2■
-10
20
58-
-9
36
59-
14
-8
112
60-
41
-7
287
61-
83
-6
498
62-
169
-5
845
63-
394
-4
1576
64-
669
-3
2007
65-
990
-2
1980
66-
67-
68-
1223
1329
1230
-1
AVERAGES.
113
It is evident that an absolute check on the arithmetic of any
such calculation may be effected by taking a different arbitrary
origin for the deviations: all the figures of col. (4) will be changed,
but the value ultimately obtained for the mean must be the
same. The student should note that a classification by unequal
intervals is, at best, a hindrance to this simple form of calculation,
and the use of an indefinite interval for the extremity of the
distribution renders the exact calculation of the mean impossible
(c/. Chap. VI. § 10).
11. We return again below (§ 13) to the question of the
Mi
iioo
\70
- --/ V
- -J- . ,\-
7--..-3
1 Mo % y
,::::::: \::::::::
- /-— ■ _V
--r X-
- / -^v
I Is.
0 12 3^ 4 6 6 7 8 9 10
Percentage of the population" in" receipt of relief.
Fig. 21.—Showing the Arithmetic Mean M, the Median Mi, and the Mode Mo,
by verticals drawn through the corresponding points on the base, for the
distribution of pauperism of fig. 10, p. 9i
errors caused by the assumption that all values within the same
interval may be treated as approximately the mid-value of the
interval. It is sufficient to say here that the error is in general
very ""small and of uncertain sign for a distribution of the
symmetrical or only moderately asymmetrical type, provided of
course the class-interval is not large (Chap. VI. § 5). In the case
of the "J-shaped" or extremely asymmetrical distribution, how-
ever, the error is evidently of definite sign, for in all the intervals
the frequency is piled up at the limit lying towards the greatest
frequency, i.e. the lower end of the range in the case of the illustra-
tions given in Chap. VI., and is' not evenly distributed over the
114
interval. In distributions of such a type the intervals must be
made very small indeed to secure an approximately accurate value
for the mean. The student should test for himself the effect of
different groupings in two or three different cases, so as to get
some idea of the degree of inaccuracy to be expected.
12. If a diagram has been drawn representing the frequency-
distribution, the position of the mean may conveniently be
indicated by a vertical through the corresponding point on the
base. Thus fig. 21 (a reproduction of fig. 10) shows the frequency-
polygon for our first illustration, and the vertical MM indicates
the mean. In a moderately asymmetrical distribution at all of
this form the mean lies, as in the present example, on the side of
the greatest frequency towards the longer "tail" of the distribu-
Mo MiM
Fig. 22.—Mean M, Median Mi, and Mode Mo, of the ideal moderately
asymmetrical distribution.
tion: M in fig. 22 shows similarly the position of the mean in
an ideal distribution. In a symmetrical distribution the mean
coincides with the centre of symmetry. The student should mark
the position of the mean in the diagram of every frequency dis-
tribution that he draws, and so accustom himself to thinking of
the mean, not as an abstraction, but always in relation to the
frequency-distribution of the variable concerned.
13. The following examples give important properties of the
arithmetic mean, and at the same time illustrate the facility of its
algebraic treatment:—
(a) The sum of the deviations from the mean, taken with their
proper signs, is zero.
This follows at once from equation (4): for if M and A are

identical, evidently 2(/.f) must be zero.

AVERAGES. 115
(b) If a series of N observations of a variable X consist of, say,
two component series, the mean of the whole series can be
readily expressed in terms of the means of the two components.
For if we denote the values in the first series by X1 and in the
second series by X2,
"2(X) = 2(X,) + 2(X!),
that is, if there be .V1 observations in the first series and N2 in
the second, and the means of the two series be Mv M2 respectively,
N.M=Nl.Ml + N2.M2 . . . (5)
For example, we find from the data of Table VI., Chap. VI.,
Mean stature of the 346 men born in Ireland = 67-78 in.
„ ,, ,, 741 „ „ Wales = 66-62 in.
Hence the mean stature of the 1087 men born in the two countries
is given by the equation—
1087.il/= (346 x 67-78) + (741 x 66-62).
That is, M = 66-99 inches. It is evident that the form of the
relation (5) is quite general: if there are r series of observations
Xv X2 .... X„ the mean M of the whole series is related' to
the means Mv M2 .... M„ of the component series by the
equation
N.M<=NVM1 + N2.M2 + .... +Nr.Mr . . (6)
For the convenient checking of arithmetic, it is useful to note
that, if the same arbitrary origin A for the deviations £ be taken
in each case, we must have, denoting the component series by the
subscripts 1, 2, ... r as before,
2(/.f) = 2(/1.£1) + 2(/2.£2) + + 2(/,£) • (7)
The agreement of these totals accordingly checks the work.
As an important corollary to the general relation (6), it may
be noted that the approximate value for the mean obtained from
any frequency distribution is the same whether we assume (1)

that all the values in any class are identical with the mid-value
of the class-interval, or (2) that the mean of the values in the
class is identical with the mid-value of the class-interval.
(c) The mean of all the sums or differences of corresponding
observations in two series (of equal numbers of observations) is
equal to the sum or difference of the means of the two series.
This follows almost at once. For if
JL = Jt1 i *A2J
2(X) = 2(X1)±2(X2).
That is, if M, Mv M2 be the respective means,
M=M1±M2 . . (8)
Evidently the form of this result is again quite general, so that
if
X=X1±Xt± .... ±X„
Jf=M1±Mi± .... ±Mr . . (9)
As a useful illustration of equation (8), consider the case of
measurements of any kind that are subject (as indeed all
measures must be) to greater or less errors. The actual measure-
ment X in any such case is the algebraic sum of the true
measurement X1 and an error X2. The mean of the actual
measurements M is therefore the sum of the true mean Mv and
the arithmetic mean of the errors M2. If, and only if, the
latter be zero, will the observed mean be identical with the true
mean. Errors of grouping (§11) are a case in point.
14. The median.—The median may be defined as the middle-
most or central value of the variable when the values are ranged
in order of magnitude, or as the value such that greater and
smaller values occur with equal frequency. In the case of a
frequency-curve, the median may be defined as that value of the
variable the vertical through which divides the area of the curve
into two equal parts, as the vertical through Mi in fig. 22.
The median, like the mean, fulfils the conditions (b) and (c)
of § 4, seeing that it is based on all the observations made, and
that it possesses the simple property of being the central or
middlemost value, so that its nature is obvious. But the defini-
tion does not necessarily lead in all cases to a determinate value.
If there be an odd number of different values of X observed, say
2n+1, the (n+l)th in order of magnitude is the only value
fulfilling the definition. But if there be an even number, say

2n different values, any value between the nth and (m+l)th
fulfils the conditions. In such a case it appears to be usual to
take the mean of the nth and (m +1 )th values as the median,
but this is a convention supplementary to the definition. It
should also be noted that in the case of a discontinuous variable
the second form of the definition in general breaks down: if we
range the values in order there is always a middlemost value
(provided the number of observations be odd), but there is not, as a
rule, any value such that greater and less values occur with equal
frequency. Thus in Table III., § 3 of Chap. VI., we see that 45 per
cent. of the poppy capsules had 12 or fewer stigmatic rays, 55
per cent. had 13 or more; similarly 61 per cent. had 13 or fewer
rays, 39 per cent. had 14 or more. There is no number of rays

AVERAGES. 117
such that the frequencies in excess and defect are equal.
In the case of the buttercups of Table XIV. (Chap. VI. § 15)
there is no number of petals that even remotely fulfils the
required condition. An analogous difficulty may arise, it may
be remarked, even in the case of an odd number of observations
of a continuous variable if the number of observations be small
and several of the observed values identical. The median is
therefore a form of average of most uncertain meaning in cases
of strictly discontinuous variation, for it may be exceeded by
5, 10, 15, or 20 per cent. only of the observed values, instead of
by 50 per cent.: its use in such cases is to be deprecated, and
is perhaps best avoided in any case, whether the variation be
continuous or discontinuous, in which small series of observations

have to be dealt with.
15. When a table showing the frequency-distribution for a
long series of observations of a continuous variable is given, no
difficulty arises, as a sufficiently approximate value of the median
can be readily determined by simple interpolation on the hypo-
thesis that the values in each class are uniformly distributed
throughout the interval. Thus, taking the figures in our first
illustration of the method of ^calculating the mean, the total
number of observations (registration districts) is 632, of which
the half is 316. Looking down the table, we see that there are
227 districts with not more than 2-75 per cent. of the population
in receipt of relief, and 100 more with between 2-75 and 3-25
per cent. But only 89 are required to make up the total of 316;
hence the value of the median is taken as
89
2-75 + ^. A = 2-75 + 0-445
100 J
= 3-195 per cent.
The mean being 3-29, the median is slightly less; its position
is indicated by Mi in fig. 21.
The value of the median stature of males may be similarly
calculated from the data of the second illustration. The work
may be indicated thus :—
Half the total number of observations (8585) = 4292-5
Total frequency under 66if inches . . = 3589
Difference . . = 703-5
Frequency in next interval . . = 1329
703 "5
Therefore median = 66^f + , „ _.
= 67'47 inches.
118
The difference between median and mean in this case is
therefore only about one-hundredth of an inch, the smallness
of the difference arising from the approximate symmetry of
the distribution. In an absolutely symmetrical distribution
it is evident that mean and median must coincide.
16. Graphical interpolation may, if desired, be substituted
for arithmetical interpolation. Taking, again, the figures of
Example i., the number of districts with pauperism not exceeding
2-25 is 138; not exceeding 2-75, 227 ; not exceeding 3-25, 327;
and not exceeding 3.75, 417. Plot the numbers of districts
with pauperism not exceeding each value X to the corresponding
400
ZOO
T Mi
2S 3 35
Percen9age of the population-
in- receip9 of relief.
Via. 23.—Determination of the median by graphical interpolation.
value of X on squared paper, to a good large scale, as in fig. 23,
and draw a smooth curve through the points thus obtained,
preferably with the aid of one of the "curves," splines, or flexible
curves sold by instrument-makers for the purpose. The point
in which the smooth curve so obtained cuts the horizontal line
corresponding to a total frequency N/2 = 316 gives the median.
In general the curve is so flat that the value obtained by this
graphical method does not differ appreciably from that calculated
arithmetically (the arithmetical process assuming that the
curve is a straight line between the points on either side of
the median); if the curvature is considerable, the graphical

value—assuming, of course, careful and accurate draughtsmanship
—is to be preferred to the arithmetical value, as it does not

AVERAGES. 119
involve the crude assumption that the frequency is uniformly
distributed over the interval in which the median lies.
17. A comparison of the calculations for the mean and
for the median respectively will show that on the score of
brevity of calculation the median has a distinct advantage.
When, however, the ease of algebraical treatment of the two
forms of average is compared, the superiority lies wholly on
the side of the mean. As was shown in § 13, when several series
of observations are combined into a single series, the mean of
the resultant distribution can be simply expressed in terms
of the means of the components. The expression of the
median of the resultant distribution in terms of the medians
of the components is, however, not merely complex and difficult,

but impossible: the value of the resultant median depends on
the forms of the component distributions, and not on their
medians alone. If two symmetrical distributions of the same
form and with the same numbers of observations, but with
different medians, be combined, the resultant median must
evidently (from symmetry) coincide with the resultant mean, i.e.
lie halfway between the means of the components. But if the
two components be asymmetrical, or (whatever their form)
if the degrees of dispersion or numbers of observations in the
two series be different, the resultant median will not coincide
with the resultant mean, nor with any other simply assignable
value. It is impossible, therefore, to give any theorem for
medians analogous to equations (5) and (6) for means. It is
equally impossible to give any theorem analogous to equations
(8) and (9) of § 13. The median of the sum or difference of
pairs of corresponding observations in two series is not,
in general, equal to the sum or difference of the medians of

the two series; the median value of a measurement subject to
error is not necessarily identical with the true median, even
if the median error be zero, i.e. if positive and negative errors
be equally frequent.
18. These limitations render the applications of the median in
any work in which theoretical considerations are necessary com-
paratively circumscribed. On the other hand, the median may
have an advantage over the mean for special reasons, (a) It is
very readily calculated; a factor to which, however, as already
stated, too much weight ought not to be attached, (b) It is
readily obtained, without the necessity of measuring all the
objects to be observed, in any case in which they can be arranged
by eye in order of magnitude. If, for instance, a number of men
be ranked in order of stature, the stature of the middlemost is
the median, and he alone need be measured. (On the other hand
it is useless in the cases cited at the end of § 6; the median wage
cannot be found from the total of the wages-bill, and the total
of the wages-bill is not known when the median is given.) (c) It
is sometimes useful as a makeshift, when the observations are so
given that the calculation of the mean is impossible, owing, e.g., to
a final indefinite class, as in Table IV. (Chap. VI. § 10). (d) The
median may sometimes be preferable to the mean, owing to its
being less affected by abnormally large or small values of the
variable. The stature of a giant would have no more influence
on the median stature of a number of men than the stature of
any other man whose height is only just greater than the median.
If a number of men enjoy incomes closely clustering round a
median of £500 a year, the median will be no more affected by

the addition to the group of a man with the income of £50,000
than by the addition of a man with an income of £5000, or even
£600. If observations of any kind are liable to present occasional
greatly outlying values of this sort (whether real, or due to
errors or blunders), the median will be more stable and less
affected by fluctuations of sampling than the arithmetic mean.
(In general the mean is the less affected.) The point is discussed
more fully later (Chap. XVII.).
19. The Mode.—The mode is the value of the variable corre-
sponding to the maximum of the ideal frequency-curve which
gives the closest possible fit to the actual distribution.
It is evident that in an ideal symmetrical distribution mean,
median and mode coincide with the centre of symmetry. If,
however, the distribution be asymmetrical, as in fig. 22, the three
forms of average are distinct, Mo being the mode, Mi the median,
and M the mean. Clearly, the mode is an important form of
average in the cases of skew distributions, though the term is of

recent introduction (Pearson, ref. 11). It represents the value
which is most frequent or typical, the value which is in fact the
fashion (la mode). But a difficulty at once arises on attempting
to determine this value for such distributions as occur in practice.
It is no use giving merely the mid-value of the class-interval into
which the greatest frequency falls, for this is entirely dependent
on the choice of the scale of class-intervals. It is no use making
the class-intervals very small to avoid error on that account, for
the class-frequencies will then become small and the distribution
irregular. What we want to arrive at is the mid-value of the
interval for which the frequency would be a maximum, if the
intervals could be made indefinitely small and at the same time
the number of observations be so increased that the class-frequen-
cies should run smoothly. As the observations cannot, in a
practical case, be indefinitely increased, it is evident that some

AVERAGES. 121
process of smoothing out the irregularities that occur in the
actual distribution must be adopted, in order to ascertain the
approximate value of the mode. But there is only one smoothing
process that is really satisfactory, in so far as every observation
can be taken into account in the determination, and that is the
method of fitting an ideal frequency-curve of given equation to
the actual figures. The value of the variable corresponding to the
maximum of the fitted curve is then taken as the mode, in
accordance with our definition. Mo in fig. 21 is the value of the
mode so determined for the distribution of pauperism, the value
2.99 being, as it happens, very nearly coincident with the centre
of the interval in which the greatest frequency lies. The deter-
mination of the mode by this—the only strictly satisfactory—

method must, however, be left to the more advanced student.
20. At the same time there is an approximate relation between
mean, median, and mode that appears to hold good with surprising
closeness for moderately asymmetrical distributions, approaching
the ideal type of fig. 9, and it is one that should be borne in
mind as giving—roughly, at all events—the relative values of
these three averages for a great many cases with which the
student will have to deal. It is expressed by the equation—
Mode = Mean - 3(Mean - Median).
That is to say, the median lies one-third of the distance from the
mean towards the mode (compare figs. 21 and 22). For the
distribution of pauperism we have, taking the mean to three
places of decimals,—
Mean 3-289
Median .... 3-195
Difference .... 0-094
Hence approximate mode = 3-289 - 3 x 0-094

= 3-007,
or 3.01 to the second place of decimals, which is sufficient accuracy
for the final result, though three decimal places must be retained
for the calculation. The true mode, found by fitting an ideal
distribution, is 2-99. As further illustrations of the closeness
with which the relation may be expected to hold in different cases,
we give below the results for the distributions of pauperism in
the unions of England and Wales in the years 1850, 1860, 1870,
1881, and 1891 (the last being the illustration taken above),
and also the results for the distribution of barometer heights at

122
Southampton (Table XI., Chap. VI. § 14), and similar distribu-
tions at four other stations.
Comparison nf the Approximate, and True Modes in the Case of Five Dis-
tributions of Pauperism (Percentages of the Population in receipt of
Relief) in the Unions of England and Wales. (Yule, Jour. Roy. Stat.
Soc., vol. lix.. 1896.)
Year.
Mean.
Median.
Approximate
Mode.
True Mode.
1850
1860
1870
1881
1891
6-508
5-195
5 451
3-676
3-289
6 261
5-000
5-380
3-523
3-195
5-767
4-610
5-238
3-217
3-007
5-815
4-657
5-038
3-240
2987
Comparison of the Approximate and True Modes in the Case of Five Dis-
tributions of the Height of the Barometer for Daily Observations at the
Stations named. (Distributions given by Karl Pearson and Alice Lee,
Phil. Trans , A, vol. cxc. (1897), p. 423.)
Station.
Mean.
Median.
Approximate
Mode.
True Mode.
Southampton .
Londonderry
Carmarthen
Glasgow .
Dundee .
29-981
29-891
29-952
29-886
29-870
30 000
29-915
29 974
29-900
29-890
30-038
29-963
30-018
29-946
29-930
30-039
AVERAGES. 123
rather less affected than the median by errors of sampling. The
median is, it is true, somewhat more easily calculated from a given
frequency-distribution than is the mean; it is sometimes a useful
makeshift, and in a certain class of cases it is more and not less
stable than the mean; but its use is undesirable in cases of discon-
tinuous variation, its value may be indeterminate, and its algebraic
treatment is difficult and often impossible. The mode, finally,
is a form of average hardly suitable for elementary use, owing
to the difficulty of its determination, but at the same time it
\ represents an important value of the variable. The arithmetic
mean should invariably be employed unless there is some very
/ definite reason for the choice of another form of average, and the
I elementary student will do very well if he limits himself to its

I use. Objection is sometimes taken to the use of the mean in the
case of asymmetrical frequency-distributions, on the ground that
the mean is not the mode, and that its value is consequently mis-
leading. But no one' in the least degree familiar with the
manifold forms taken by frequency-distributions would regard the
two as in general identical, and while the importance of the mode
is a good reason for stating its value in addition to that of the
mean, it cannot replace the latter. The objection, it may be
noted, would apply with almost equal force to the median, for, as
we have seen (§ 20), the difference between mode and median
is usually about two-thirds of the difference between mode and
mean.
22. The Geometric Mean.— The geometric mean G of a series of
values Xv X2, Xz, .... X„, is defined by the relation
G = (XvXrXt . . . . Xn% . . (io)
The definition may also be expressed in terms of logarithms,
logG=~2(logX) . . . (11)
that is to say, the logarithm of the geometric mean of a series of
values is the arithmetic mean of their logarithms.
The geometric mean of a given series of quantities is always
less than their arithmetic mean; the student will find a proof in
most text-books of algebra, and in ref. 10. The magnitude of
the difference depends largely on the amount of dispersion of the
variable in proportion to the magnitude of the mean (c/. Chap.
VIII., Question 8). It is necessarily zero, it should be noticed, if
even a single value of X is zero, and it may become imaginary if
negative values occur. Excluding these cases, the value of the

124 THBOKY OF STATISTICS.
geometric mean is always determinate and is rigidly defined. The
computation is a little long, owing to the necessity of taking
logarithms: it is hardly necessary to give an example, as the
method is simply that of finding the arithmetic mean of the
logarithms of X (instead of the values of X) in accordance with
equation (11). If there are many observations, a table should be
drawn up giving the frequency-distribution of log X, and the
mean should be calculated as in Examples i. and ii. of §£ 9 and 10.
The geometric mean has never come into general use as a repre-
sentative average, partly, no doubt, on account of its rather
troublesome computation, but principally on account of its some-
what abstract mathematical character (cf. § 4 (c) ): the geometric
mean does not possess any simple and obvious properties which
render its general nature readily comprehensible.
23. At the same time, as the following examples show, the
mean possesses some important properties, and is readily treated
algebraically in certain cases.
(a) If the series of observations X consist of r component
series, there being iV1 observations in the first, Jf2 in the second,
and so on, the geometric mean G of the whole series can be
readily expressed in terms of the geometric means Gv G$, etc., of
the component series. For evidently we have at once (as in § 13
(*))_
N. log G = 2fv log C1 + JT,. log 0,-r- .... + Ifr log Gr . (12)
(b) The geometric mean of the ratios of corresponding observa-
tions in two series is equal to the ratio of their geometric means.
For if
X=X1/X2,
logX = logX1-logX2,
then summing for all pairs of X1'b and X2's,

G=GJG2 .... (13)
(c) Similarly, if a variable X is given as the product of any
number of others, i.e. if
X=XVX2.X3 . . . . Xr
Xv X2, . . . . X- denoting corresponding observations in r
different series, the geometric mean G of X is expressed in terms
of the geometric means Gv G2, . . .
. G- of Xv X2, . .
■ ■ X„ by
the relation
G = Gy G"9. LTg .
. . . Gr . .
• (I*)
That is to say, the geometric mean of the product is the product
of t.hfi ceometric means.
of the geometric means

AVERAGES.
125
24. The use of the geometric mean finds its simplest application
in estimating the numbers of a population midway between two
epochs (say two census years) at which the population is known.
If nothing is known concerning the increase of the population
save that the numbers recorded at the first census were P0 and at
the second census n years later Pm the most, reasonable assump-
1801 11 21 31
si 61
SI 91
Gunberland"
2SO
300
2SO
200
IS O
5 Cumberland
"3 Dorset
-S 100
Q. Hereford
SO
1801 11 21 31 41 SI 61 71 SI 91 1901
Census year.
Flo. 24.—Showing the Populations of certain rural counties of England
for each Census year from 1801 to 1901.
tion to make is that the percentage increase in each year has
been the same, so that the populations in successive years form a
geometric series, PQr being the population a year after the first
census, P0r2 two years after the first census, and so on, and
Pn = P0.rn . . . . (15)
The population midway between the two censuses is therefore
Pnl2 = P0.r"* = (PQ.P„y . . . (16)

i.e. the geometric mean of the numbers given by the two censuses.
This result must, however, be used with discretion. The rate of
increase of population is not necessarily, or even usually, constant
over any considerable period of time: if it were so, a curve
representing the growth of population as in fig. 24 would be
continuously convex to the base, whether the population were
increasing or decreasing. In the diagram it will be seen that
the curves are frequently concave towards the base, and similar
results will often be found for districts in which the population is
not increasing very rapidly, and from which there is much
emigration. Further, the assumption is not self-consistent in any
case in which the rate of increase is not uniform over the entire
area—and almost any area can be analysed into parts which are not
similar in this resp'ect. For if in one part of the area considered
the initial population is P0 and the common ratio R, and in the
remainder of the area the initial population is p0 and the common
ratio r, the population in year n is given by
Pn+P^Po.lT+Po.r".
This does not represent a constant rate of increase unless R = r.
If then, for example, a constant percentage rate of increase be
assumed for England and Wales as a whole, it cannot be assumed
for the Counties: if it be assumed for the Counties, it cannot be
assumed for the country as a whole. The student is referred to
refs. 14, 15 for a discussion of methods actually used for the con-
sistent estimation of populations under such circumstances.
25. The property of the geometric mean illustrated by equation
(13) renders it, in some respects, a peculiarly convenient form of
average in dealing with ratios, i.e. "index-numbers," as they are
termed, of prices. Let
. O'ri,, 0' ■"- 0' •'

■ • *"o
. y ■' ■t y'"
. . X\
-^ TT.'t '.V 1' ■'
■ ■ x\
denote the prices of N commodities in the years 0, 1, 2
Further, let Yl0 — XJX^, and so on, so that
V Y" V" V"
1 io' z io, ± io -1 io
± 20' -'20' 20' • ' ' • ■* 20
represent the ratios of the prices of the several commodities in years
1, 2, ... to their prices in year 0. These ratios, in practice
multiplied by 100, are termed index-numbers of the prices of the
several commodities, on the year 0 as base. Evidently some

AVERAGES. 127
form of average of the Y'b for any given year will afford an
indication of the general level of prices for that year, provided the
commodities chosen are sufficiently numerous and representative.
The question is, what form of average to choose. If the geometric
mean be chosen, and Gw G20 denote the geometric means of the
Y's for the years 1 and 2 respectively, we have
'M
• (17)
^20 - / j. 20
Y"
Y'"
* 20
Yn*x\»
1 20
^10 ^'10
r'io
Y"\o ''
'' Y"J
*"2
X'"2
X"2\h
'' x\)
-\x\
X\
x"\ ■ ■
= (Y'n
Y"n
Y-'n ■ ■
Y" )-
From the first form of this equation- we see that the ratio of the
geometric mean index-number in year 2 to that in year 1 is
identical with the geometric mean of the ratios for the index-
numbers of the several commodities. A similar property does
not hold for any other form of average: the ratio of the arithmetic
mean index-numbers is not the same as the arithmetic mean of
the ratios, nor is the ratio of the medians the median of the
ratios. From the second and third forms of the equation it
appears further that the ratio of the geometric mean index-
number in y«ar 2 to that in year 1 is independent of the prices in
the year first chosen as base (i.e. year 0), and is identical with the
geometric mean of the index-numbers for year 2, on year 1 as
base. Again, a similar property does not hold for any other form
of average. If arithmetic means of the index-numbers be taken,
for example, the ratio of the mean in year 2 to the mean in year
1 will vary with the year taken as base, and will differ more or
less from the arithmetic mean ratio of the prices in year 2 to the
prices of the same commodities in year 1 ; the same statement is
true if medians be used. The results g"T rt }w the use of the
geometric mean possess, therefore, a ce .1 consistency that is
not exhibited if other forms of average are employed. It was
used in a classical paper by Jevons (ref. 4), though not on quite
the same grounds, but has never been at all generally employed.
26. The general use of the geometric mean has been suggested
on another ground, namely, that the magnitudes of deviations
appear, as a rule, to be dependent in some degree on the magni-
tude of the average; thus the length of a mouse varies less than
the stature of a man, and the height of a shrub less than that of
a tree. Hence, it is argued, variations in such cases should be
measured rather by their ratio to, than their difference from, the
average; and if this is done, the geometric mean is the natural
average to use. If deviations be measured in this way, a

128
deviation G/r will be regarded as the equivalent of a deviation r.G,
instead of a deviation -a; as the equivalent of a deviation + x.
If a distribution take the simplest possible form when relative
deviations are regarded as equivalents, the frequency of deviations
between G/s and G/r will be equal to the frequency of deviations
between r.G and s.G. The frequency-curve will then be sym-
metrical round log G if plotted to log X as base, and if there be
a single mode, log G will be that mode—a logarithmic or geometric
mode, as it might be termed: G will not be the mode if the distri-
bution be plotted in the ordinary way to values of X as base.
The theory of such a distribution has been discussed by more than
one author (refs. 2, 8, 9). The general applicability of the assump-

tion made does not, however, appear to have been very widely
tested, and the reasons assigned have not sufficed to bring the
geometric mean into common use. It may be noted that, as the
geometric mean is always less than the arithmetic mean, the
fundamental assumption which would justify the use of the former
clearly does not hold where the (arithmetic) mode is greater than
the arithmetic mean, as in Tables X. and XI. of the last chapter.
27. The Harmonic Mean.-—The harmonic mean of a series of
quantities is the reciprocal of the arithmetic mean of their
reciprocals, that is, if H be the harmonic mean,
H N\X,
\)
(18)
The following illustration, the result of which is required for an
example in a later chapter (Chap. XIII. § 11), will serve to show
the method of calculation.
The table gives the number of litters of mice, in certain

breeding experiments, with given numbers (X) in the litter. (Data
from A. D. Darbishire, Biometrika, iii. pp. 30, 31.)
Number in
Number of
Litter.
Litters.
fix.
/•
7.000
11
5-500
16
5 333
17
4-250
•26
5 200
31
5-167
11
1-571
0-125
0-111
121
34-257
AVERAGES. 129
Whence, 1/// = 0-2831, i/= 3-532. The arithmetic mean is 4-587,
or more than a unit greater.
If the prices of a commodity at different places or times are
stated in the form "so much for a unit of money," and an average
price obtained by taking the arithmetic mean of the quantities
sold for a unit of money, the result is equivalent to the harmonic
mean of prices stated in the ordinary way. Thus retail prices of
eggs are usually quoted in England as "so many to the shilling."
Supposing we had 100 returns of retail prices of eggs, 50 returns
showing twelve eggs to the shilling, 30 fourteen to the shilling,
and 20 ten to the shilling; then the mean number per shilling
would be 12"2, equivalent to a price of 0-984d. per egg. But
if the prices had been quoted in the form usual for other com-
modities, we should have had 50 returns showing a price of Id.
per egg, 30 showing a price of 0-857d., and 20 a price of l-2d.:
arithmetic mean 0-997d., a slightly greater value than the har-
monic mean of 0-984. The official returns of prices in India were,
until 1907, given in the form of "Sers (2-057 lbs.) per rupee."
The average annual price of a commodity was based on half-
monthly prices stated in this form, and "index-numbers" were
calculated from such annual averages. In the issues of "Prices
and Wages in India" for 1908 and later years the prices have
been stated in terms of "rupees per maund (82-286 lbs.)." The
change, it will be seen, amounts to a replacement of the harmonic
by the arithmetic mean price.
The harmonic mean of a series of quantities is always lower
than the geometric mean of the same quantities, and, a fortiori,
lower than the arithmetic mean, the amount of difference depend-
ing largely on the magnitude of the dispersion relatively to the
magnitude of the mean. (Cf. Question 9, Chap. VIII.)

REFERENCES.
General.
(1) Fechner, G. T. "Ueber den Ausgangswerth der kleinsten Abweich-
ungssumme, dessen Bestimmung, Verwenduug und Verallgemein-
erung," Abh. d. kgl. sachsischen Oesellschaft d. Wissensclut/ten, vol.
xviii. (also numbered xi. of the Abh. d. math.-phys. Classe); Leipzig
(1878), p. 1. (The average denned as the origin from which the
dispersion, measured in one way or another, is a minimum: geometric
mean dealt with incidentally, pp. 13-16.)
(2) Fechner, G. T., Kollektivmasslehre, herausgegeben von G. F. Lapps;
Engelmann, Leipzig, 1897. (Posthumously published: deals with
frequency-distributions, their forms, averages, and measures of dis-
persion in general: includes much of the matter of (1).)
(3) Zizek, Franz, Die statistischen Mittelwerlhe; Duncker und Humblot,
Leipzig, 1908. (Non-mathematical, hut useful to the economic student
for references cited.)
9
The Geometric Mean.
(4) Jevons, W. Stanley, A Serious Fall in the Value of Gold ascertained
and its Social Effects set forth; Stanford, London, 1863. Reprinted
in Investigations in Currency and Finance; Macmillan, London, 1884.
(The geometric mean applied to the measurement of price changes.)
(5) Jevons, W. Stanley, "On the Variation of Prices and the Value of
the Currency since 1782," Jour. Boy. Slat. Soc, vol. xxviii., 1865.
Also reprinted in volume cited above.
(6) Edgewoeth, F. Y., "On the Method of ascertaining a Change in the
Value of Gold," Jour. Roy. Stat. Soc, vol. xlvi., 1883, p. 714. (Some
criticism of the reasons assigned by Jevons for the use of the geometric
mean.)
(7) Galton, Francis, "The Geometric Mean in Vital and Social Statistics,"
Proc. Roy. Soc., vol. xxix., 1879, p. 365.
(8) McAlister, Donald, "The Law of the Geometric Mean," ibid., p. 367.
(The law of frequency to which the use of the geometric mean would
be appropriate.)
(9) Kapteyn, J. C, Skew Frequency-curves in Biology and Statistics;
Noordhoff, Grbningen, and Wm. Dawson, London, 1903. (Contains,
amongst other forms, a generalisation of McAlister's law.)
(10) Crawford, G. E., "An Elementary Proof that the Arithmetic Mean
of any number of Positive Quantities is greater than the Geometric
Mean," Proc. Edin. Math. Soc., vol. xviii., 1899-1900.
See also refs. 1 and 2.
The Mode.
Trans. Roy. Soc., Series A, vol. clxxxvi., 1895, p. 343. (Definition of
mode, p. 345.)
(12) Yule, G. U., "Notes on the History of Pauperism in England and
Wales, etc. : Supplementary Note on the Determination of the Mode,"

Jour. Roy. Stat. Soc., vol. lix., 1896, p. 343. (The note deals with
elementary methods of approximately determining the mode : the one-
third rule and one other.)
(13) Pearson, Karl, "On the Modal Value of an Organ or Character,"
Biometrika, vol. i., 1902, p. 260. (A warning as to the inadequacy of
mere inspection for determining the mode.)
Estimates of Population.
(14) Waters, A. C, "A Method for estimating Mean Populations in the
last Intercensal Period," Jour. Roy. Stat. Soc, vol. lxiv., 1901, p. 293.
(15) Waters, A. C, Estimates of Population: Supplement to the 65th Annual
Report ofthe Registrar-General for England and Wales (Od. 2618, 1907),
p. cxvii.
Index-numbers.
These were incidentally referred to in § 25. The general theory of
index-numbers and the different methods in which they may be formed
are not considered in the present work. The student will find copious
references to the literature in the following:—
(16) Edgeworth, F. Y., "Reports of the Committee appointed for the
purpose of investigating the best methods of ascertaining and measuring

AVERAGES.
131
Variations in the Value of the Monetary Standard," British Association
Reports, 1887 (p. 247), 1888 (p. 181), 1889 (p. 133), and 1890 (p. 485).
(17) Edgeworth, F. Y., Article " Index-numbers" in Palgrave's Dictionary
of Political Economy, vol. ii.; Macmillan, 1896.
(18) Fountain, H., "Memorandum on the Construction of Index-numbers
of Prices," in the Board of Trade Report on Wholesale and Retail
Prices in the United Kingdom,'" 1903.
EXERCISES.
1. Verify the following means and medians from the data of Table VI.
Chap. VI.
Stature in Inches for Adult Males in—
England. Scotland. Wales. Ireland.

Mean
Median
67-31
67-35
68-55
68-48
66-62
66-56
67-78
67-69
In the calculation of the means use the same arbitrary origin as in Example
ii., and check your work by the method of § 13 (6).
2. Find the mean weight of adult males in the United Kingdom from the
data in the last column of Table IX., Chap. VI. Also find the median weight,
and hence the approximate mode, by the method of § 20.
3. Similarly, find the mean, median, and approximate value of the mode
for the distribution of fecundity in racehorses, Table X., Chap. VI.

4. Using a graphical method, find the median annual value of houses assessed
to inhabited house duty in the financial year 1885-6 from the data of Table
IV., Chap. VI.
5. (Data from Sauerbeck, Jour. Roy. Stat. Soc, March 1909.) The figures
in columns 1 and 2 of the small table below show the index-numbers (or per-
centages) of prices of certain animal foods in the years 1898 and 1908, on
their average prices during the years 1867-77. In column 3 have been added
the ratios of the index-numbers in 1908 to the index-numbers in 1898, the
latter being taken as 100.
Find the average ratio of prices in 1908 to prices in 1898, taken as 100:—
(1) From the arithmetic mean of the ratios in col. 3.
(2) From the ratio of the arithmetic means of cols. 1 and 2.
(3) From the ratio of the geometric means of cols. 1 and 2.
(4) From the geometric mean of the ratios in ool. 3.
Note that, by § 25, the last two methods must give the same result.
Index- number of price in Ratio
1898. 1908. 08/98.
Commodity.
1.
2.
3.
1. Beef, prime
78
72
84
67
87
78
76
88
90
92
95
83
84
91
112-8
125-0
109-5
132
6. (Data from census of 1901.) The table below shows the population of
the rural sanitary districts of Essex, the urban sanitary districts (other than
the borough of West Ham), and the borough of West Ham, at the censuses
of 1891 and 1901. Estimate the total population of the county at a date
midway between the two censuses, (1) on the assumption that the percentage
rate of increase is constant for the county as a whole, (2) on the assumption
that the percentage rate of increase is constant in each group of districts and
the borough of West Ham.
Essex.
Population.
1891.
1901.
Rural districts
232,867
204,903
345,604
240,776
267,358
575,864
West Ham ....
Other urban districts
Total
783,374
1,083,998
7. (Data from Agricultural Statistics for 1905, Cd. 3061, 1906.) The
following statement shows the monthly average prices of eggs in Great
Britain in 1905, as compiled from the weekly returns of market prices for
first and second quality British eggs, per 120 :—
Month.
First
Quality.
Second
Quality.
s. d.
s. d.
January
13 0
11 0
February
11 0
90
March
80
60
April
76
66
May
80
76
June
86
80
July
96
86
August .
11 0
10 0
September
11 6
10 6
October .
14 0
12 6
November
18 0
16 0
CHAPTER VIII.
1. Inadequacy of the range as a measure of dispersion—2-13. The standard
deviation; its definition, calculation, and properties—14-19. The
mean deviation : its definition, calculation, and properties—20-24. The
quartile deviation or semi-interquartile range—25. Measures of
relative dispersion—26. Measures of asymmetry or skewness—27-30.
The method of grades or percentiles.
1. The simplest possible measure of the dispersion of a series of
values of a variable is the actual range, i.e. the difference between
the greatest and least values observed. While this is frequently
quoted, it is as a rule the worst of all possible measures for any
serious purpose. There are seldom real upper and lower limits
to the possible values of the variable, very large or very small

values being only more or less infrequent: the range is therefore
subject to meaningless fluctuations of considerable magnitude
according as values of greater or less infrequency happen to
have been actually observed. Note, for instance, the figures of
Table IX., Chap. VI. p. 95,. showing the frequency distributions of
weights of adult males in the several parts of the United King-
dom. In Wales, one individual was observed with a weight of
over 280 lbs., the next heaviest being under 260• lbs. The
addition of the one very exceptional individual has increased the
range by some 30 lbs., or about one-fifth. A measure subject to
erratic alterations by casual influences in this way is clearly not
of much use for comparative purposes. Moreover, the measure
takes no account of the form of the distribution within the limits
of the range; it might well happen that, of two distributions
covering precisely the same range of variation, the one showed
the observations for the most part closely clustered round the
average, while the other exhibited an almost even distribution of

frequency over the whole range. Clearly we should not regard
two such distributions as exhibiting the same dispersion, though
they exhibit the same range. Some sort of measure of dispersion
is therefore required, based, like the averages discussed in the last
133
chapter, on all the observations made, so that no single observation
can have an unduly preponderant effect on its magnitude; indeed,
the measure should possess all the properties laid down as desir-
able for an average in § 4 of Chap. VII. There are three such
measures in common use—the standard deviation, the mean
deviation, and the quartile deviation or semi-interquartile range,
of which the first is the most important.
2. The Standard Deviation.—The standard deviation is the
square root of the arithmetic mean of the squares of all deviations,
deviations being measured from the arithmetic mean of the
observations. If the standard deviation be denoted by o-, and a
deviation from the arithmetic mean by x, as in the last chapter,
then the standard deviation is given by the equation

^ = ls(^) . . . . (1)
To square all the deviations may seem at first sight an artificial
procedure, but it must be remembered that it would be useless to
take the mere sum of the deviations, in order to obtain a measure
of dispersion, since this sum is necessarily zero if deviations be
taken from the mean. In order to obtain some quantity that
shall vary with the dispersion it is necessary to average the
deviations by a process that treats them as if they were all of the
same sign, and squaring is the simplest process for eliminating
signs which leads to results of algebraical convenience.
3. A quantity analogous to the standard deviation may be
defined in more general terms. Let A be any arbitrary value of
X, and let $ (as in Chap. VII. § 8) denote the deviation of X
from A; i.e. let
£=X-A.
Then we may define the root-mean-square deviation s from the
origin A by the equation

** = is(<?) . . . . . (2)
In terms of this definition the standard deviation is the root-
mean-square deviation from the mean. There is a very simple
relation between the standard deviation and the root-mean-square
deviation from any other origin. Let '-
M-A = d (3)
so that f = x + d.
Then ^ = xi + 2x.d+d\
2(£2) = 2(x*) + U.%(x) + N.d*.

135
But the sum of the deviations from the mean is zero, therefore
the second term vanishes, and accordingly
! + dK
(4)
Hence the root-mean-square deviation is least when deviations
are measured from the mean, i.e. the standard deviation is the least
possible root-mean-square deviation.
%(&), or 2(/.f2) if we are dealing with a grouped distribution
and /Is the frequency of £, is sometimes termed the second moment
of the distribution about A, just as 2(£) or %(/.£) is termed
the first moment (c/. Chap. VII. § 8): we shall not make use
of the term in the present work. Generally, 2(f.f) is termed

the nth moment.
4. If o- and d are the two sides of a right-angled triangle, s is
MA
Fig. 25.
the hypotenuse. If, then, ME be the vertical through the
mean of a frequency-distribution (fig. 25), and MS be set off
equal to the standard deviation (on the same scale in which the
variable X is plotted along the base), SA will be the root-mean-
square deviation from the point A. This construction gives a
concrete idea of the way in which the root-mean-square deviation
depends on the origin from which deviations are measured. It
will be seen that for small values of d the difference of s from o-
will be very minute, since A will lie very nearly on the circle
drawn through M with centre S and radius SM: slight errors
in the mean due to approximations in calculation will not, there-
fore, appreciably affect the value of the standard deviation.
5. If^we have Jo deal with relatively few, say thirty or forty,

ungrouped observations, the method of calculating the standard
deviation is perfectly straightforward. It is illustrated by the
figures given below for the estimated average earnings of

agricultural labourers in 38 rural unions. The values (earnings)
are first of all totalled and the total divided by JY^to give tne
arithmetic mean M, viz. 15s ll^fd., or 15s. lid. to the nearest
penny. The earnings being estimates, it is not necessary to take
the average to any higher degree of accuracy. Having found
the mean, the difference of each observation from the mean is
next written down as in col. 3, one penny being taken as the
unit: the signs are not entered, as they are not wanted, but the
work should be checked by totalling the positive and negative
differences separately. [The positive total is 300 and the
negative 290, thus checking the value for the mean, viz. 15s.
lid.+ 10/38.]
Finally, each difference is squared, and the squares entered in

col. 4,—tables of squares are useful for such work if any of the
differences to be squared are large (see list of Tables, p. 352).
The sum of the squares is 16,018. Treating the value taken for
the mean as sensibly accurate, we have—
oo
o-=20-5d.
If we wish to be more precise we can reduce to the true mean
by the use of equation (4), as follows :—
<«.M? =421-5263
rf=^ = 0-2632; cP= 0 0693
Hence o-2 = s2 - d2 = 421-4570
o-= 20-529d.
Evidently this reduction, in the given case, is unnecessary,
illustrating the fact mentioned at the end of $ 4, that small
errors in the mean have little effect on the value found for the
standard deviation. The first value is correct within a very
small fraction of a penny.

137
Calculation of the Standard Deviation: Example i. —Calculation of
Mean and Standard Deviation for a Short Series of Observations tin-
grouped. Estimated Average Weekly Earnings of Agricultural Labourers
in Thirty-eight Rural Unions, in 1892-3. (W. Little: Labour Com-
mission; Report, vol. v., part i., 1894.)
1.
2.
3.
4.
Earnings
Difference
{ (Pence).
(Difference)2
Union.
(Shillings
and Pence).
1. Glendale ....
s. d.
20 9
58
3,364
2. Wigton
20 3
52
2,704
3. Garstang
19 8
45
2,025
4. Belper
18 6
31
961
5. Nantwich .
17 8
21
441
6. Atcham
17 6
19
361
7. Driffield
17 1
14
196
8. Uttoxeter .
17 0
13
169
9. Wetherby .
17 0
13
169
10. Easingwold
16 11
12
144
11. Southwell .
16 6
49
12. Hollingbourn
16 4
r,
25
13. Melton Mowbray
16 3
4
The figures dealt with in this illustration are estimates of the
weekly earnings of the agricultural labourers, i.e. they include
allowances for gifts in kind, such as coal, potatoes, cider, etc. The
estimated weekly money wages are, however, also given in the
same Report^ and we are thus enabled to make an interesting
comparison of the dispersions of the two. It might be expected
that earnings would vary less than wages, as his earnings and not
the mere money wages he receives are the important niatter to
the labourer, and as a fact we find
Standard deviation of weekly earnings . . 20'5d.
,, „ ,, wages . . 26-0d.
The arithmetic mean wage is 13s. 5d.
6. If we have to deal with a grouped frequency-distribution,

the same artifices and approximations are used as in the calculation
of the mean (Chap. VII. §§ 8, 9, 10). The mid-value of one of
the class-intervals is chosen as the arbitrary origin A from which
to measure the deviations £, the class-interval is treated as a
unit throughout the arithmetic, and all the observations within
any one class-interval are treated as if they were identical with
the mid-value of the interval. If, as before, we denote the
frequency in any one interval by /, these / observations con-
tribute /£2 to the sum of the squares of deviations and we
have—
The standard deviation is then calculated from equation (4).
7. The whole of the work proceeds naturally as an extension of
that necessary for calculating the mean, and we accordingly use
the same illustrations as in the last chapter. Thus in Example
ii. below, cols. 1, 2, 3, and 4 are the same as those we have already
given in Example i. of Chap. VII. for the calculation of the mean.
Column 5 gives the figures necessary for calculating the standard

deviation, and is derived directly from col. 4 by multiplying the
figures of that column again by £. Thus 90 x 5 = 450, 192 x 4 =
768, and so on. The work is therefore done very rapidly. The
remaining steps of the arithmetic are given below the table; the
student must be careful to remember the final conversion, if
necessary, from the class-interval as unit to the natural unit
of measurement. In this case the value found is 2'48 class-
intervals, and the class-interval being half a unit, that is l-24
per cent.
139
Calculation of the Standard Deviation: Example ii.---Calculation of
the Standard Deviation of the Percentages of the Population in receipt of
Relief, in addition to the Mean, from the figures of Table VIII. of
Chap. VI. (Cf. the work for the mean alone, p. 111.)
(1)
(2)
(3)
(4)
Product.
(5)
Product.
Percentage
in receipt
of Relief.
Frequency.
f.
from Value A.
Deviation
A-
A2-
18
48
72
89
100
-5
90
192
216
178
100
450
768
648
356
100
1-5
-4
-3
2-5
-2
-1
3-5
90
-776
75
+1
+2
+3
+4
75
75
240
360
336
275
180
49
64
4-5
60
120
140
Means and Standard Deviations of the Distributions of Pauperism (Percentage
of the Population in receipt of Poor-law Relief) in tlie Unions of England
and Wales since 1850. (From Yule, Jour. Roy. Stat. Soc., vol. lix ,
1896, figures slightly amended.)
Percentage of the Population
in receipt of Relief.
Year.
Arithmetic
Mean.
Standard
Deviation.
1850
1860
1870
1881
1891
6 51
5-20
5-15
3-68
3-29
2-50
2-07
2-02
1 3B
1-24
8. In the table given on p. 141 (Example iii.), the calculation of
the standard deviation is similarly shown for the distribution of
the statures of adult males in the British Isles, the work being
continued from the stage which it reached for the calculation of
the mean in Example ii. of Chap. VII. The steps of the arith-
metic hardly call for further explanation, but it may be noted that
the class-interval being a unit in this case, no conversion of
the standard deviation from class-intervals to units is required.
9. The student must remember, as in the case of the calculation
of the mean, that the treatment of all values within each class-
interval as if they were identical with the mid-value of the interval
is an approximation and no more (c/. Chap. VII. § 11), though,
for a distribution of the symmetrical or moderately asymmetrical
type with a class-interval not greater than one-twentieth or so
of the range, the approximation may be a very close one. But
while the value of the arithmetic mean may be either increased
or decreased by grouping, in the case of distributions which are
not more than slightly asymmetrical, the standard deviation of
such distributions always tends to be increased, and the increase
is the greater the cruder the grouping. We give an approximate
correction for this effect later (Chap. XL § 3). The student is
recommended to test for himself the effect of grouping in two
or three cases.
10. It is a useful empirical rule to remember that a range of
six times the standard deviation usually includes 99 per cent. or
more of all the observations in the case of distributions of the
symmetrical or moderately asymmetrical type. Thus in Example

141
Calculation of the Standard Deviation: Example iii.—Calculation
of the Standard Deviation of Stature of Male Adults in the British Isles
from the figures of Table VI, p. 88. (Cf. p. 112 for the calculation of
mean alone.)
(1)
(2)
(3)
Deviation
(4)
(5)
Height.
Frequency.
from
Product.
Product
Inches.
/•
Value A.
/•£•
f.e-
57-
-10
20
200
58-
-9
36
324
59-
14
-8
112
896
60-
41
-7
287
2,009
61-
83
-6
498
2,988
62-
169
_5
845
4,225
63-
394
-4
1576
6,304
64-
669
-3
2007
6,021
65-
990
-2
1980
3,960
66-
1223
1329
142 THKORY OF STATISTICS.
give a more definite and concrete meaning to the standard
deviation, and also to check arithmetical work to some extent—
sufficiently, that is to say, to guard against very gross blunders.
It must not be expected to hold for short series of observations:
in Example i., for instance, the actual range is a good deal less
than six times the standard deviation.
11. The standard deviation is the measure of dispersion which
it is most easy to treat by algebraical methods, resembling in this
respect the arithmetic mean amongst measures of position. The
majority of illustrations of its treatment must be postponed to a
later stage (Chap. XI.), but the work of § 3 has already served as
one example, and we may take another by continuing the work oi
§ 13 (6), Chap. VII. In that section it was shown that if a series

of observations of which the mean is M consist of two component
series, of which the means are Ml and Mn respectively,
N.M=NVM1 + N2 M2,
iV, and N2 being the numbers of observations in the two com-
ponent series, and N= Nx + N2 the number in the entire series.
Similarly, the standard deviation o- of the whole series may be
expressed in terms of the standard deviations o-l and <j2 of the
components and their respective means. Let
Ml-M=d1
M2 - M= d2.
Then the mean-square deviations of the component series about
the mean M are, by equation (4), o-l2 + d12 and o-22 + rf22 respec-
tively. Therefore, for the whole series,
N.v^N^ + d^ + N^ + d*) . . (5)
If the numbers of observations in the component series be equal
and the means be coincident, we have as a special case—
o^K^ + oV) • " • • (6)

so that in this case the square of the standard deviation of the
whole series is the arithmetic mean of the squares of the standard
deviations of its components.
It is evident that the form of the relation (5) is, quite general:
if a series of observations consists of r component series with
standard deviations o-v o-2, . . . o-„ and means diverging from the
general mean of the whole series by dv d2, . . . d„ the standard
deviation o- of the whole series is given (using m to denote any
subscript) by the equation—
N.o-* = %(Nm.<rj) + %(Nm.dJ) . . . (7)

MEASURES OF DISPERSION, ETC. 143
Again, as in § 13 of Chap. VII., it is convenient to note, for the
checking of arithmetic, that if the same arbitrary origin be used
for the calculation of the standard deviations in a number of
component distributions we must have
S(/.0 = 2(/1.^) + 2(/2.|22)+ +2(7^) • (8)
12. As another useful illustration, let us find the standard
deviation of the first N natural numbers. The mean in this case
is evidently (N+ 1)/2. Further, as is shown in any elementary
Algebra, the sum of the squares of the first N natural numbers is
N(N+l)(2N+l)
The standard deviation o- is therefore given by the equation—
0-2 = \(N+ l)(2N+ 1) - |(iT+ 1)2,

that is, o-2 = tl(^2-1) . . . . (9)
This result is of service if the relative merit of, or the relative
intensity of some character in, the different individuals of a series
is recorded not by means of measurements, e$. marks awarded on
some system of examination, but merely by means of their
respective positions when ranked in order as regards the character,
in the same way as boys are numbered in a class. With N
individuals there are always N ranks, as they are termed,
whatever the character, and the standard deviation is therefore
always that given by equation (9).
Another useful result follows at once from equation (9), namely,
the standard deviation of a frequency-distribution in which all
values of X within a range ± 1/2 on either side of the mean are
equally frequent, values outside these limits not occurring, so that
the frequency-distribution may be represented by a rectangle. The
base I may be supposed divided into a very large number N of equal
elements, and the standard deviation reduces to that of the first N

natural numbers when N is made indefinitely large. The single
unit then becomes negligible compared with N, and consequently
o-*=g . . . . (10)
13. It will be seen from the preceding paragraphs that the
standard deviation possesses the majority at least of the properties
which are desirable in a measure of dispersion as in an average
(Chap. VII. § 4). It is rigidly defined; it is based on all the
observations made; it is calculated with reasonable ease; it lends
itself readily to algebraical treatment; and we may add, though the
student will have to take the statement on trust for the present,
that it is, as a rule, the measure least affected by fluctuations of

sampling. On the other hand, it may be said that its general
nature is not very readily comprehended, and that the process of ■
squaring deviations and then taking the square root of the mean
seems a little involved. The student will, however, soon surmount
this feeling after a little practice in the calculation and use of the
constant, and will realise, as he advances further, the advantages
that it possesses. Such rootmean-square quantities, it may be
added, frequently occur in other branches of science. The
standard deviation should always be used as the measure of disper-
sion, unless there is some very definite reason for preferring another
measure, just as the arithmetic mean should be used as the measure
of position. It may be added here that the student will meet with
the standard deviation under many different names, of which we

have adopted the most recent (due to Pearson, ref. 2): many of
the earlier names are hardly adapted to general use, as they bear
evidence of their derivation from the theory of errors of observation.
Thus the terms "mean error" (Gauss), "error of mean square"
(Airy), and "mean square error" have all been used in the same
sense. The square of the standard deviation, and also twice the
square, have been termed the "fluctuation" (Edgeworth): the
standard deviation multiplied by the square root of 2, the
"modulus" (Airy),—the student will see later the reason for
the adoption of the factor. The reciprocal of the modulus has
been termed the "precision" (Lexis).
14. The Mean Deviation.—The mean deviation of a series of
values of a variable is the arithmetic mean of their deviations
from some average, taken without regard to their sign. The
deviations may be measured either from the arithmetic mean or
from the median, but the latter is the natural origin to use. Just
as the root-mean-square deviation is least when deviations are

measured from the arithmetic mean, so the mean deviation is
least when deviations are measured from the median. For
suppose that, for some origin exceeded by m values out of N, the
mean deviation has a value A. Let the origin be displaced by
an amount c until it is j ust exceeded by m — 1 of the values only,
i.e. until it coincides with the mth value from the upper end of
the series. By this displacement of the origin the sum of devia-
tions in excess of the mean is reduced by m.c, while the sum of
deviations in defect of the mean is increased by (N-m)e. The
new mean deviation is therefore
(N - m)c - mc
+N■
= A+hjV-2m)c.
The new mean deviation is accordingly less than the old so long as
m>lN.
That is to say, if N be even, the mean deviation is constant for
all origins within the range between the iV/2th and the (N/2 + l)th
observations, and this value is the least: if N be odd, the mean
deviation is lowest when the origin coincides with the (iV+ l)/2th
observation. The mean deviation is therefore a minimum when
deviations are measured from the median or, if the latter be
indeterminate, from an origin within the range in which it lies.
15. The calculation of the rmai' deviation either from the mean
or from the median for a series of ungrouped observations is very
simple. Take the figures of Example i. (p. 137) as an illustration.
We have already found the mean (15s. lid. to the nearest penny),
and the deviations from the mean are written down in column 3.
Adding up this column without respect to the sign of the devi-
ations we find a total of 590. The mean deviation from the mean
is therefore 590/38 = 15.53d. The mean deviation from the
median is calculated in precisely the same way, but the median
replaces the mean as the origin from which deviations are measured.
The median is 15s. 6d. The deviations in pence run 63, 57, 50,
36, and so on; their sum is 570; and, accordingly, the mean
deviation from the median is 15d. exactly.
16. In the case of a grouped frequency-distribution, the sum
of deviations should be calculated first from the centre of the
class-interval in which the mean (or median) lies, and then
reduced to the mean as origin. Thus in the case of Example ii.
the mean is 3 29 per cent. and lies in the class-interval centring
round 3-5 per cent. We have already found that the sum of
deviations in defect of 3.5 per cent. is 776, and of deviations in
excess 509: total (without regard to sign) 1285,—the unit of

measurement being, of course, as it is necessary to remember, the
class-interval. If the number of observations below the mean is
N1 and above the mean _/V"2, and M - A = d, as before, we have to
add JVvd to the sum found and subtract N2.d. In the present
case JV1 = 327 and iV2 = 305, while d=-0-42 class-intervals,
therefore
d(N1 - vV2) = - 0-42 x 22 = - 9-2,
and the sum of deviations from the mean is 1285 — 9-2 = 1275-8.
Hence the mean deviation from the mean is 1275-8/632 = 2.019
class-intervals, or l.0l per cent.
17". The mean deviation from the. median should be found in
precisely similar fashion, but the mid-value of the interval in
which the median (instead of the mean) lies should, for con-
10
venience, be taken as origin. Thus in Example ii. the median is
(Chap. VII. § 15) 3195 per cent. Hence 3-0 per cent. should be
taken as the origin, d = +039 intervals, J\Ti «= 327, N2 = 305. The
deviation-sum with 3 0 as origin is found to be 1263, and the
correction is +0 39 x 22=+86. Hence the mean deviation
from the median is 2-012 intervals, or again 1-01 per cent. The
value is really smaller than that of the mean deviation from the
arithmetic mean, but the difference is too slight to affect the
second place of decimals.
It should be noted that, as in the case of the standard deviation,
this method of calculation implies the assumption that all the
values of X within any one class-interval may be treated as if
they were the mid-value of that interval. This is, of course, an

approximation, but as a rule gives results of amply sufficient
accuracy for practice if the class-interval be kept reasonably small
(cf. again Chap. VI. § 5). We have left it as an exercise to the
student to find the correction to be applied if the values in each
interval are treated as if they were evenly distributed over the
interval, instead of concentrated at its centre (Question 7).
18. The mean deviation, it will be seen, can be calculated rather
more rapidly than the standard deviation, though in the case of a
grouped distribution the difference in ease of calculation is not
great. It is not, on the other hand, a convenient magnitude for
algebraical treatment; for example, the mean deviation of a dis-
tribution obtained by combining several others cannot in general
be expressed in terms of the mean deviations of the component
distributions, but depends upon their forms. As a rule, it is more
affected by fluctuations of sampling than is the standard deviation,
but may be less affected if large and erratic deviations lying
somewhat beyond the bulk of the distribution are liable to occur.

This may happen, for example, in some forms of experimental
work, and in such cases the use of the mean deviation may be
slightly preferable to that of the standard deviation.
19. It is a useful empirical rule for the student to remember
that for symmetrical or only moderately asymmetrical distri-
butions, -approaching the ideal forms of figs. 5 and 9, the mean
deviation is usually very nearly four-fifths of the standard devia-
tion. Thus for the distribution of pauperism we have
mean deviation 1*01 __.
standard deviation l-24
In the case of the distribution of male statures in the British
Isles, Example iii., the ratio found is 0-80. For a short series of
observations like the wage statistics of Example i. a regular result
could hardly be expected: the actual ratio is 15•0/20-5 = 073.

We pointed out in.§ 10 that in distributions of the simple forms
referred to, a range of six times the standard deviation contains
over 99 per cent. of all the observations. If the mean deviation
be employed as the measure of dispersion, we must substitute a
range of 1\ times this measure.
20. The Quartile Deviation or Semi-interquartile Range.—If a
value Q1 of the variable be determined of such magnitude that
one-quarter of all the values observed are less than Q1 and three-
quarters greater, then Q1 is termed the lower quartile. Similarly,
if a value Q3 be determined such that three-quarters of all the
values observed are less than Q3 and one-quarter only greater,
then Q3 is termed the upper quartile. The two quartiles and the
median divide the observed values of the variable into four

classes of equal frequency. If Mi be the value of the median, in
a symmetrical distribution
Mi-Q1 = Q3-Mi,
and the difference may be taken as a measure of dispersion. But
as no distribution is rigidly symmetrical, it is usual to take as the
measure
and Q is termed the quartile deviation, or better, the semi-
interquartile range—it is not a measure of the deviation from
any particular average: the old name probable error should be
confined to the theory of sampling (Chap. XV. § 17).
21. In the case of a short series of ungrouped observations
the quartiles are determined, like the median, by inspection.
In the wage statistics of Example i., for instance, there are
38 observations, and 38/4 = 9-5: What is the lower quartile?
The student may be tempted to take it halfway between the
ninth and tenth observations from the bottom of the list;
but this would be wrong, for then there would be nine

observations only below the value chosen instead of 9-5. The
quartile must be taken as given by the tenth observation
itself, which may be regarded as divided by the quartile, and
falling half above it and half below. Therefore
Lower quartile Q1 = 14s. lOd.
Upper quartile Qs= 16s. lid.
and (2 = ^-9-^! = 12-5rf.
22. In the case of a grouped distribution, the quartiles, like
the median, are determined by simple arithmetical or by

graphical interpolation (cf. Chap. VII. §§15, 16). Thus for the
distribution of pauperism, Example ii., we have
632-4-4=158
Total frequency under 2-25 per cent. = 138
Difference = 20
Frequency in interval 2'25 - 275 = 89
20
Whence Q1 = 2-25 + gjj x 0-5 = 2-362 per cent.
Similarly we find Q3 =4-130 „
Hence (3 = ^-^ = 0-884
It is left to the student to check the value by graphical
interpolation.
23. For distributions approaching the ideal forms of figs.

5 and 9, the semi-interquartile range is usually about two-thirds
of the standard deviation. Thus for Example ii. we find
Fit-"-
The distribution of statures, Example iii., gives the ratio 0-68.
The short series of wage statistics in Example i. could not be
expected to give a result in very strict conformity with the
rule, but the actual ratio, viz. 0p61, does not diverge greatly.
It follows from this ratio that a range of nine times the semi-
interquartile range, approximately, is required to cover the same
proportion of the total frequency (99 per cent, or more) as a range
of six times the standard deviation.
24. Of the three measures of dispersion, the semi-interquartile
range has the most clear and simple meaning. It is calculated,
like the median, with great ease, and the quartiles may be found,
if necessary, by measuring two individuals only. If, e.g., the
dispersion as well as the average stature of a group of men
is required to be determined with the least possible expenditure

of time, they may be simply ranked in order of height, and the
three men picked out for measurement who stand in the centre
and one-quarter from either end of the rank. This measure of
dispersion may also be useful as a makeshift if the calculation
of the standard deviation has been rendered difficult or impossible
owing to the employment of an irregular classification of the
frequency or of an indefinite terminal class. Such uses are,
however, a little exceptional, and, generally speaking, the

semi-interquartile range as a measure of dispersion is not to be
recommended, unless simplicity of meaning is of primary im-
portance, owing to the lack of algebraical convenience which
it shares with the median. Further, it is obvious that the
quartile, like the median, may become indeterminate, and that
the use of this measure of dispersion is undesirable in cases of
discontinuous variation: the student should refer again to the
discussion of the similar disadvantage in the case of the median,
Chap. VII. § 14. It has, however, been largely used in the past,
particularly for anthropometric work.
25. Measures of Relative Dispersion.—As was pointed out in
Chapter VII. § 26, if relative size is regarded as influencing not only
the average, but also deviations from the average, the geometric
mean seems the natural form of average to use, and deviations
should be measured by their ratios to the geometric mean. As
already stated, however, this method of measuring deviations, with
its accompanying employment of the geometric mean, has never
come into general use. It is a much more simple matter to allow
for the influence of size by taking the ratio of the measure of
absolute dispersion (e.g. standard deviation, mean deviation, or
quartile deviation) to the average (mean or median) from which
the deviations were measured. Pearson has termed the quantity
, = 100.J,
i.e. the percentage ratio of the standard deviation to the arithmetic
mean, the coefficient of variation (ref. 6), and has used it, for
example, in comparing the relative variations of corresponding
organs or characters in the two sexes: the ratio of the quartile
deviation to the median has also been suggested (Verschaeffelt,
ref. 7). Such a measure of relative dispersion is evidently a mere
number, and its magnitude is independent of the units of

measurement employed.
26. Measures of Asymmetry or Skewness.—If we have to compare
a series of distributions of varying degrees of asymmetry, or skew-
ness, as Pearson has termed it, some numerical measure of this
character is desirable. Such a measure of skewness should
obviously be independent of the units in which we measure the
variable—e.g. the skewness of the distribution of the weights of a
given set of men should not be dependent on our choice of the
pound, the stone, or the kilogramme as the unit of weight—and
the measure should accordingly be a mere number. Thus the
difference between the deviations of the two quartiles on either
side of the median indicates the existence of skewness, but to
measure the degree of skewness we should take the ratio of this

difference to some quantity of the same dimensions, e.g. the semi-
interquartile range. Our measure would then be, taking the
skewness to be positive if the longer tail of the distribution runs
in the direction of high values of X,
skewness - ^& -~. *> - **+ V 2Mi . (11)
This would not be a bad measure if we were using the quartile
deviation as a measure of dispersion: its lowest value is zero,
when the distribution is symmetrical; and while its highest possible
value is 2, it would rarely in practice attain higher numerical
values than ± 1. A similar measure might be based on the mean
deviations in excess and in defect of the mean. There is, however,
only one generally recognised measure of skewness, and that is
Pearson's measure (ref. 8)—

, mean - mode ., ,
skewness=——3—-j—3—:—-;— . . (12)
standard deviation v'
This is evidently zero for a symmetrical distribution, in which
mode and mean coincide. No upper limit to the ratio is apparent
from the formula, but, as a fact, the value does not exceed unity for
frequency-distributions resembling generally the ideal distributions
of fig. 9. As the mode is a difficult form of average to determine
by elementary methods, it may be noted that the numerator of the
above fraction may, in the case of frequency-distributions of the
forms referred to, be replaced approximately by 3(mean - median),
(cf. Chap. VII. §20). The measure (12) is much more sensitive
than (11) for moderate degrees.of asymmetry.
. 27. The Method of Percentiles.—We may conclude this chapter
by describing briefly a method that has been largely used in the
past in lieu of the methods dealt with in Chapters VI. and VII.,
and the preceding paragraphs of this chapter, for summarising

such statistics as we have been considering. If the values of the
variable (variates, as they are sometimes termed) be ranged in
order of magnitude, and a value P of the variable be determined
such that a percentage p of the total frequency lies below it and
100 -p above, then P is termed a percentile. If a series of per-
centiles be determined for short intervals, e.g. 5 per cent. or 10
per cent., they suffice by themselves to show the general form
of the distribution. This is Sir Francis Galton's method of
percentiles. The deciles, or values of the variable which divide
the total frequency into ten equal parts, form a natural and
convenient series of percentiles to use. The fifth decile, or value
of the variable which has 50 per cent. of the observed values

151
above it and 50 per cent, below, is the median: the two quartiles
lie between the second and third and the seventh and eighth
deciles respectively.
28. The deciles, like the median and quartiles, may be
determined either by arithmetical or by graphical interpolation,
excluding the cases in which, like the former constants, they
become indeterminate (cf. § 24). It is hardly necessary to give
an illustration of the former process, as the method is precisely
the same as for median and quartiles (Chap. VII. § 15, and above,
§ 22). Fig. 26 shows, of course on a very much reduced scale, the
tlno-
S | 600-
\\SOO-
-S 8 400-
300.
\200-
\*IOO-
|1
|-3
Percentage• of the population
in receipt of relief
Via. 26.—Curve showing the number of Districts of England and Wales in
which the Pauperism on 1st January 1891 did not exceed any given per-
centage of the population (same data as Fig. 10, p. 92): graphical
determination of Deciles.
curve used for obtaining the deciles by the graphical method in
the case of the distribution of pauperism (Example ii. above).
The figures of the original table are added up step by step from
. the top, so as to give the total frequency not exceeding the upper
limit of each class-interval, and ordinates are then erected to a
horizontal base to represent on some scale these integrated
frequencies: a smooth curve is then drawn through the tops of
the ordinates so obtained. This curve, as will be seen from the
figure, rises slowly at first when the frequencies are small, then
more rapidly as they increase, and finally turns over again and
becomes quite flat as the frequencies tail off to zero. The deciles
152
may be readily obtained from such a curve by dividing the
terminal ordinate into ten equal parts, and projecting the points
so obtained horizontally across to the curve and then vertically
down to the base. The construction is indicated on the figure for
the fourth decile, the value of which is approximately 2.88 per cent.
29. The curve of fig. 26 may be drawn in a different way by
taking a horizontal base divided into ten or a hundred equal
parts (grades, as Sir Francis Galton has termed them), and erecting
at each point so obtained a vertical proportional to the cor-
responding percentile. This gives the curve of fig. 27, which was
obtained by merely redrafting fig. 26. The curve is of so-called
o io 20 30 <w so eo w so so wo
V-
\\*-
0 10 20 30 40 BO 60 70 SO 90 1O0
Grades
Fig. 27.—The curve of Fig. 26 redrawn so as to give the Pauperism
corresponding to each grade: Galton's " Ogive."
ogive form. The ogive curve for the distribution of statures
(Example iii.) is shown for comparison in fig. 28. It will be noticed
that the ogive curve does not bring out the asymmetry of the
distribution of pauperism nearly so clearly as the frequency-
polygon, fig. 10, p. 92.
30. The method of percentiles has some advantages as a method
of representation, as the meaning of the various percentiles is so
simple and readily understood. An extension of the method to
the treatment of non-measurable characters has also become of
some importance. For example, the capacity of the different boys
in a class as regards some school subject cannot be directly

measured, but it may not be very difficult for the master to

153
arrange them in order of merit as regards this character: if the
boys are then "numbered up " in order, the number of each boy,
or his rank, serves as some sort of index to his capacity (cf. the
remarks in § 12. It should be noted that rank in this sense is
not quite the same as grade; if a boy is tenth, say, from the
bottom in a class of a hundred his grade is 9"5, but the method
is in principle the same with that of grades or percentiles).
The method of ranks, grades, or percentiles in such a case may
be a very serviceable auxiliary, though, of course, it is better if
possible to obtain a numerical measure. But if, in the case of a
measurable character, the percentiles are used not merely as
74-
72-
70-
9<s<?-
=<5<J-
£64-
62-
60-
10 20 30 40 SO 60 70 SO 90 100
-74
-72
-70
-68
-66
-64
-62
-60
O 10 ZO 30 40 SO 60 70 SO 90 100
Stature corresponding to each, grade.,
for acUtlt, males in the. British Isles.
Fig. 28.—Ogive Curve for Stature, same data as Fig. 6, p. 89.
constants illustrative of certain aspects of the frequency-distribu-
tion, but entirely to replace the table giving the frequency-
distribution, serious inconvenience may be caused, as the
application of other methods to the data is barred. Given the
table showing the frequency-distribution, the reader can calculate
not only the percentiles, but any form of average or measure of
dispersion that has yet been proposed, to a sufficiently high
degree of approximation. But given only the percentiles, or at
least so few of them as the nine deciles, he cannot pass back to
the frequency-distribution, and thence to other constants, with any
degree of accuracy. In all cases of published work, therefore,
the figures of the frequency-distribution should be given; they
are absolutely fundamental.

REFERENCES.
General.
(1) Fechner, G. T., "Ueber deu Ausgangswerth der kleinsten Abweichungs-
snmine, dessen Bestimmung, Verwendung und Verallgemeinerung,"
Abh d. kgl. Sikhs. Ges. d. IVissenschaften, vol. xviii. (also numbered
vol. xi. of the Abh. d. malh.-phys. Classe); Leipzig, 1878, p. 1.
Standard Deviation.
(2) Pearson, Karl, " Contributions to the Mathematical Theory of Evolution
(i. On the Dissectipn of Asymmetrical Frequency-curves)," Phil. Trans.
Roy. Soc, Series A, vol. clxxxv., 1894, p. 71. (Introduction of the term
"standard deviation," p. 80.)
Mean Deviation.
(3) Laplace, Pierre Simon, Marquis de, Théorie analytique des probabili-
ty: 2"" supplement, 1818. (Proof that the mean deviation is a
minimum when taken about the median.)
Method of Percentiles, including Quartiles, etc.
(4) Galton, Francis, "Statistics by Intercomparison, with Remarks on the
Law of Frequency of Error," Phil. Mag., vol. xlix (4th Series), 1875,
pp. 33-46.
(5) Galton, Francis, Natural Inheritance; Macmillan, 1889. (The method
of percentiles is used thoughout, with the quartile deviation as the
measure of dispersion.)
Relative Dispersion.
(6) Pearson, Karl, "Regression, Heredity, and Panmixia," Phil. Trans.
Roy. Soc., Series A, vol. clxxxvii., 1896, p. 253. (Introduction of
"coefficient of variation," pp. 276-7.)
(7) Verschaeffelt, E., "Ueber graduelle Variability von pflanzlichen
Eigenschaften," Ber. deutsch.bot. Ges., Bd. xii., 1894, pp. 350-55.
Skewness.

Trans. Roy. Soc, Series A, vol. clxxxvi., 1895, p. 343. (Introduction
of term, p. 370.)
Calculation of Mean, Standard-deviation, or of the General
Moments of a Grouped Distribution.
We have given a direct method that seems the simplest and best for
the elementary student. A process of successive summation that has
some advantages can, however, be used instead. The student will
find a convenient description with illustrations in—
(9) Elderton, W. Palin, Frequency-curves and Correlation; C. & E.
Layton, London, 1906.

155
EXERCISES.
1. Verify the following from the data of Table VI., Chap. VI., continuing
the work from the stage reached for Qu. 1, Chap. VII.
Stature in
Inches for Adult Males born in—
England.
Scotland.
Wales.
Ireland.
Standard deviation .
Mean deviation.
Quartile deviation
Mean deviation / standard
2-56
2-05
2-50
1-95
1-56
078
235
1-82
1-46
0-78
2-17
1-69
1-35
0-78
deviation
Quartile deviation/standard
1-78
0-80
deviation
Lower quartile .
Upper ,, . . .
0-69
0 62
0 62
0-62
65-55
69-10
66-92
70-04
65-06
6798
66-39
69-10
2. (Continuing from Qu. 2, Chap. VII.) Find the standard deviation,
mean deviation, quartiles and quartile deviation (or semi-interquartile range)
for the distribution of weights of adult males in the United Kingdom given in
the last column of Table IX., Chap. VI.
Compare the ratios of the mean and quartile deviations to the standard
deviation with the ratios stated in §§ 19 and 23 to be usual.
Find the value of the skewness (equation 12), using the approximate value
of the mode.
3. Using, or extending if necessary, your diagram for Question 4, Chap. VII.,
find the quartile values for houses assessed to inhabited house duty in 1885-6,
from the data of Table IV., Chap. VI.
Find also the 9th decile (the value exceeded by 10 per cent. of the houses
only).
4. Verify equation (9) by direct calculation of the standard deviation of the
numbers 1 to 10.
5. (Data from Sauerbeck, Jour, Boy. Stat. Soc., March 1909.) The
following are the index-numbers (percentages) of prices of 45 commodities in
1908 on their average prices in the years 1867-77 :—40, 43, 43, 46, 46, 46,
54, 56, 59, 62, 64, 64, 66, 66, 67, 67, 68, 68, 69, 69, 69, 71, 75, 75, 76, 76,
78, 80, 82, 82, 82, 82, 82, 83, 84, 86, 88, 90, 90, 91, 91, 92, 95, 102, 127.
Find the mean and standard deviation (1) without further grouping; (2)
grouping the numbers by fives (40-, 45-, 50-, etc.); (3) grouping by tens (40-,
(or median), in a grouped frequency-distribution, is found to be S. Find the
correction to be applied to this sum, in order to reduce it to the mean (or
median) as origin, on the assumption that the observations are evenly dis-
tributed oyer each class-interval. Take the number of observations below the
interval containing the mean (or median) to be n,, in that interval n2, and
above it n3 ; and the distance of the mean (or median) from the arbitrary
origin to be d
Show that the values of the mean deviation (from the mean and from the
median respectively) for Example ii., found by the use of this formula, do not
differ from the values found by the simpler method of §§ 16 and 17 in the
second place of decimals.
8. (W. Scheibner, "Ueber Mittelwerthe," Berichte der kgl. sachsischen
Gesellschaft d. WissenschafUn, 1873, p. 564, cited by Fechner, ref. 2 of

Chap. VII.: the second form of the relation is given by G Duncker {Die
Methode der VariationsstatUtik; Leipzig, 1899) as an empirical one.) Show
that if deviations are small compared with the mean, so that (x/ATf may be
neglected in comparison with x/M, we have approximately the relation
G=M[
{*-*&),
where G is the geometric mean, M the arithmetic mean, and a the standard
deviation : and consequently to the same degree of approximation M2 - Gz = <r2.
9. (Scheibner, loc. cit., Qu. 8.) Similarly, show that if deviations are small
compared with the mean, we have approximately
H being the harmonic mean.

o
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CHAPTER IX.
CORRELATION.
1-3. The correlation table and its fonnation—4-5. The correlation surface—
6-7. The general problem—8-9. The line of means of rows and the
line of means of columns: their relative positions in the case of
independence and of varying degrees of correlation—10-14. The
correlation coefficient and the regressions—15-16. Numerical calcula-
tions—17. Certain points to be remembered in calculating and using
the coefficient.
1. In chapters VI.-VIII. we considered the frequency-distribu-
tion of a single variable, and the more important constants
that may be calculated to describe certain characters of such

distributions. We have now to proceed to the case of two
variables, and the consideration of the relations between them.
2. If the corresponding values of two variables be noted
together, the methods of classification employed in the preceding
chapters may be applied to both, and a table of double entry or
contingency-table (Chap. V.) be formed, exhibiting the frequencies
of pairs of values lying within given class-intervals. Six such
tables are given below as illustrations for the following
variables:—Table I., two measurements on a shell (Pecten).
Table II., ages of husbands and wives in England and Wales in
1901. Table III., statures of fathers and their sons (British).
Table IV., fertility of mothers and their daughters (British
peerage). Table V., the rate of discount and the ratio of reserves
to deposits in American banks. Table VI., the proportion of
male to total births, and the total numbers of births, in the
registration districts of England and Wales.
Each row in such a table gives the frequency-distribution of

the first variable for cases in which the second variable lies
within the limits stated on the left of the row. Similarly, every
column gives the frequency-distribution of the second variable
for cases in which the value of the first variable lies within the
limits stated at the head of the column. As "columns" and
"rows" are distinguished only by the accidental circumstance
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of the one set running vertically and the other horizontally, and
the difference has no statistical significance, the word array
has been suggested as a convenient term to denote either a row
or a column. If the values of X in one array are associated
with values of Y between the limits Yn - 8 and Yn + 8, Yn may be
termed the type of the array. (Pearson, ref. 6.) The special
kind of contingency tables with which we are now concerned
are called correlation tables, to distinguish them from tables
based on unmeasured qualities and so forth.
3. Nothing need be added to what was said in Chapter VI. as
regards the choice of magnitude and position of class-intervals.
When these have been fixed, the table is readily compiled by
taking a large sheet ruled with rows and columns properly

headed in the same way as the final table and entering a dot,
stroke, or small cross in the corresponding compartment for each
pair of recorded observations. If facility of checking be of
great importance, each pair of recorded values may be entered
on a separate card and these dealt into little packs on a board
ruled in squares, or into a divided tray; each pack can then be
run through to see that no card has been mis-sorted. The
difficulty as to the intermediate observations—values of the
variables corresponding to divisions between class-intervals—will
be met in the same way as before if the value of one variable
alone be intermediate, the unit of frequency being divided
between two adjacent compartments. If both values of the pair
be intermediates, the observation must be divided between four
adjacent compartments, and thus quarters as well as halves may
occur in the table, as, e.g., in Table III. In this case the statures
of fathers and sons were measured to the nearest quarter-
inch and subsequently grouped by 1-inch intervals: a pair in

which the recorded stature of the father is 60'5 in. and that of
the son 62-5 in. is accordingly entered as 0-25 to each of the
four compartments under the columns 59-5-60-5, 60-5-61-5, and
the rows 61-5-62'5, 62-5-63-5. Workers will generally form
their own methods for entering such fractional frequencies
during the process of compiling, but one convenient method is
to use a small x to denote a unit and a dot for a quarter; the
four dots should be placed in the position of the four points
of the x and joined when complete. It is best to choose the
limits of class-intervals, where possible, in such a way as to avoid
fractional frequencies.
4. The distribution of frequency for two variables may be
represented by a surface or solid in the same way as the frequency-
distribution of a single variable may be represented by a plane
figure. We may imagine the surface to be obtained by erecting

CORRELATION. 165
at the centre of every compartment of the correlation-table a
vertical of length proportionate to the frequency in that com-
partment, and joining up the tops of the verticals. If the
compartments were made smaller and smaller while the class-
frequencies remained finite, the irregular figure so obtained would
approximate more and more closely towards a continuous curved
surface—a frequency-surface—corresponding to the frequency-
curves for single variables of Chapter VI. The volume of the
frequency-solid over any area drawn on its base gives the
frequency of pairs of values falling within that area, just as the
area of the frequency-curve over any interval of the base-line gives
the frequency of observations within that interval. Models of
actual distributions may be constructed by drawing the frequency-

distributions for all arrays of the one variable, to the same scale,
on sheets of cardboard, and erecting the cards vertically on a
base-board at equal distances apart, or by marking out a base-
board, in squares corresponding to the compartments of the
correlation-table, and erecting on each square a rod of wood of
height proportionate to the frequency. Such solid representations
of frequency-distributions for two variables are sometimes termed
stereograms.
5. It is impossible, however, to group the majority of
frequency-surfaces, in the same way as the frequency-curves,
under a few simple types: the forms are too varied. The simplest
ideal type is one in which every section of the surface is a sym-
metrical curve—the first type of Chap. VI. (fig. 5, p. 89). Like
the symmetrical distribution for the single variable, this is a very
rare form of distribution in economic statistics, but approximate
illustrations may be drawn from anthropometry. Fig. 29 shows
the ideal form of the surface, somewhat truncated, and fig.

30 the distribution of Table III., which approximates to the same
type,—the difference in steepness is, of course, merely a matter of
scale. The maximum frequency occurs in the centre of the
whole distribution, and the surface is symmetrical round the
vertical through the maximum, equal frequencies occurring at
equal distances from the mode on opposite sides. The next
simplest type of surface corresponds to the second type of
frequency-curve—the moderately asymmetrical. Most, if not all,
of the distributions of arrays are asymmetrical, and like the dis-
tribution of fig. 9, p. 92: the surface is consequently asymmetrical,
and the maximum does not lie in the centre of the distribution.
This form is fairly common, and illustrations might be drawn
from a variety of sources—economics, meteorology, anthropometry,
etc. The data of Table II. will serve as an example. The total
distributions and the distributions of the majority of the arrays

i
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J3
B
166
■s
B
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166
Theory
[Toface page It
if V
CORRELATION. 167
are asymmetrical, the skewness being positive for the rows at
the top of the table (the mode being lower than the mean), and
negative for the rows at the foot, the more central rows being
nearly symmetrical. The maximum frequency lies towards the
upper end of the table in the compartment under the row and
column headed "30 -". The frequency falls off very rapidly
towards the lower ages, and slowly in the direction of old age.
Outside these two forms, it seems impossible to delimit empirically
any simple types. Tables V. and VI. are given simply as illus-
trations of two very divergent forms. Fig. 31 gives a graphical
representation of the former by the method corresponding to the
histogram of Chapter VI., the frequency in each compartment
being represented by a square pillar. The distribution of

frequency is very characteristic, and quite different from that
of any of the Tables I., II., III., or IV.
6. It is clear that such tables may be treated by any of the
methods discussed in Chapter V., which are applicable to all
contingency-tables, however formed. The distribution may be
investigated in detail by such methods as those of § 4, or tested
for isotropy (§ 11), or the coefficient of contingency can be
calculated (§§ 5-8). In applying any of these methods, however,
it is desirable to use a coarser classification than is suited to the
methods to be presently discussed, and it is not necessary to
retain the constancy of the class-interval. The classification
should, on the contrary, be arranged simply with a view to avoiding
many scattered units or very small frequencies. A few examples
should be worked as exercises by the student (Question 3).
7. But the coefficient of contingency merely tells us whether,
and if so, how closely, the two variables are related, and much
more information than this can be obtained from the correlation-

table, seeing that the measures of Chapters VII. and VIII. can be
applied to the arrays as well as to the total distributions. If the
two variables are independent, the distributions of all parallel
arrays are similar (Chap. V. § 13); hence their averages and
dispersions, e.g. means and standard deviations, must be the same.
In general they are not the same, and the relation between the
mean or standard deviation of the array and its type requires
investigation. Of the two constants, the mean is, in general, the
more important, and our attention will for the present be con-
fined to it. The majority of the questions of practical statistics
relate solely to averages: the most important and fundamental
question is whether, on an average, high values of the one variable
show any tendency to be associated with high (or with low)
values of the other. If possible, we also desire to know how great a
divergence of the one variable from its average value is associated

168
with a unit divergence of the other, and to obtain some idea as to
the closeness with which this relation is usually fulfilled.
8. Suppose a diagram (fig. 32) to be drawn representing the
values of means of arrays. Let OX, OF be the scales of the two
variables, i.e. the scales at the head and side of the table, 01, 12,
etc., being successive class-intervals. Let M, be the mean value
of X, and M2 the mean value of Y. If the two variables be
absolutely independent, the distributions of frequency in all
parallel arrays are similar (Chap. V. § 13), and the means of arrays
must lie on the vertical and horizontal lines M^M, M2M, the
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small circles denoting means of rows and the small crosses means
of columns. (In any actual case, of course, the means would not
lie so regularly, but, if the independence were almost complete,
would only fluctuate slightly to the one side and the other of the
two lines.)
The cases with which the experimentalist, e.g. the chemist or
physicist, has to deal, where the observations are all crowded
closely round a single line, lie at the opposite extreme from
independence. The entries fall into a few compartments only of
each array, and the means of rows and of columns lie approximately
on one and the same curve, like the line RR of fig. 33.
The ordinary cases of statistics are intermediate between these
two extremes, the lines of means being neither at right angles as

CORRELATION.
169
in fig. 32, nor coincident as in fig. 33, but standing at an acute
angle with one another as BR (means of rows) and CC (means of
columns) in figs. 36-8. The complete problem of the statistician,
like that of the physicist, is to find formulas or equations which
will suffice to describe approximately these curves.
9. In the general case this may be a difficult problem, but, in
the first place, it often suffices, as already pointed out, to know
merely whether on an average high values of the one variable
show any tendency to be associated with high or with low values
of the other, a purpose which will be served very fairly by fitting a
straight line; and further, in a large number of cases, it is found
either (1) that the means of arrays lie very approximately round
straight lines, or (2) that they lie so irregularly (possibly owing
only to paucity of observations) that the real nature of the curve
is not clearly indicated, and a straight line will do almost as well
as any more elaborate curve. (Cf. figs. 36-38.) In such cases
—and they are relatively more frequent than might be supposed
—the fitting of straight lines to the means of arrays determines
all the most important characters of the distribution. We might
fit such lines by a simple graphical method, plotting the points
representing means of arrays on a diagram like those of figures
36-38, and "fitting " lines to them, say, by means of a stretched
black thread shifted about till it appeared to run as near as

170
might be to all the points. But such a method is hardly satis-
factory, more especially if the points are somewhat scattered; it
leaves too much room for guesswork, and different observers obtain
very different results. Some method is clearly required which
will enable the observer to determine equations to the two lines
for a given distribution, however irregularly the means may lie,
as simply and. definitely as he can calculate the means and
standard deviations.
10. Consider the simplest case in which the means of rows lie
exactly on a straight line RR (fig. 34). Let M2 be the mean
value of Y, and let RR cut M2x, the horizontal through M2 , in M.
Then it may be shown that the vertical through M must cut OX

in Mv the mean of X. For, let the slope of RR to the vertical,
i.e. the tangent of the angle MXMR or ratio of kl to IM, be bv
and let jiayiations from My, Mx be denoted by ayffldL^. Then for
any one row of type y in which the number of observations is .a,
%(x)=ni.b1y, and therefore for the whole table, since 2(ny) = 0.
2(*) = b^S.(ny) _ 0. M1 must therefore be the mean of X, and
M may accordingly be termed the mean of the whole distribution.
Knowing that RR passes through M, it remains only to determine

CORRELATION. 171
bv This may conveniently be done in terms of the mean product
p of all pairs of associated deviations x and y, i.e.—
p=^2(w) ■ ■ ■ ■ / ■ 0)
For any one row we have
%(xy) = y%(x) = n.by. - ^ *'
Therefore for the whole table
*' = £ (2)
Similarly, if CC be the line on which lie the means of columns
and b2 its slope to the horizontal, rsjsM,
62 = f2 ..... (3)
These two equations (2) and (3) are usually written in a
slightly different form. Let
fr-JL r\ . . . . (4)
Then b,=r-x 6, = r-» . . . (5)
Or we may write the equations to RB and CC—
9\
x = r—.y v = r—.x * . 1 . (6)
These equations may, of course, be expressed, if desired, in
terms of the absolute values of the variables X and Y instead of
the deviations x and y.
J^ 11. The meaning of the above expressions when the means of
rows and columns do not lie exactly on straight lines is very
readily obtained. If the values of x and bvy be noted for all
pairs of associated deviations, we have for the sum of the
squares of the differences, giving bl its value from (5),
%(x-bvyf = N.cr?.(\-r*) . . . (7)
If bl be given any other value, say (r + S)—, then
%(x - bvyf = No-?(\ - »-2 + 32).

This is necessarily greater than the value (7); hence ~%(x - bjy)2
has the lowest possible value when 61 is put equal to ro-x/o-y.
Further, for any one row in which the number of observations
is to, the deviation of the mean of the row from RR is d (fig. 35),
and the standard deviation is s„ 2(# - bly)2 = ns2 + n.d2. There-
fore for the whole table,
S(* - bvyf = %(ns2) + S(ntP).
But the first of the two sums on the right is unaffected by the
slope or position of RR, hence, the left-hand side being a
minimum, the second sum on the right must be a minimum also.
That is to say, when b, is put equal to r o-Jo-y, the sum of the squares
of the distances of the row-means from RR, each multiplied by the
corresponding frequency, is the lowest possible.

Similar theorems hold good, of course, with respect to the line
CC. If b2 be given the value r ~, %(x - b2.y)2 is a minimum,
and also %(n.e2) (fig. 35). Hence we may regard the equations (6)
as being, either (a) equations for estimating each individual x
from its associated y (and y from its associated x) in such a way

CORRELATION.
173
as to make the sum of the squares of the errors of estimate the
least possible; or (6) equations for estimating the mean of the x'sr
associated with a given type of y (and the mean of the y's associated
with a given type of x) in such a way as to make the sum of the
squares of the errors of estimate the least possible, when every
mean is counted once for each observation on which it is based.
Age of Wife
40 SO 60
Fig. 36. — Correlation between Age of Husband and Age of Wife in England
and Wales (Table II.): means of rows shown by circles and means of
columns by crosses: r= +0.91.
The lines represented by the two equations are thus, in a certain

natural sense, "lines of best fit " to the two actual lines of means.
12. The constant r is of very great importance. It is evi-
dently a pure number, and its magnitude is unaffected by the
scales in which x and y are measured, for these scales will
affect the numerator and denominator of (4) to the same
extent. If the two variables are independent, r is zero, for b1
and 62 are zero (c/. § 8). The sign is the sign of the mean
product p, and accordingly r is positive if large values of x

174
are associated with large values of y, and conversely (as in
Tables I.-IV.) negative if small values of x are associated with
large values of y, and conversely (as in Table V.). The numerical
value cannot exceed ± 1, for the sum of the series of squares
in equation (7) is then zero and the sum of a series of squares
cannot be negative. If r= ±1, it follows that all the observed
pairs of deviations are subject to the relation x/y = o-i/<ri: this
03
or,
C7
<*3
>;:,
"3 7/
73
FtitAwS statiu-e
61 R 66 68
70
7£
75
+s
s.
■
0\
N<v.
k:.
<
Fig. 37.—Correlation between Stature of Father and Stature of Son (Table
III.): means of rows shown by circles and means of columns by crosses:
r=+0-51.
would be the case if the circles and crosses in such a diagram as
fig. 33 all lay on one and the same straight line. From these
properties r is termed the coefficient of correlation, and the
expression (4), r = pjir1.o-, — 'St(xy)/N.<Tjjiri should bexemembered.
It should be noted that, while r is zero if the variables are
independent, the converse is not necessarily true: the fact that
r is zero only implies that the means of rows and columns
lie scattered round two straight lines which do not exhibit

CORRELATION.
175
any definite trend, to right or to left, upward or downward.
Two variables for which r is zero are, however, conveniently
spoken of as uncorrelated. Table VI. and fig. 39 will serve as an
illustration of a case in which the variables are almost uncor-
related but by no means independent, r being very small ( - 0-014),
but the coefficient of contingency C 0-47.
Figs. 36, 37, 38 are drawn from the data of Tables II., III., and
IV., for which r has the values +0-91,+ 0-51, and +0"21 respec-
tively,, the correlation being positive in each case. The student
Number of Mother's ChiZcLreiv.
I 3 Sjt, 7 9 11
10
Fia. 38.—Correlation between number of a Mother's Children and number of
her Daughter's Children (Table IV.): means of rows shown by circles
and means of columns by crosses: r = 4- 0.21.
should study such tables and diagrams closely, and endeavour to
accustom himself to estimating the value of r from the general
appearance of the table.
13. The two quantities .
6• = r— o„ = r—
are termed the coefficients of regression, or simply the regressions;
61 being the regression of x on y, or deviation in x corresponding
on the average to a unit change in the type of y, and b2 being

176
similarly the regression of y on x. Whilst the coefficient of
correlation is always a pure number, the regressions are only
pure numbers if the two variables have the same dimensions, as
in Tables I.-IV.: their magnitudes depend on the ratio of o-j<ry, and
consequently on the units in which x and y are measured. They
are both necessarily of the same sign (the sign of r). Since r is
Proportion, of Male• births per 1000 oirtks.
1*
1§8§
♦
*+
x.
r'
*,
"
40
JO
i0
nn
Fig. 39.—Correlation between Population of a Registration District and Pro-
portion of Male Births per thousand of all births (England and Wales,
1881-90, Table VI.): means of rows shown by |circles and means
of columns by crosses: r= -0.014.
not greater than unity, one at least of the regressions must be
not greater than unity, but the other may be considerably greater
if the ratio <rj<ry or o-„/o-x be great. The name regression arose
from the term being first introduced in the case of inheritance of
stature (Galton, refs. 2, 3). In this case the two standard devia-
tions are very nearly equal, so that both b1 and 62 are less than
unity, say (using the more recent data of Table III.) 0.50 and 0"52.
CORRELATION. 177
Hence the sons of fathers of deviation x from the mean of all fathers
have an average deviation of only 052a: from the mean of all sons;
i.e. they step back or "regress " towards the general mean, and 0-52
may be termed the "ratio of regression." In general, however,
the idea of a "stepping back" or "regression" towards a more
or less stationary mean is quite inapplicable—obviously so where
the variables are different in kind, as in Tables V. and VI.—
and the term " coefficient of regression" should be regarded simply
as a convenient name for the coefficients bl and b2. RR and GC
are generally termed the "lines of regression," and equations (6)
the " regression equations." The expressions " characteristic lines,"
"characteristic equations" (Yule, ref. 8) would perhaps be better.

Where the actual means of arrays appear to be given, to a satis-
factory degree of approximation, by straight lines, we may say
that the regression is linear. It is not safe, however, to assume
that such linearity extends beyond the limits of observation.
14. The two standard deviations
sx = o-x Jl —r2 sy = ay -J\ - r2
are of considerable importance. It follows from (7) that sx is the
standard deviation of (x - bvy), and similarly sy is the standard
deviation of (y - b2.x). Hence we may regard sx and sy as the
standard errors (root mean square errors) made in estimating x
from y and y from x by the respective characteristic relations
x = \-y y = bvx.
sx may also be regarded as a kind of average standard deviation of
a row about RR, and sy as an average standard deviation of a
column about CC. In an ideal case, where the regression is
truly linear and the standard deviations of all parallel arrays are
equal, a case to which the distribution of Table III. is a rough

approximation, sx is the standard deviation of the a;-array and s„
the standard deviation of the y-array (cf. Chap. X. § 19 (3)).
Hence sx and sy are sometimes termed the "standard deviations
of arrays."
15. Proceeding now to the arithmetical work, the only new
expression that has to be calculated in order to determine r, bv b2,
s„ and sy is the product sum %(xy) or the mean product p. As in
the cases of means and standard deviations, the form of the
arithmetic is slightly different according as the observations are
few and ungrouped, or sufficient to justify the formation of a
correlation-table. In the first case, as in Example i. below, the
work is quite straightforward.
Example i., Table VII.—The variables are (1) X—the estimated
12
178
Table VII. Theory of Correlation: Example i.
1.
2.
3.
4.
6.
6.
7V
8.
9.
X.
Y.
X.
V-
Products xy.
Estimated
Average
Percent-
age of
Earnings
Popula-
Devia-
tion of
zfrom
of Agri-
tion in
Devia-
Union.
cultural
Labourers.
receipt
of
tion of
y from
%-.
V2-
Posi-
Nega-
Shillings
and Pence
Poor-
law
Mean
(Pence)
Mean.
tive.
tive.
per Week.
Relief.
2-40
1. Glendale .
s. d-
20 9
+58
-1-27
3364
1-6129
73-66
•2. Wigton . .
20 3
2-29
+52
-1-38
2704
1-9044
71-76
3. Garatang .
CORRELATION. 179
average weekly earnings of agricultural labourers in 38 English
Poor-law unions of an agricultural type (the data of Example i.,
Chap. VIII. p. 137). (2) Y—the percentage of the population
in receipt of Poor-law relief on the 1st January 1891 in each of the
same unions (B return). The means of each of the variables are
calculated in the ordinary way, and then the deviations x and y
from the mean are written down (columns 4 and 5): care must
be taken to give each deviation the correct sign. These deviations
are then squared (columns 6 and 7) and the standard deviations
found as before (Chap. VIII. p. 136). Finally, every x is
multiplied by the associated y and the product entered in column
8 or column 9 according to its sign. These columns are then
added up separately and the algebraic sum of the totals gives

"S,(xy)= -666-04: therefore the mean product p = ~2,(xy)IN= -
17-53, and
,= ^-=--66.
20-5 x 1-29
There is therefore a well-marked relation exhibited by these data
between the earnings of agricultural labourers in a district and
the percentage of the population in receipt of Poor-law relief.
A penny is rather a small unit in which to measure deviations in
the average earnings, so for the regressions we may alter the unit
of a; to a shilling, making o-x= 1 "71, and
b. = r^ = - 0-87, b„ = r^ = - 0-50.
o-y o-x
The regression equations are therefore, in terms of these units,
z=-0-87y y=-0-50x.
For practical purposes it is more convenient to express the
equations in terms of the absolute values of the variables rather
than the deviations: therefore, replacing a; by (X- 15-94) and y

by (Y— 3-67) and simplifying, we have
X= 19-13-0-877 . . . . (a)
Y= 11-64 -0-50X . . . .(b)
the units being Is. for the earnings and 1 per cent. for the
pauperism. The standard errors made in using these equations
to estimate earnings from pauperism and pauperism from earnings
respectively are
<7i>/iT^=15-4d. = l-288.
o-y Jl - r2 = 0-97 per cent.
iy
180
The equation (6) tells us therefore that a rise of 2s. in earnings
in passing from one district to another means on the average a
fall of 1 in the percentage in receipt of relief. A natural con-
clusion would be that this means a direct effect of the higher
earnings in diminishing the necessity for relief, but such a
conclusion cannot be accepted offhand. Equation (a) indicates,
for instance, that every rise of a unit in the percentage re-
lieved corresponds to a fall of 0-87 shillings, or 10^d. in earnings:
this might mean that the giving of relief tends to depress wages.
Which is the correct interpretation of the facts? The above
12 13 14 15 16 17 IS 19n 20
Avenane* weekly earnings oP AgricuUioxU-Labourers.

21
Fira. 40.—Correlation between Pauperism and Average Earnings of Agricultural
Labourers for certain districts of England (data of Table VII.) : MR,
CO, lines of regression: r— -0'66.
regression equations alone cannot tell us this, and it is in the
discussion of such questions that most of the difficulties of statisti-
cal arguments arise.
As a check on the whole of the arithmetical work, and to test
whether the correlation coefficient is unduly affected by a few out-
lying observations, or, perhaps, by the regression not being linear,
it is always as well to draw a diagram representing the results
obtained. Take scales along two axes at right angles (fig. 40)
representing the variables, and insert a dot (better, for clearness,
a small circle or a cross) at the point determined by each observed
pair of x and y. Complete the diagram by inserting the two lines

CORRELATION. 181
RR and CC given by the regression equations (a) and (b). In
doing this it is as well to determine a point at each end of both
lines, and then to check the work by seeing that they meet in the
mean of the whole distribution. Thus RR is determined from (a)
by the points r=0, •2T = 19-13 and 7=6, Z= 13-91: CC is
determined from (b) by the points X= 12, i" = 564 and X=2\,
y = l"14. Marking in these points, and drawing the lines, they
will be found to meet in the mean, X= 15-94, F=3-67. The
diagram gives a very clear idea of the distribution; clearly the
regression is as nearly linear as may be with so very scattered a
distribution, and there are no very exceptional observations. The
most exceptional districts are Brixworth and St Neots with rather
low earnings but very low pauperism, and Glendale and Wigton
with the highest earnings but a pauperism well above the lowest—
over 2 per cent.
16. When a classified correlation-table is to be dealt with, the
procedure is of precisely the same kind as was used in the calcula-
tion of a standard deviation, the same artifices being used to shorten
the work. That is to say, (1) the product-sum is calculated in the
first instance with respect to an arbitrary origin, and is afterwards
reduced to the value it would have with respect to the mean; (2)
the arbitrary origin is taken at the centre of a class-interval; (3)
the class-interval is treated as the unit of measurement throughout
the arithmetic.
Let deviations from the arbitrary origin be denoted by £ r], and
let |^ be the co-ordinates of the'mean. Then
£=x +| n = y + ij.
Therefore, summing, since the second and third sums on the
right vanish, being the sums of deviations from the mean,
S(^) = 2(ay) + ^,
or bringing 2(a;y) to the left,
2(*y) = S(6,)-^.
That is, in terms of mean-products, using p to denote the mean-
product for the arbitrary origin,
P =P ~ &j9
In any case where the origin from which deviations have been
measured is not the mean, this correction must be used. It will
sometimes give a sensible correction even for work in the form of

Example i., and in that case, of course, the standard deviations
will also require reduction to the mean.
As the arithmetical process of calculating the correlation co-
efficient from a grouped table is of great importance, we give two
illustrations, the first economic, the second biological.
Example ii., Table VIII.—The two variables are (1) X, the
percentage of males over 65 years of age in receipt of Poor-law
relief in 235 unions of a mainly rural character in England and
Wales; (2) Y, the ratio of the numbers of persons given relief " out-
doors " (in their own homes) to one "indoors" (in the workhouse).
The figures refer to a one-day count (1st August 1890, No. 36,
1890), and the table is one of a series that were drawn up with
the view to discussing the influence of administrative methods on

pauperism. (Economic Journal, vol. vi., 1896, p. 613.)
The arbitrary origin for X was taken at the centre of the fourth
column, or at 17-5 per cent.; for Y at the centre of the fourth
row, or 3-5. The following are the values found for the constants
of the single distributions :—
|= -0-1532 intervals= -0-77 per cent., whence Mx =
16-73 per cent.
(rx= 1-29 intervals = 6-45 per cent.
fj= +0-36 intervals or units, whence My = 3-8§.
o-,j = 2-98 units.
To calculate 2(£>7), the value of £t) is first written in every
compartment of the table against the corresponding frequency,
treating the class-interval as the unit: these are the figures in
heavy type in Table VIII. In making these entries the sign of
the product may be neglected, but it must be remembered that
this sign will be positive in the upper left-hand and lower right-
hand quadrants, negative in the two others. The frequencies are

then collected as shown in columns 2 and 3 of Table VIIIa.,
being grouped according to the value and sign of frj. Thus for
fi/=l, the total frequency in the positive quadrants is 13 + 8-5
= 21-5, in the negative 14 + 6 = 20: forfi;=2, 10 + 4-5 + 1 + 4-5
= 20 in the positive quadrants, 5 + 2 + 1 + 3-5 = 11-5 in the
negative, and so on. When columns 2 and 3 are completed, they
should first of all be checked to see that no frequency has been
dropped, which may be readily done by adding together the totals
of these two columns together with the frequency in row 4 and
column 4 of Table VIII. (the row and column for which £>j = 0),
being careful not to count twice the frequency in the compartment
common to the two; this grand total must clearly be equal to the
total number of observations N, or 235 in the present case. The
algebraic sum of the frequencies in each line of columns 2 and 3 is
-s
CORRELATION.
183
Table VIII. Theory of Correlation : Example ii.— Old-age Pauperism and
Proportion of Out-relief. (The Frequencies are the figures printed in ordi-
nary type. The numbers in heavy type are the Deviation-Products (£?)).)
Number
relieved
Outdoors
to One
Indoors.
Percentage of Males over 66 in receipt of Relief.
Total.
0-6.
6-10.
60
10-16.
16-20.
20-26.
26-30.
30-36.
35-40.
0- 1 {
0-6
,9
90
10
10
17-6
3
12
1- 2 {
'3-6
13 0
100
14-0
6-0 ,
45-6
2-3 |
1-0
4.6
13 0
13.6
14-0
2-0
48'0
3- 4 {
1-0
45
0
184
Table VIIIa. Calculation of the Product Sum 2({if).
1.
2. 3.
4.
5. 6.
Frequencies.
Total
Products.
«*•
Quadrants.
Quadrants.
Positive.
1-5
Negative.
21-5
20
+ 1-5
20
11-5
+ 8-5
17
12
+ 10
30
18
+ 17
68
175
+ 16-5
99
0-5
+ 1-5
12
1-5
+ 0-5
4-5
10
0-5
+ 3-5
35
12
—
CORRELATION. 185
+ 0'34 x 6-45/2-98 = 0.74, and the regression equation accordingly
x = Q'74.y, or
X= 13-9 + 0-747,
the standard error made in using the equation for estimating X
from Y being o-x «/l - r2 = 6-07.
This is the equation of greatest practical interest, telling us
that, as we pass from one district to another, a rise of 1 in the
ratio of the numbers relieved in their own homes to the numbers
relieved in the workhouse corresponds on an average to a rise of
0-74 in the percentage in receipt of relief. The result is such as
to create a presumption in favour of the view that the giving of
outrrelief tends to increase the numbers relieved, and this can be
taken as a working hypothesis for further investigation.

The student should work out the second regression equation,
and check both by calculating the means of the principal rows
and columns, and drawing a diagram like figs. 36, 37, and 38.
Example iii., Table IX.—(Unpublished data; measurements by
G. U. Yule.) The two variables are (1) X, the length of a mother-
frond of Lemna minor; (2) Y, the length of the daughter-frond.
The mother-frond was measured when the daughter-frond
separated from it, and the daughter-frond when its first daughter-
frond separated. Measures were taken from camera drawings
made with the Zeiss-Abbe camera under a low power, the actual
magnification being 24 :1. The units of length in the tabulated
measurements are millimetres on the drawings.
The arbitrary origin for both X and 7 was taken at 105 mm.
The following are the values found for the constants of the single
distributions:—-
|= - 1'058 intervals= - 6-3 mm. Ml = 987 mm. on drawing.
= 4.11 mm. actual.

ax= 2"828 intervals = 17.0 mm. on drawing = 0707 mm. actual.
5J=-0-203 ,, =- 1-2 mm. Mi = 103'8 mm. on drawing.
= 4-32 mm. actual.
oy= 3"084 ,, = 18.5 mm. on drawing= 0771 mm. actual.
The values of £rj are entered in every compartment of the
table as before, and the frequencies then collected, according to
the magnitude and sign of fq, in columns 2 and 3 of Table IXa.
The entries in these two columns are next checked by adding to
the totals the frequency in the row and column for which £rj is
zero, and seeing that it gives the total number of observations
(266). The numbers in column 4 are given by deducting the
entries in column 3 from those in column 2. The totals so
obtained are multiplied by £»/ (column 1) and the products entered

i
1
1
4
9
9
1
8
5
6
2
5
4
9
3
7
2
4.
1.
iv-
14
12
55
10
45
96
13
51
28
17
6-5
7-5
0-5
6-5
4-5
8-5
8-5
—
—
+
+
210
105
186
13 5
5. 6.
2. 3.
17-5
13-5
13-5
- 8 -5
+1
+5
+7
Total.
+ 12
+ 5-5
+ 8-5
+ 1-5
+ 1-5
+ 3-5
+ 17-5
Products.
Table IXa.
Quadrants.
Quadrants.
Frequencies.
i
-
c
c
o
u
it
-a
-a
Totf
?1
type.
90-96
84-90
78-84
72-78
66-72
60-66
96-102
daught
162-168
156-162
150-168
144-150
138-144
132-138
126-132
120-126
114-120
108-114
Table IX.
102-103;
Theory of S\
CORRELATION. 187
The regression of daughter-frond on mother-frond is 0-69 (a
value which will not be altered by altering the units of measure-
ment for both mother- and daughter-fronds, as such an alteration
will affect both standard deviations equally). Hence the re-
gression equation giving the average actual length (in millimetres)
of daughter-fronds for mother-fronds of actual length X is
F=l-48 + 0-69X
We again leave it to the student to work out the second
regression equation giving the average length of mother-fronds
for daughter-fronds of length Y, and to check the whole work
by a diagram showing the lines of regression and the means of
arrays for the central portion of the_table. -
17. The student should be careful to remember the following

points in working:—
(1) To give p and £rj their correct signs in finding the true
mean deviation-product p.
(2) To express o-x and o-„ in terms of the class-interval as a
unit, in the value of r=p/o-x ary, for these are the units in terms
of which p has been calculated.
(3) To use the proper units for the standard deviations (not
class-intervals in general) in calculating the coefficients of
regression: in forming the regression equation in terms of the
absolute values of the variables, for example, as above, the work
will be wrong unless means and standard deviations are ex-
pressed in the same units.
Further, it must always be remembered that correlation
coefficients, like all other statistical measures, are subject to
fluctuations of sampling (ef. Chap. III. §§ 7, 8). If we write
on cards a series of pairs of strictly independent values of x and
y and then work out the correlation coefficient for samples of,
say, 40 or 50 cards taken at random, we are very unlikely ever
to find r = 0 absolutely, but will find a series of positive and
negative values centring round 0. No great stress can therefore
be laid on small, or even on moderately large, values of r as
indicating a true correlation if the numbers of observations be
small. For instance, if N= 36, a value of r = + 0-5 may be
merely a chance result (though a very infrequent one); if
iV=100, r= ±0-3 may similarly be a mere fluctuation of
sampling, though again an infrequent one. If N= 900, a value
of r= ±0"1 might occur as a fluctuation of sampling of the same
degree of infrequency. The student must therefore be careful in
interpreting his coefficients. (See Chap. XVII. § 15.)
Finally, it should be borne in mind that any coefficient, e.g. the
coefficient of correlation or the coefficient of contingency, gives

only a part of the information afforded by the original data or
the correlation table. The correlation table itself, or the original
data if no correlation table has been compiled, should always be
given, unless considerations of space or of expense absolutely
preclude the adoption of such a course.
REFERENCES.
The theory of correlation was first developed on definite assumptions
as to the form of the distribution of frequency, the so-called "normal
distribution " (Chap. XVI.) being assumed. In (1) Bravais introduced
the product-sum, but not a single symbol for a coefficient of correlation.
Sir Francis Galton, in (2), (3), and (4), developed the practical method,
determining his coefficient (Galton's function, as it was termed at first)
graphically. Edgeworth developed the theoretical side further in (5),

and Pearson introduced the product-sum formula in (6)—both memoirs
being written on the assumption of a "normal" distribution of fre-
quency (cf. Chap. XVI.). The method used in the preceding chapter
is based on (7) and (8).
(1) Bravais, A., "Analyse mathematique sur les probabilites des erreurs de
situation d'un point," Acad• des Sciences: Mémoiresprésentéspar divers
savants, II„ serie, t. ix., 184ti, p. 255.
(2) Galton, Francis, "Regression towards Mediocrity in Hereditary
Stature," Jour. Anthrop. Inst.• vol. xv., 1886, p. 246.
(3) Galton, Francis, "Family Likeness in Stature," Proc. Roy. Soc,
vol. xl., 1886, p. 42.
(4) Galton, Francis, "Correlations and their Measurement," Proc. Soy.
Soc , vol. xlv., 1888, p. 135.
(5) Edgeworth, F. Y., "On Correlated Averages," Phil. Mag., 5th Series,
vol. xxxiv., 1892, p. 190.
Roy. Soc, Series A, vol. clxxxvii., 1896, p. 253.

(7) Yule, G. U., "On the significance of Bravais' Formula; for Regression,
etc., in the case of Skew Correlation," Proc. Roy. Soc, vol. Ix., 1897,
p. 477.
(8) Yule, G. U., "On the Theory of Correlation," Jour. Roy. Stat. Soc,
vol. Ix., 1897, p. 812.
(9) Darbishire, A. D., "Some Tables for illustrating Statistical Correla-
tion," Mem. and Proc. of the Manchester Lit. and Phil. Soc, vol. li.,
1907. (Tables and diagrams illustrating the meaning of values of the
correlation coefficient from 0 to 1 by steps of a twelfth.)
Reference may also be made here to—
(10.) Edgeworth, F. Y., "On a New Method of reducing Observations
relating to several Quantities," Phil. Mag., 5th Series, vol. xxiv., 1887,
p. 222, and vol. xxv., 1888, p. 184. (A method of treating correlated
variables differing entirely from that described in the preceding
chapter, and based on the use of the median: the method involves
the use of trial and error to some extent. For some illustrations see
F. Y. Edgeworth and A. L. Bowley, Jour. Roy. Stat. Soc, vol. lxv.,
1902, p. 341 et seq.)
References to memoirs on the theory of non-linear regression are given
at the end of Chapter X.

CORRELATION.
189
EXERCISES.
■ 1. Find the correlation-coefficient and the equations of regression for the
following values of X and Y.
X. Y.
[As a matter of practice it is never worth calculating a con-elation-coefficient
for so few observations: the figures are given solely as a short example on
which the student can test his knowledge of the work.]
2. The following figures show, for the districts of Example i., the ratios of
the numbers of paupers in receipt of outdoor relief to the numbers in receipt
of relief in the workhouse. Find the correlations between the out-relief ratio
and (1) the estimated earnings of agricultural labourers; (2) the percentage
of the population in receipt of relief.

6-40
14
7-50
27
297
4-04
16
4-44
28
5-38
7-90
16
8-34
29
3-24
3-31
17
069
30
7 61
7-85
18
9-89
31
5-87
0-45
19
4-00
32
5-50
10-00
■JO
6-02
33
3-58
4-43
21
8-27
34
6-93
4-78
22
1-58
35
6-02
10
4-73
In calculating the coefficient of contingency (coefficient of mean square
contingency) use the following groupings, so as to avoid small scattered fre-
quencies at the extremities of the tables and also excessive arithmetic:—
I. Group together (1) two top rows, (2) three bottom rows, (3) two first
columns, (4) four last columns, leaving centre of table as it stands.
II. Regroup by ten-year intervals (IB-, 25-, 35-, etc.) for both husband and
wife, making the last group "65 and over."
III. Regroup by 2-inch intervals, 58.5-60-5, etc., for father, Sit.S-ei'B,
etc., for son. If a 3-inch grouping be used (58.5-61-5, etc., for both father and
son), the coefficient of mean square contingency is 0.465. [Both results cited
from Pearson, ref. 1 of Chap. V.]
IV. For cols., group 1 + 2, 3 + 4, . . . , 11 + 12, 13 and upwards. Rows,
0, 1 + 2, 3 + 4, . . . , 9 +10, 11 and upwards.

VI. For cols., group all up to 494 "5 and all over 521 .5, leaving central ools.
Rows singly up 20: then 20-28, 28-44, 44-56, 56 upwards
.
CHAPTER X.
CORRELATION: PRACTICAL APPLICATIONS AND
METHODS.
1. Necessity for careful choice of variables before proceeding to calculate r—
2-8. Illustration i.: Causation of pauperism — 9-10. Illustration
ii.: Inheritance of fertility—11-13. Illustration iii.: The weather
and the crops —14. Correlation between the movements of two
variables:—(a) Non-periodic movements: Illustration iv.: Changes
in infantile and general mortality—15-17. (b) Quasi-periodic move-
ments: Illustration v.: The marriage-rate and foreign trade—
18. Elementary methods of dealing with cases of non-linear regression
—19. Certain rough methods of approximating to the correlation-
coefficient.
1. The student—especially the student of economic statistics, to

whom this chapter is principally addressed—should be careful to
note that the coefficient of correlation, like an average or a
measure of dispersion, only exhibits in a summary and compre-
hensible form one particular aspect of the facts on which it is
'based, and the real difficulties arise in the interpretation of the
coefficient when obtained. The value of the coefficient may be
consistent with some given hypothesis, but it may be equally
consistent with others; and not only are care and judgment
essential for the discussion of such possible hypotheses, but also
a thorough knowledge of the facts in all other possible aspects.
Further, care should be exercised from the commencement in the
selection of the variables between which the correlation shall be
determined. The variables should be defined in such a way as
to render the correlations as readily interpretable as possible,
and, if several are to be dealt with, they should afford the answers
to specific and definite questions. Unfortunately, the field of
choice is frequently very much limited, by deficiencies in the

available data and so forth, and consequently practical possibilities
as well as ideal requirements have to be taken into account. No
general rules can be laid down, but the following are given as
illustrations of the sort of points that have to be considered.
191
2. Illustration i.—It is required to throw some light on the
variations of pauperism in the unions (unions of parishes) of
England. (Cf. Yule, ref. 2.)
One table (Table VIII.) bearing on a part of this question, viz.
the influence of the giving of out-relief on the proportion of the
aged in receipt of relief, was given in Chap. IX. (p. 183). The
question was treated by correlating the percentage of the aged
relieved in different districts with the ratio of numbers relieved
outdoors to the numbers in the workhouse. Is such a method
the best possible 1
On the whole, it would seem better to correlate changes in
pauperism with changes in various possible factors. If we say
that a high rate of pauperism in some district is due to lax

administration, we presumably mean that as administration
became lax, pauperism rose, or that if administration were more
strict, pauperism would decrease; if we say that the high pauper-
ism is due to the depressed condition of industry, we mean that
when industry recovers, pauperism will fall. When we say, in
fact, that any one variable is a factor of pauperism, we mean
that changes in that variable are accompanied by changes in the
percentage of the population in receipt of relief, either in the
same or the reverse direction. It will be better, therefore, to
deal with changes in pauperism and possible factors. The next
question is what factors to choose.
3. The possible factors may be grouped under three heads:—
(a) Administration.—Changes in the method or strictness of
administration of the law.
(b) Environment. — Changes in economic conditions (wages,
prices, employment), social conditions (residential or industrial
character of the district, density of population, nationality of

population), or moral conditions (as illustrated, e.g., by the statis-
tics of crime).
(c) Age Distribution.—the percentage of the population between
given age-limits in receipt of relief increases very rapidly with old
age, the actual figures given by one of the only two then existing
returns of the age of paupers being—2 per cent. under age 16,
1 per cent. over 16 but under 65, 20 per cent. over 65. (Return
36, 1890.)
It is practically impossible to deal with more than three factors,
one from each of the above groups, or four variables alto-
gether, including the pauperism itself. What shall we take, then,
as representative variables, and how shall we best measure
"pauperism "?
4. Pauperism.—The returns give (a) cost, (b) numbers relieved.
It seems better to deal with (6) (as in the illustration of Table

CORRELATION: PRACTICAL APPLICATIONS AND METHODS. 193
VIII., Chap. IX.), as numbers are more important than cost from \
the standpoint of the moral effect of relief on the population.'
The returns, however, generally include both lunatics and vagrants
in the totals of persons relieved; and as the administrative methods
of dealing with these two classes differ entirely from the methods
applicable to ordinary pauperism, it seems better to alter the
official total by excluding them. Eeturns are available giving
the numbers in receipt of relief on 1st January and 1st July;
there does not seem to be any special reason for taking the one
return rather than the other, but the return for 1st January was
actually used. The percentage of the population in receipt of
relief on 1st January 1871, 1881, and 1891 (the three census
years), less lunatics and vagrants, was therefore tabulated for each
union. (The investigation was carried out in 1898.)
5. Administration.—The most important point here, and one
that lends itself readily to statistical treatment, is the relative
proportion of indoor and outdoor relief (relief in the workhouse
and relief in the applicant's home). The first question is,
again, shall we measure this proportion by cost or by numbers 1
The latter seems, as before, the simpler and more important ratio
for the present purpose, though some writers have preferred the
statement in terms of expenditure (e.g. Mr Charles Booth, Aged
Poor—Condition, 1894). If we decide on the statement in terms
of numbers, we still have the choice of expressing the proportion (1)
as the ratio of numbers given out-relief to numbers in the work-
house, or (2) as the percentage of numbers given out-relief on
the total number relieved. The former method was chosen,
partly on the simple ground that it had already been used in an
earlier investigation, partly on the ground that the use of the
ratio separates the higher proportions of out-relief more clearly

from each other, and these differences seem to have significance.
Thus a union with a ratio of 15 outdoor paupers to one indoor
seems to be materially different from one with a ratio of, say, 10
to 1 ; but if we take, instead of the ratios, the percentages of
outdoor to total paupers, the figures are 94 per cent. and 91 per
cent. respectively, which are so close that they will probably fall
into the same array. The ratio of numbers in receipt of outdoor
relief to the numbers in the workhouse, in every union, was
therefore tabulated for 1st January in the census years 1871, 1881,
1891.
6. Environment.—This is the most difficult factor of all to deal
with. In Mr Booth's work the factors tabulated were (1) persons
per acre; (2) percentage of population living two or more to a
room, i.e. "overcrowding"; (3) rateable value per head (Aged Poor—
Condition). The data relating to overcrowding were first collected
13
194 THEORY OP STATISTICS.
at the census of 1891, and are not available for earlier years.
Some trial was made of rateable value per head, but with not
very satisfactory results. For any given year, and for a group of
unions of somewhat similar character, e.g. rural, the rateable value
per head appears to be highly (negatively) correlated with the
pauperism, but changes in the two are not very highly correlated:
probably the movements of assessments are sluggish and irregular,
especially in the case of falling assessments in rural unions, and
do not correspond at all accurately with the real changes in the
value of agricultural land. After some consideration, it was
decided to use a very simple index to the changing fortunes of a
district, viz. the movement of the population itself. If the
population of a district is increasing at a rate above the average,

this is primA facie evidence that its industries are prospering; if
the population is decreasing, or not increasing as fast as the
average, this strongly suggests that the industries are suffering
from a temporary lack of prosperity or permanent decay. The
population of every union was therefore tabulated for the censuses
of 1871, 1881, 1891.
7. Age Distribution.—As already stated, the figures that are
known clearly indicate a very rapid rise of the percentage relieved
after 65 years of age. The percentage of the population over 65
years of age was therefore worked out for every union and tabu-
lated from the same three censuses. This is not, of course,
at all a complete index to the composition of the population as
affecting the rate of pauperism, which is sensibly dependent on
the proportion of the two sexes, and the numbers of children as
well. As the percentage in receipt of relief was, however, 20 per
cent. for those over 65, and only 1-2 per cent. for those under that
age, it is evidently a most important index. (A more complete

method might have been used by correcting the observed rate of
pauperism to the basis of a standard population with given num-
bers of each age and sex. (Cf. below, Chap. XI. pp. 219-21.)
8. The changes in each of the four quantities that had been
tabulated for every union were then measured by working out the
ratios for the intercensal decades 1871-81 and 1881-91, taking
the value in the earlier year as 100 in each case. The percentage
ratios so obtained were taken as the four variables. Further, as
the conditions are and were very different for rural and for urban
unions, it seemed very desirable to separate the unions into groups
according to their character. But this cannot be done with any
exactness: the majority of unions are of a mixed character, con-
sisting, say, of a small town with a considerable extent of the
surrounding country. It might seem best to base the classification
on returns of occupations, e.g. the proportions of the population

engaged in agriculture, but the statistics of occupations are not
given in the census for individual unions. Finally, it was decided
to use a classification by density of population, the grouping used
being—Rural, 0-3 person per acre or less: Mixed, more than
0-3 but not more than 1 person per acre: Urban, more than 1 person
per acre. The metropolitan unions were also treated by them-
selves. The limit 0-3 for rural unions was suggested by the
density of those agricultural unions the conditions in which
were investigated by the Labour Commission (the unions of
Table VII., Chap. IX.): the average density of these was 0-25,
and 34 of the 38 were under 0'3. The lower limit of density for
urban unions—1 per acre—was suggested by a grouping of Mr
Booth's (group xiv.): of course 1 person per acre is not a density

associated with an urban district in the ordinary sense of the
term, but a country district cannot reach this density unless it
include a small town or portion of a town, i.e. unless a large
proportion of its inhabitants live under urban conditions.
The method by which the relations between four variables are
discussed is fully described in Chapter XII.: at the present stage
it can only be stated that the discussion is based on the correlations
between all the possible (6) pairs that can be formed from the four
variables.
9. Illustration ii.—The subject of investigation is the inheritance
of fertility in man. (Cf. Pearson and others, ref. 3.) One table,
from the memoir cited, was given as an example in the last chapter
(Table IV.).
Fertility in man (i.e. the number of children born to a given pair)
ia very largely influenced by the age of husband and wife at
marriage (especially the latter), and by the duration of marriage.
It is desired to find whether it is also influenced by the heritable

constitution of the parents, i.e. whether, allowance being made for
the effect of such disturbing causes as age and duration of marriage,
fertility is itself a heritable character.
The effect of duration of marriage may be largely eliminated
by excluding all marriages which have not lasted, say, 15 years
at least. This will rather heavily reduce the number of records
available, but will leave a sufficient number for discussion. It
would be desirable to eliminate the effect of late marriages in
the same way by excluding all cases in which, say, husband was
over 30 years of age or wife over 25 (or even less) at the time
of marriage. But, unfortunately, this is impossible; the age of
the wife—the most important factor—is only exceptionally given
in peerages, family histories, and similar works, from which the
data must be compiled. All marriages must therefore be
included, whatever the age of the parents at marriage, and the

effect of the varying age at marriage must be estimated
afterwards.
10. But the correlation between (1) number of children of a
woman and (2) number of children of her daughter will be further
affected according as we include in the record all her available
daughters or only one. Suppose, e.g., the number of children in
the first generation is 5 (say the mother and her brothers and
sisters), and that she has three daughters with 0, 2, and 4
children respectively: are we to enter all three pairs (5, 0),
(5, 2), (5, 4) in the correlation-table, or only one pair 1 If the
latter, which pair 1 For theoretical simplicity the second process
is distinctly the best (though it still further limits the available
data). If it be adopted, some regular rule will have to be made

for the selection of the daughter whose fertility shall be entered
in the table, so as to avoid bias: the first daughter married
for whom data are given, and who fulfils the conditions as to
duration of marriage, may, for instance, be taken in every case.
(For a much more detailed discussion of the problem, and the
allied problems regarding the inheritance of fertility in the horse,
the student is referred to the original.)
11. Illustration iii.—The subject for investigation is the
relation between the bulk of a crop (wheat and other cereals,
turnips and other root crops, hay, etc.), and the weather. (Cf.
Hooker, ref. 6.)
Produce-statistics for the more important crops of Great
Britain have been issued by the Board of Agriculture since
1885: the figures are based on estimates of the yield furnished
by official local estimators all over the country. Estimates are
published for separate counties and for groups of counties
(divisions). But the climatic conditions vary so much over the

United Kingdom that it is better to deal with a smaller area,
more homogeneous from the meteorological standpoint. On the
other hand, the area should not be too small; it should be large
enough to present a representative variety of soil. The group
of eastern counties, consisting of Lincoln, Hunts, Cambridge,
Norfolk, Suffolk, Essex, Bedford, and Hertford, was selected as
fulfilling these conditions. The group includes the county with
the largest acreage of each of the ten crops investigated, with
the single exception of permanent grass.
12. The produce of a crop is dependent on the weather of
a long preceding period, and it is naturally desired to find the
influence of the weather at all successive stages during this
period, and to determine, for each crop, which period of the
year is of most critical importance as regards weather. It must
be remembered, however, that the times of both sowing and

harvest are themselves very largely dependent on the weather,
and consequently, on an average of many years, the limits of
the critical period will not be very well denned. If, therefore,
we correlate the produce of the crop (X) with the characteristics
of the weather (Y) during successive intervals of the year, it
will be as well not to make these intervals too short. It was
accordingly decided to take successive groups of 8 weeks, over-
lapping each other by 4 weeks, i.e. weeks 1-8, 5-12, etc.
Correlation coefficients were thus obtained at 4-weeks intervals,
but based on 8 weeks' weather.
13. It remains to be decided what characteristics of the weather
are to be taken into account. The rainfall is clearly one factor
of great importance, temperature is another, and these two will

afford quite enough labour for a first investigation. The weekly
rainfalls were averaged for eight stations within the area, and
the average taken as the first characteristic of the weather.
Temperatures were taken from the records of the same stations.
The average temperatures, however, do not give quite the sort
of information that is required: at temperatures below a certain
limit (about 42" Fahr.) there is very little growth, and the
growth increases in rapidity as the temperature rises above this
point (within limits). It was therefore decided to utilise the
figures for "accumulated temperatures above 42° Fahr.," i.e.
the total number of day-degrees above 42° during each of the
8-weekly periods, as the second characteristic of the weather;
these "accumulated temperatures," moreover, show much larger
variations than mean temperatures.
The student should refer to the original for the full dis-
cussion as to data. The method of treating the correlations
between three variables, based on the three possible correlations

between them, is described in Chapter XII.
14. Problems of a somewhat special kind arise when dealing
with the relations between simultaneous values of two variables
which have been observed during a considerable period of time,
for the more rapid movements will often exhibit a fairly close
consilience, while the slower changes show no similarity. The two
following examples will serve as illustrations of two methods which
are generally applicable to such cases.
Illustration iv.—Fig. 41 exhibits the movements of (1) the
infantile mortality (deaths of infants under 1 year of age per 1000
births in the same year); (2) the general mortality (deaths at all
ages per 1000 living) in England and Wales during the period
1838-1904. A very cursory inspection of the figure shows that
when the infantile mortality rose from one year to the next
the general mortality also rose, as a rule; and similarly, when the
198
infantile mortality fell, the general mortality also fell. There
were, in fact, only five or six exceptions to this rule during the
whole period under review. The correlation between the annual
values of the two mortalities would nevertheless not be very high,
as the general mortality has been falling more or less steadily since
1875 or thereabouts, while the infantile mortality attained almost
a record value in 1899. During a long period of time the correla-
tion between annual values may, indeed, very well vanish, for the
two mortalities are affected by causes which are to a large extent
different in the two cases. To exhibit, therefore, the closeness of
the relation between infantile and general mortality, for such
causes as show marked changes between one year and the next, it
will be best to proceed by correlating the annual changes, and not
the annual values. The work would be arranged in the following
form (only sufficient years being given to exhibit the principle of
the process), and the correlation worked out between the figures of
columns 3 and 5.
1.
2.
3.
4.
5.
Infantile
Increase or
General
Increase or
Year.
Mortality
Decrease
Mortality
Decrease
per 1000
from Year
per 1000
from Year
Births.
before.
living.
before.
1838
159
22-4
1839
151
-8
21-8
-0-6
1840
154
+3
22-9
+ 1-1
1841
145
-9
21-6
-1-3
1842
152
+7
217
+ 0-1
1843
150
-2
21-2
-0-5
For the period to which the diagram refers, viz. 1838-1904, the
and under 1 year of age. (Gf. Exercises 7 and 8, Chap. XL, and
for method ref. 5.)
| ZOO
1840 SO
90
10
so
so
woo
5>
ft.
■,100
L§~ so.
uN
r^
u^
\/
W^^"7 V
"^^
ft.
ao %
5, >
20
1840 SO
TO
Y&ars
SO
90
1900
Fig. 41.—Infantile and General Mortality in England and Wales, 1838-1904.
15. Illustration v.—The two curves of fig. 42 show (1) the
marriage-rate (persons married per 1000 of the population) for
England and Wales; (2) the values of exports and imports per
1855 eo
65
0-£
I!
kO
TO 75 SO 85
90 33 1900 05 „
1*0
5s
30-4
•I
io +
°I
1855 60 00 TO IS 80 85 90 95 !90O 05
Fig. 42.—Marriage-rate and Foreign Trade, England and Wales, 1855-1904.
head of the population of the United Kingdom for every year
from 1855 to 1904. Inspection of the diagram suggests a similar
relation to that of the last example, the one variable showing a
rise from one year to the next when the other rises, and a fall
when the other falls. The movement of both variables is, how-
200
ever, of a much more regular kind than that of mortality,
resembling a series of "waves" superposed on a steady general
trend, and it is the " waves " in the two variables—the short-period
movements, not the slower trends—which are so clearly related.
16. It is not difficult, moreover, to separate the short-period
oscillations, more or less approximately, from the slower movement.
Supposethe marriage-rate for each year replaced by the average
of an odd number of years of which it is the centre, the number
being as near as may bo the same as the period of the " waves "—
e.g. nine years. If these short-period averages were plotted on
the diagram instead of the rates of the individual years, we should
evidently obtain a smoother curve which would clearly exhibit

the trend and be practically free from the conspicuous waves.
The excess or defect of each annual rate above or below the
trend, if plotted separately, would therefore give the "waves"
apart from the slower changes. The figures for foreign trade
may be treated in the same way as the marriage-rate, and we
can accordingly work out the correlation between the waves or
rapid fluctuations, undisturbed by the movements of longer period,
however great they may be. The arithmetic may be carried out
in the form of the following table, and the correlation worked out
in the ordinary way between the figures of columns 4 and 7.
1.
2.
Marriage-
3.
4.
5.
Exports +
6.
7.
Year.
rate
(England
Nine
Years'
Differ-
Imports,
£'i per
Nine
Years'
Differ-
and
Average.
ence.
head
Average.
ence.
Wales).
(U.K.).
1855
16-2
9-36
1856
16-7
11-14
1857
16-5
11-85
.—
1858
16'0
are related to those of trade. For the period 1861-95 the
correlation between the two oscillations (Hooker, ref. 4) is 0-86.
The method may obviously be extended by correlating the devia-
tion of the marriage-rate in any one year with the deviation of
the exports and imports of the year before, or two years before,
instead of the same year; if a sufficient number of years be
taken, an estimate may be made, by interpolation, of the time-
difference that would make the correlation a maximum if it were
possible to obtain the figures for exports and imports for periods
other than calendar years. Thus Mr Hooker finds (ref. 4) that
on an average of the years 1861-95 the correlation would be a
maximum between the marriage-rate and the foreign trade of
i860
1860
Fig. 43.—Fluctuations in (1) Marriage-rate and (2) Foreign Trade (Exports
+ Imports per head) in England and Wales : the Curves show Deviations
from 9-year means. Data of R. H. Hooker, Jour. Eoy. Stat. Soe., 1901.
about one-third of a year earlier. The method is an extremely
useful one and is obviously applicable to any similar case. The
student should refer to the paper by Mr Hooker, cited. Reference
may also be made to ref. 9, in which several diagrams are given
similar to fig. 43, and the nature of the relationship between the
marriage-rate and such factors as trade, unemployment, etc., is
discussed, it being suggested that the relation is even more
complex than appears from the above.
18. It was briefly mentioned in § 9 of the last chapter that
the treatment of cases when the regression was non-linear was,
in general, somewhat difficult. Such cases lie strictly outside
the scope of the present volume, but it may be pointed out
that if a relation between X and Y be suggested, either by

theory or by previous experience, it may be possible to throw
that relation into the form
Y = A + B.<t>(X),
where A and B are the only unknown constants to be determined.
If a correlation-table be then drawn up between Y and <j>(2T)
instead of Y and X, the regression will be approximately linear.
Thus in Table V. of the last chapter, if X be the rate of
discount and Y the percentage of reserves on deposits, a
diagram of the curves of regression, or curves on which the
means of arrays lie, suggests that the relation between X and Y
is approximately of the form
X(Y-B) = A,
A and B being constants; that is,

XY=A + BX.
Or, if we make XY a new variable, say Z,
Z=A + BX.
Hence, if we draw up a new correlation-table between X and Z
the regression will probably be much more closely linear.
If the relation between the variables be of the form
Y=ABZ
we have
log Y=logA + X. log B,
and hence the relation between log Y and X is linear. Similarly,
if the relation be of the form
XnY=A
we have
log Y = log A — n. log X,
and so the relation between log Y and log X is linear. By
means of such artifices for obtaining correlation-tables in
which the regression is linear, it may be possible to do a good

deal in difficult cases whilst using elementary methods only.
The advanced student should refer to ref. 12 for a different
method of treatment.
19. The only strict method of calculating the correlation
coefficient is that described in Chapter IX. from the formula
r= v' — . Approximations to this value may, however, be

found in various ways, for the most part dependent either (1)
on the formulae for the two regressions »—- and r—, or (2) on
the formulae for the standard deviations of the arrays crx Jl - r2
and o-y J1 - r2. Such approximate methods are not recommended
for ordinary use, as they will lead to different results in different
hands, but a few may be given here, as being occasionally useful
for estimating the value of the correlation in cases where the
data are not given in such a shape as to permit of the proper
calculation of the coefficient.
(1) The means of rows and columns are plotted on a diagram,
and lines fitted to the points by eye, say by shifting about
a stretched black thread until it seems to run as near as may
be to all the points. If bv b2 be the slopes of these two lines

to the vertical and the horizontal respectively,
r= Jbvbr
Hence the value of r may be estimated from any such diagram
as figs. 36-40 in Chapter IX., in the absence of the original
table. Further, if a correlation-table be not grouped by
equal intervals, it may be difficult to calculate the product
sum, but it may still be possible to plot approximately a diagram
of the two lines of regression, and so determine roughly the
value of r. Similarly, if only the means of two rows and
two columns, or of one row and one column in addition to the
means of the two variables, are known, it will still be possible
to estimate the slopes of RR and CC, and hence the correlation
coefficient.
(2) The means of one set of arrays only, say the rows, are
calculated, and also the two standard-deviations o-x and <rr The
means are then plotted on a diagram, using the standard-deviation
of each variable as the unit of measurement, and a line fitted by

eye. The slope of this line to the vertical is r. If the standard
deviations be not used as the units of measurement in plotting,
the slope of the line to the vertical is r <rJo;,, and hence r will be
obtained by dividing the slope by the ratio of the standard-
deviations.
This method, or some variation of it, is often useful as a
makeshift when the data are too incomplete to permit of the
proper calculation of the correlation, only one line of regression
and the ratio of the dispersions of the two variables being required:
the ratio of the quartile deviations, or other simple measures of
dispersion, will serve quite well for rough purposes in lieu of the
ratio of standard-deviations. As a special case, we may note that

if the two dispersions are approximately the same, the slope of
RR to the vertical is r.
Plotting the medians of arrays on a diagram with the quartile
deviations as units, and measuring the slope of the line, was the
method of determining the correlation coefficient (" Galton's
function ") used by Sir Francis Galton, to whom the introduction
of such a coefficient is due. (Refs. 2-4 of Chap. IX. p. 188.)
(3) If sx be the standard-deviation of errors' of estimate like
x- bvy, we have from Chap. IX. § 11—
and hence
But if the dispersions of arrays do not differ largely, and the
regression is nearly linear, the value of sz may be estimated from
the average of the standard-deviations of a few rows, and r deter-

mined—or rather estimated—accordingly. Thus in Table III.,-
Chap. IX., the standard-deviations of the ten columns headed
62-5-63-5, 63-5-64-5, etc., are—
2-56
2-26
2-11
2-26
2-55
2-45
2-24
2-33
2-23
2-60
Mean
2-359
The standard-deviation of the stature of all sons is 2-75: hence
approximately
/" /2-359V
= 0-514.
This is the same as the value found by the product-sum method
to the second decimal place. It would be better to take an
average by weighting the square of each standard-deviation with
the number of observations in the column, but in the present
case this would only lead to a very slightly different result, viz.
o-= 2-362, r = 0-512.
The method is clearly inapplicable to such tables as V. and VI.
of Chap. IX., in which the means of successive arrays do not lie
closely round straight lines. In such cases it would always tend
to give a value for r markedly higher than that given by the
product-sum method. That method gives a value based on the
"
CORRELATION: practical applications and methods. 205
standard-deviation round the line of regression; the method used
here gives a value dependent on the standard-deviation round a
curve which sweeps through all the means of arrays, and the second
standard-deviation is necessarily less than the first. The method
thus leads to a generalised correlation-coefficient (Pearson's
correlation-ratio) measuring the approach towards a curvilinear
line of regression of any form. (Ref. 12.)
REFERENCES.
Illustrative Applications, principally to Economic Statistics,
and Practical Methods.
(1) Yule, G. U., "On the Correlation of total Pauperism with Proportion of
Out-relief," Economic Jour., vol. v., 1895, p. 603, and vol. vi., 1896,
p. 613.
(2) Yule, O. U., "An Investigation into the Causes of Changes in Pauperism
in England chiefly during the last two Intercensal Decades," Jour.
Roy. Stat. Soc, vol. lxii., 1899, p. 249. (Cf. Illustration i.)
(3) Pearson, Karl, Alice Lee, and L. Bramley Moore, "Genetic
(reproductive) Selection, Inheritance of Fertility in Man and of
Fecundity in thoroughbred Race-horses," Phil. Trans. Roy. Soc., Series
A, vol. cxcii., 1899, p. 257. (Cf. Illustration ii.)
(4) Hooker, R. H., "On the Correlation of the Marriage-rate with Trade,"
Jour. Roy. Stat. Soc, vol. lxiv., 1901, p. 485. (The method of
Illustration v.)
(5) Hooker, R. H., "On the Correlation of Successive Observations: illus-
trated by Corn-prices," ibid., vol. lxviii., 1905, p. 696. (The method
of Illustration iv.)
(6) Hooker, R. H., "The Correlation of the Weather and the Crops," ibid.,
vol. Ixx., 1907, p. 1. (Cf. Illustration iii.)
(7) Norton, J. P., Statistical Studies in the New York Money Market;
Macmillan Co., New York, 1902. (Applications to financial statistics:

an instantaneous average method, analogous to that of illustration v., is
employed, but the instantaneous average is obtained by an interpolated
logarithmic curve.)
(8) March, L., "Comparaison numerique de courbes statistiques," Jour.
de la sociite de statistique de Paris, 1905, pp. 255 and 306. (Uses the
methods of illustrations iv. and v., but obtaining the instantaneous
average in the latter case by graphical interpolation.)
(9) Yule, G. U., "On the Changes in the Marriage and Birth Rates in
England and Wales during the past Half Century, with an Inquiry as
to their probable Causes," Jour. Roy. Stat. Soc, vol. lxix., 1906, p. 83.
(10) Heron, D., On the Relation of Fertility in Man to Social Status,
"Drapers' Co. Research Memoirs: Studies in National Deterioration,"
I. ; Dulau & Co., London, 1906.
Theory of Correlation in the case of Non-linear Regression.
(11) Pearson, Karl, "On the Systematic Fitting of Curves to Observations
and Measurements," Biometrika, vol. i. p. 265, and vol. ii. p. 1, 1902.
(The second part is useful for the fitting of curves in cases of non-linear
regression.)
v^ (12) Pearson, Karl, On the General Theory of Skew Correlation and Non-
linear Regression, '' Drapers' Co. Research Memoirs: Biometric Series,"
II.; Dulau & Co., London, 1905. (Suggests a "correlation ratio"
which measures the approach of the points given by every pair of values
of the two variables x and y to a curve of any form, in the same way
that the correlation-coefficient measures the closeness to a straight line,
by utilising the standard-deviation of arrays.)
(13) Pearson, Karl, "On a General Theory of the Method of False
Position," Phil. Mag., June 1903. (A method of curve fitting by
the use of trial solutions.)
(14) Blakeman, J., "On Tests for Linearity of Regression in Frequency-
distributions," Biometrika, vol. iv., 1905, p. 332.
Abbreviated Methods of Calculation.

See also references to Chapter XVI.
(15) Harris, J. Arthur, "A Short Method of Calculating the Coefficient
of Correlation in the case of Integral Variates," Biometrika, vol. vii.,
1909, p. 214. (Not an approximation, but a true short method.)
\
CHAPTER XI.
MISCELLANEOUS THEOREMS INVOLVING THE USE OF
THE CORRELATION-COEFFICIENT.
1. Introductory—2. Standard-deviation of a sum or difference—3. Influence
of grouping of observations on the standard-deviation—4-5. Influence
of errors of observation on the standard-deviation—6-7. Influence• of
errors of observation on the correlation-coefficient (Spearman's
theorems)—8. Mean and standard-deviation of an index—9. Correla-
tion between indices—10. Correlation-coefficient for a two-x two-fold
table—11. Correlation coefficient for all possible pairs of N values of a
variable—12. Correlation due to heterogeneity of material—13. Reduc-
tion of correlation due to mingling of uncorrelated with correlated
material—14-17. The weighted mean—18-19. Application of weight-
ing to the correction of death-rates, etc., for varying sex and age-
distributions—20. The weighting of forms of average other than the
arithmetic mean.
1. It has already been pointed out that a statistical measure, if
it is to be widely useful, should lend itself readily to algebraical
treatment. The arithmetic mean and the standard-deviation
derive their importance largely from the fact that they fulfil this
requirement better than any other averages or measures of dis-
persion; and the following illustrations, while giving a number of
results that are of value in one branch or another of statistical
work, suffice to show that the correlation-coefficient can be treated
with the same facility. This might indeed be expected, seeing
that the coefficient is derived, like the mean and standard-devia-
tion, by a straightforward process of summation.
2. To find the Standard-deviation of the sum or difference Z of
corresponding values of two variables Xl and X2.
Let z, xv x2 denote deviations of the several variables from
their arithmetic means. Then if

^ = X.-I i Ji-rp
evidently
207
Squaring both sides of the equation and summing,
2(32) = Sfo2) + 2(*22) ± 2S(*1*S).
That is, if r be the correlation between x1 and x2 , and o-, o-1, o-2
the respective standard-deviations,
o-2 = (r12 + o-22±2r.o-1""2 . . . (1)
If x1 and a;2 are uncorrelated, we have the important special case
0-2 = o-12 + <r22 . . . . (2)
The student should notice that in this case the standard-
deviation of the sum of corresponding values of the two variables
is the same as the standard-deviation of their difference.
The same process will evidently give the standard-deviation of a
linear function of any number of variables. For the sum of a
series of variables Xv X2 . . . . Xn we must have

o-2 = o-12 + o-22 + . . . . + o-n2 + 2r12.o-lfr2 + 2r13.o-iO-3
+ • • • • + 2r23.o-2o-3 + ....
r12 being the correlation between X1 and X2, r2S the correlation
between X2 and X3, and so on.
Influence of Grouping on the Standard-deviation.—The results
of § 2 may be applied to give an approximate correction for the
effects of grouping observations on the standard-deviation.
Instead of assigning to any observation its true value X, we assign
to it the value Z corresponding to the centre of the class-interval,
thereby making an error 8, where
. Z=X+S.
Now regarding the frequency-distribution, to a first approxima-
tion, as built up of a series of rectangles, like the histogram, the
frequency being uniformly distributed over each interval, the
correlation between X and 8 is zero, for the mean value of 8 is
zero for every interval. Further, to the same degree of approxima-
tion, the standard deviation of 8 is c2/12, where e is the class-

interval (Chap. VIII. S 12, eqn. (10)). Hence if o- be the
standard-deviation of the grouped values Z, and <r1 the standard-
deviation of the true value X, we have approximately
°-i2 = °-2-^ • • • • (3)
This is a formula of correction (Sheppard's correction, refs. 1 to 4)
that is very frequently used.
/
THE USE OF THE CORRELATION-COEFFICIENT. 209
4. Influence of Errors of Observation on the Standard-deviation.
—The results may be further applied to the theory of errors of
observation. Let us suppose that, if any value of X be observed
a large number of times, the arithmetic mean of the observations
is approximately the true value, the arithmetic mean error being
zero. Then, the arithmetic mean error being zero for all values
of X, the error, say 8, is uncorrelated with X. In this case if x1 be
an observed deviation from the arithmetic mean, x the true devia-
tion, we have from the preceding
*.*->** +of . . . . (4)
The effect of errors of observation is, consequently, to increase the
standard-deviation above its true value. The student should
notice that the assumption made does not imply the complete in-
dependence of X and 8: he is quite at liberty to suppose that
errors fluctuate more, for example, with large than with small
values of X, as might very probably happen. In that case the
contingency-coefficient between X and 8 would not be zero,
although the correlation-coefficient might still vanish as
supposed.
5. If the observations be repeated so that we have in every case
two measures xl and »2 of the same deviation x, it is possible to
obtain the true standard-deviation <rx if the further assumption
is legitimate that the errors 81 and 82 are uncorrelated with each
other. On this assumption
Sfoav,) = %(x + 81)(a; + 82)
and accordingly
"-•-^ .... (5)
(This formula is part of Spearman's formula for the correction of
the correlation-coefficient, cf. § 7.)
6. Influence of Errors of Observation on the Correlation-coefficient.

—Let xv y, be the observed deviations from the arithmetic means,
x, y the true deviations, and 8, e the errors of observation. Of
the four quantities x, y, .8, c we will suppose x and y alone to
be correlated. On this assumption
%x1y,) = %(xy)" • • ■ (6)
It follows at once that
14
and consequently the observed correlation is less than the true
correlation. This difference, it should be noticed, no mere increase
in the number of observations can in any way lessen.
7. Spearman's Theorems.—If, however, the observations of both
x and y be repeated, as assumed in § 5, so that we have two
measures x, and x2, y1 and y2 of every value of x and y, the true
value of the correlation can be obtained by the use of equations
(5) and (6), on assumptions similar to those made above. For
we have
r t = Sfoy^S^y,,) = S(x1y2)2(a:2y1)
rrrr
Or, if we use all the four possible correlations between observed
values of x and observed values of y,

rrrr
r 4 - *i»C 'si'!" *itV *i"i /a \
"''" (r*,-•r„*)'-'
Equation (8) is the original form in which Spearman gave his
correction formula (refs. 5, 6). It will be seen to imply the
assumption that, of the six quantities x, y, S,, 82, tv e2, x and y
alone are correlated. The correction given by the second part
of equation (7), also suggested by Spearman, seems, on the
whole, to be safer, for it eliminates the assumption that the errors
in x and in y, in the same series of observations, are uncorrelated.
An insufficient though partial test of the correctness of the
assumptions may be made by correlating x1 - x2 with y1 — y2: this
correlation should vanish. Evidently, however, it may vanish
from symmetry without thereby implying that all the correlations
of the errors are zero.
8. Mean and Standard-deviation of an Index.—(Ref. 9.) The
means and standard-deviations of non-linear functions of two or

more variables can in general only be expressed in terms of the
means and standard-deviations of the original variables to a first
approximation, on the assumption that deviations are small
compared with the mean values of the variables. Thus let it be
required to find the mean and standard-deviation of a ratio or
index Z=XJX2, in terms of the constants for X, and X2. Let /
be the mean of Z, Ml and M2 the means of X1 and X2. Then
N*\X
:.J A' J/.A +mlA mJ

Expand the second bracket by the binomial theorem, assuming
that x2\M2 is so small that powers higher than the second can
be neglected. Then to this approximation
That is, if r be the correlation between x1 and x2, and if v1 = o-JMv
v2 = o-2\M2,
- /=5j(1-r^2 + V) • • • • (9)
If s be the standard-deviation of Z we have
Expanding the second bracket again by the binomial theorem,
and neglecting terms of all orders above the second,
2 , 72 l Mi2*
s2 + I" = NMf
(1+fJV2f2+32j)
M2
or from (9)
s2=J>i2-2'-^+V) .... (10)
9. Correlation between Indices.—(Ref. 9.) The following prob-
lem affords a further illustration of the use of the same method.
Required to find approximately the con-relation between two ratios
I?1 = Xi/Xi, Z2 = X2/X3, X1 X2 and X3 being uncorr-elated.
Let the means of the two ratios or indices be /1 I2 and the
standard-deviations s1 s2; these are given approximately by (9)
and (10) of the last section. The required correlation p will be
given by
*w.-<£;-/l)$-',)
L3
<Xxf)~^
.MXM,
-'W+SX,+^+iy -"*-
Neglecting terms of higher order than the second as before and
remembering that all correlations are zero, we have
MM
where, in the last step, a term of the order -v34-has again been
neglected. Substituting from (10) for «1 and «2, we have finally—
vl
p= V(V+V)(V+V) ' . . (11)
This value of p is obviously positive, being equal to 0-5 if
vl = v2 = vi; and hence even if Xl and X2 are independent, the in-
dices formed by taking their ratios to a common denominator X3 will
be correlated. The value of p is termed by Professor Pearson the
"spurious correlation." Thus if measurements be taken, say, on
three bones of the human skeleton, and the measurements grouped

in threes absolutely at random, there will, nevertheless, be a
positive correlation, probably approaching 0-5, between the indices
formed by the ratios of two of the measurements to the third. To
give another illustration, if two individuals both observe the same
series of magnitudes quite independently, there may be little, if
any, correlation between their absolute errors. But if the errors
be expressed as percentages of the magnitude observed, there
may be considerable correlation. It does not follow of necessity
that the correlations between indices or ratios are misleading.
If the indices are uncorrelated, there will be a similar "spurious"
correlation between the absolute measurements ZvX3 = Xl and
Z2.X3 = X2, and the answer to the question whether the correlation
between indices or that between absolute measures is misleading
depends on the further question whether the indices or the
absolute measures are the quantities directly determined by the
causes under investigation (cf. ref. 11).
The case considered, where X1 X2 and Xs are uncorrelated, is only

a special one; for the general discussion cf. ref. 9.
10. The Correlation-coefficient for a two- x two-fold Table.—The
correlation-coefficient is in general only calculated for a table with
a considerable number of rows and columns, such as those given
in Chapter IX. In some cases, however, a theoretical value is
obtainable for the coefficient, which holds good even for the limiting
case when there are only two rows and two columns. It is
consequently of some interest to obtain the value for such a
coefficient in terms of the class-frequencies.
-
THE USE OF THE CORRELATION-COEFFICIENT.
213
Using the notation of Chapters I.-IV. the table is
(AS)
(aB)
(5)
(A0)
(o/3)
(A) 1 (a)
Taking the centre of the table as arbitrary origin and the class-
interval, as usual, as the unit, the co-ordinates of the mean are
£=2^{(°)-(^)}
The standard-deviations o-v o-2 are given by

o-1!!-0-25-ii, = (^)(a)/^
Finally,
Writing
%(xy) = \{(AB) + (a/3) - (48) - (a*)} - N&.
(AB)-(A)(B)IN=Z
(as in Chap. III. §§ 11-12) and replacing £, rj by their values,
this reduces to
2(*y)=&
Whence
r= J(A)(a)(B)(B) ■ ■ ■ (U)
This value of r might be used as a coefficient of association, but,
unlike the association-coefficient of Chap. III. § 13, which is
unity if either (AB) = (A) or (AB) = (B), r only becomes unity if
(AB) = (.4) = (B). This is the only case in which both frequencies
(aB) and (Afi) can vanish so that (AB) and (a/3) correspond to
the frequencies of two points X, Yv X2 Y2 on a line.
11. The Correlation-coefficient for all possible jxiirs of N values

of a Variable.—In certain cases a correlation-table is formed by
combining N observations in pairs in all possible ways. If, for
example, a table is being formed to illustrate, say, the correlation
between brothers for stature, and there are three brothers in

one family with statures 5 ft. 9, 5 ft. 10, and 5 ft. 11, these are
regarded as giving the six pairs
5 ft. 9 with 5 ft. 10 5 ft. 10 with 5 ft. 9
„ 5 ft. 11 5 ft. 11 „
5 ft. 10 „ „ „ „ 5 ft. 10
which may be entered into the table. The entire table will be
formed from the aggregate of such subsidiary tables, each due to
one family. Let it be required to find the correlation-coefficient,
however, for a single subsidiary table, due to a family with JV
members, the numbers of pairs being therefore JV(iV- 1).
As each observed value of the variable occurs Jf—1 times,
i.e. once in combination with every other value, the means and
standard-deviations of the totals of the correlation-table are the

same as for the original N observations, say M and o-. If x1 x2
x, .... be the ooserved deviations, the product sum may be
written
if/iJCn ~l X-tOCn ~J~ '■s'\3ja 1* " •"
"T" XtyC-t "|" XqiKq T XqPCt I • " " ■
= x1{%(x)-x1}+x2{%(x)-x2}+xs{ll(x)-xi} + ....
whence, there being N(N- 1) pairs,
No* 1
W(N-i)<r2 iir-i •
(13)
For N—2, 3, 4 . . . . this gives the successive values of r= — 1,
— A, _ J ... . It is clear that the first value is right, for two
values xv x2 only determine the two points (xv x2) and (x2, xj,
and the slope of the line joining them is negative.
The student should notice that a corresponding negative
association will arise between the first and second member of the
pair if all possible pairs are formed in a mixture of .4's and a's.
Looking at the association, in fact, from the standpoint of § 10,
the equation (13) still holds, even if the variables can only assume
two values, e.g. 0 and 1. This result is utilised in § 14 of Chapter
XIV.
12. Correlation due to Heterogeneity of Material.—The following
theorem offers some analogy with the theorem of Chap. IV.
§ 6 for attributes.—If X and Y are uncorrelated in each of two
records, they will nevertheless exhibit some correlation when the

-My,
two records are mingled, unless the mean value of X in the
second record is identical with that in the first record, or the mean
value of Y in the second record is identical with that in the first
record, or both.
This follows almost at once, for if Mv M2 are the mean values of
X in the two records Kv K2, the mean values of Y, Nv N2 the
numbers of observations, and M, K the means when the two
records are mingled, the product-sum of deviations about M, K is
Nx (M1 - M)(K1 -K) + N2(M2 - M)(K2 - K).
Evidently the first term can only be zero if M=M1 or K = KV
But the first condition gives
NyM1+N^
Ny + N2
that is, Mx — M2.
Similarly, the second condition gives K1=K2. Both the first
and second terms can, therefore, only vanish if M1 = M2 or
K1 = K¥ Correlation may accordingly be created by the mingling
of two records in which X and Y vary round different means.
(For a more general form of the theorem cf. ref. 17.)
13. Reduction of Correlation due to mingling of uncorrelated
with correlated pairs.—Suppose that n1 observations of x and y
give a correlation-coefficient
r = 2fey)
Now let n2 pairs be added to the material, the means and
standard-deviations of x and y being the same as in the first
series of observations, but the correlation zero. The value of
~%(xy) will then be unaltered, and we will have
%(xy)
(»1 + «2)<W'
Whence -=—T— .... (14)
r1 n1 + n2 v'
Suppose, for example, that a number of bones of the human
skeleton have been disinterred during some excavations, and
a correlation r2 is observed between pairs of bones presumed
to come from the same skeleton, this correlation being rather
lower than might have been expected, and subject to some
uncertainty owing to doubts as to the allocation of certain
bones. If r, is the value that would be expected from other
records, the difference might be accounted for on the hypothesis

216 THKORY OF STATISTICS.
that, in a proportion (r: - r2)/r1 of all the pairs, the bones do
not really belong to the same skeleton, and have been virtually
paired at random. (For a more general form of the theorem cf.
again ref. 17.)
14. The Weighted Mean.—The arithmetic mean M of a series
of values of a variable X was defined as the quotient of the sum
of those values by their number N, or
M=S,(X)IN.
If, on the other hand, we multiply each several observed
value of X by some numerical coefficient or weight W, the
quotient of the sum of such products by the sum of the weights
is defined as a weighted mean of X, and may be denoted by M';
so that
M' = %(W.X)/%(W).
The distinction between "weighted" and " unweighted" means
is, it should be noted, very often formal rather than essential,
for the "weights" may be regarded as actual, estimated, or
virtual frequencies. The weighted mean then becomes simply
an arithmetic mean, in which some new quantity is regarded
as the unit. Thus if we are given the means Mv M2 , AI3 . . . .
Mr of r series of observations, but do not know the number
of observations in every series, we may form a general average
by taking the arithmetic mean of all the means, viz. 1(M)/r,
treating the series as the unit. But if we know the number
of observations in every series it will be better to form the
weighted mean 2(iVil/)/2(#), weighting each mean in proportion
to the number of observations in the series on which it is based.
The second form of average would be quite correctly spoken
of as a weighted mean of the means of the several series: at
the same time it is simply the arithmetic mean of all the

series pooled together, i.e. the arithmetic mean obtained by
treating the observation and not the series as the unit.
(Chap. VII. § 13.)
15. To give an arithmetical illustration, if a commodity is sold
at different prices in different markets, it will be better to form
an average price, not by taking the arithmetic mean of the several
market prices, treating the market as the unit, but by weighting
each price in proportion to the quantity sold at that price, if
known, i.e. treating the unit of quantity as the unit of frequency.
Thus if wheat has been sold in market A at an average price of
29s. Id. per quarter, in market B at an average price of 27s. 7d.,
and in market C at an average price of 28s. 4d., we may, if no
statement is made as to the quantities sold at these prices (as very

often happens in the case of statements as to market prices), take
the arithmetic mean (28s. 4d.) as the general average. But if we
know that 23,930 qrs. were sold at A, only 26 qrs. at B, and 3933
qrs. at G, it will be better to take the weighted mean
(29s. Id. x 23,930) + (27s. 7d. x 26) + (28s. 4d. x 3933)
27889 =29s-
to the nearest penny. This is appreciably higher than the
arithmetic mean price, which is lowered by the undue importance
attached to the small markets B and C.
In the case of index-numbers for exhibiting the changes in
average prices. from year to year (cf. Chap. VII. § 25), it may
make a sensible difference whether we take the simple arithmetic
mean of the index-numbers for different commodities in any one

year as representing the price-level in that year, or weight the
index-numbers for the several commodities according to their
importance from some point of view; and much has been written
as to the weights to be chosen. If, for example, our standpoint
be that of some average consumer, we may take as the weight for
each commodity the sum which he spends on that commodity in
an average year, so that the frequency of each commodity is
taken as the number of shillings or pounds spent thereon instead
of simply as unity.
Rates or ratios like the birth-, death-, or marriage-rates of a
country may be regarded. as weighted means. For, treating the
rate for simplicity as a fraction, and not as a rate per 1000 of the
population,
-. . „ . . total births
Birth-rate of whole country = .—.-, ,—r.
J total population
2(birth-rate in each district x population in that district)

^(population of each district)
i.e. the rate for the whole country is the mean of the rates in the
different districts, weighting each in proportion to its population.
We use the weighted and unweighted means of such rates as
illustrations in §17 below.
16. It is evident that any weighted mean will in general differ
from the unweighted mean of the same quantities, and it is
required to find an expression for this difference. If r be the
correlation between weights and variables, <rw and or,. the standard-
deviations, and w the mean weight, we have at once
■%(W.X) = N(M.w + ro-wo-x),
whence M' = M+ro-°^ . . . . (15)

218
That is to say, if the weights and variables are positively correlated,
the weighted mean is the greater; if negatively, the less. In some
cases r is very small, and then weighting makes little difference,
but in others the difference is large and important, r having a
sensible value and <txct„/u, a large value.
17. The difference between weighted and unweighted means
of death-rates, birth-rates or other rates on the population in
different districts is, for instance, nearly always of importance.
Thus we have the following figures for rates of pauperism
(Jour. Stat. Soc., vol. lix. (1896), p. 349).
Percentages of the Population in
receipt of Relief.
January 1.
Arithmetic Mean
England and
of Rates in
different Districts.
Wales as a
whole.
1850
1860
1870
1881
1891
6-51
5-80
4-26
4-77
312
2 69
5-20
5-45
3 68
3-29
In this case the weighted mean is markedly the less, and the
correlation between the population of a district and its pauperism
must therefore be negative, the larger (on the whole urban) dis-
tricts having the lower percentage in receipt of relief. On the
other hand, for the decade 1881-90 the average birth-rate for
England and Wales was 32-34 per thousand, the arithmetic
mean of the rates for the different districts 30-34 only. The
weighted mean was therefore the greater, the birth-rate being
higher in the more populous (urban) districts, in which there is
a greater proportion of young married persons.
For the year 1891 the average population of a Poor-law district
was found to be roughly 45,900 and the standard-deviation 0-„
56,400 (populations ranging from under 2000 to over half a
million). The standard-deviation o-x of the percentages of the
population in receipt of relief was 1-24. We have therefore,
for the correlation between pauperism and population,
3-29
2-69 459
1-24 X564
- 0-39.
For the birth-rate, on the other hand, assuming that <rw/w
is approximately the same for the decade 1881-90 as in 1891,
we have, crx being 4 '08,
- 32-34-30-34 459
r~ 4-08 *564
= + -40.
The closeness of the numerical values of r in the two cases is,
of course, accidental.
18. The principle of weighting finds one very important
application in the treatment of such rates as death-rates, which
are largely affected by the age and sex-composition of the popula-
tion. Neglecting, for simplicity, the question of sex, suppose the
numbers of deaths are noted in a certain district for, say, the

age-groups 0-, 10-, 20-, etc., in which the fractions of the whole
population are p0, pv p2, etc., where 2(p) = 1. Let the death-
rates for the corresponding age-groups be d0, dv d2, etc. Then
the ordinary or crude death-rate for the district is
D = 2(d.p) .... (16)
For some other district taken as a basis of comparison, perhaps
the country as a whole, the death-rates and fractions of the
population in the several age-groups may be 81 82 83 . . . , ti-1 ir2
7t, . . . , and the crude death-rate
A = 2(8.ir) .... (17)
Now D and A may differ either because the d's and 8's differ
or because the p's and Vs differ, or both. It may happen that
really both districts are about equally healthy, and the death-
rates approximately the same for all age-classes, but, owing to a
difference of weighting, the first average may be markedly higher
than the second, or vice versd. If the first district be a rural
district and the second urban, for instance, there will be a larger
proportion of the old in the former, and it may possibly have a
higher crude death-rate that the second, in spite of lower death-
rates in every class. The comparison of crude death-rates is
therefore liable to lead to erroneous conclusions. The difficulty
may be got over by averaging the age-class death-rates in the
district not with the weights p1 pa p3 . . . . given by its own
population, but with the weights, u-1 ir2 tt3 . . . . given by the
population of the standard district. The corrected death-rate for
the district will then be
Z>' = S(tf.ir) . . . (18)

and D' and A will be comparable as regards age-distribution.
There is obviously no difficulty in taking sex into account as well
as age if necessary. The death-rates must be noted for each sex
separately in every age-class and averaged with a system of
weights based on the standard population. The method is also
of importance for comparing death-rates in different classes of the
population, e.g. those engaged in given occupations, as well as in
different districts, and is used for both these purposes in the
Decennial Supplements to the Reports of the Registrar General
for England and Wales (ref. 13).
19. Difficulty may arise in practical cases from the fact that
the death-rates dl d„ ds . . . . are not known for the districts or
classes which it is desired to compare with the standard popula-

tion, but only the crude rates D and the fractional populations
of the age-classes p1 p2 p3 . . . . The difficulty may be partially
obviated (cf. Chap. IV. § 9, pp. 51-3) by forming what may be
termed a potential or standard death-rate A' for the class or
district, A' being given by
A' = %(8.p) . . . . (19)
i.e. the rates of the standard population averaged with the
weights of the district population. It is the crude death-rate
that there would be in the district if the rate in every age-
class were the same as in the standard population. An
approximate corrected death-rate for the district or class is
then given by
D" = Dx^ .... (20)
D" is not necessarily, nor generally, the same as D'. It can
only be the same if
%(d.-K) _s(M
2(d.p) 2(8.p)'
This will hold good if, e.g., the death-rates in the standard
population and the district stand to one another in the same
ratio in all age-classes, i.e. S1/rf1 = S2/d2 = Ss/ds = etc. This method
of correction is used in the Annual Summaries of the Registrar
General for England and Wales.
Both methods of correction—that of § 18 and that of the
present section—are of great and growing importance. They
are obviously applicable to other rates besides death-rates, e.g.
birth-rates (cf. refs. 14, 15). Further, they may readily be
extended into quite different fields. Thus it has been suggested
(ref. 16) that corrected average heights or corrected average weights

THE USK OF THE CORRELATION-COEFFICIENT. 221
of the children in different schools might be obtained on the
basis of a standard school population of given age and sex
composition, or indeed of given composition as regards hair and
eye-colour as well.
20. In §§ 14-17 we have dealt only with the theory of
the weighted arithmetic mean, but it should be noted that
any form of average can be weighted. Thus a weighted median
can be formed by finding the value of the variable such that
the sum of the weights of lesser values is equal to the sum
of the weights of greater values. A weighted mode could be
formed by finding the value of the variable for which the sum
of the weights was greatest, allowing for the smoothing of
casual fluctuations. Similarly, a weighted geometric mean could

be calculated by weighting the logarithms of every value of the
variable before taking the arithmetic mean, i.e.
10g (r. ^^ ^ .
REFERENCES.
Effect of Grouping Observations.
(1) Sheppard, W. F., "On the Calculation of tlie Average Square, Cube, etc.,
ofalarge number of Magnitudes," Jour. Roy. Stat. Soc, vol. lx., 1897,
p. 698.
(2) Sheppard, W. F., "On the Calculation of the most probable Values of
Frequency Constants for Data arranged according to Equidistant
Divisions of a Scale," Proc. Load. Math. Soc, vol. xxix. p. 353. (The
result given in eqn. (3) for the correction of the standard-deviation is
Sheppard's result, but the mode in which he deduces this and similar
corrections is quite different.)
(3) Sheppard, W. F., "The Calculation of Moments of a Frequency-distribu-
tion," Biometrika, v., 1907, p. 450.
(4) Pearson, Karl, and others [editorial], "On an Elementary Proof of

Sheppard's Formulse for correcting Raw Moments, and on other allied
points," Biometrika, vol. iii., 1904, p. 308.
Effect of Errors of Observation on the Correlation-coefficient.
(5) Spearman• C, "The Proof and M easurement of Association between Two
Things," Amer. Jour, of Psychology, vol. xv., 1904, p. 88.
(Formula (8).)
(6) Spearman, C., "Demonstration of Formulae for True Measurement of
Correlation,' Amer. Jour• of Psychology, vol. xviii., 1907, p. 161.
(Proof of formula (8), but on different lines to that given in the text,
which was communicated to Spearman in 1908, and published by
Brown and by Spearman in (7) and (8).)
(7) Spearman, C, "Correlation calculated fiom Faulty Data," British Jour.
of Psychology, vol. iii., 1910, p. 271.

(8) Buown, W., "Some Experimental Results in Correlation," Proceedings
of the Sixth International Congress of Psychology, Geneva, August 190P.
Correlations between Indices, etc.
(9) Pearson, Karl, "On a Form of Spurious Correlation which may arise
when Indices are used in the Measurement of Organs," Proc. Roy. Soc,
vol. lx., 1897, p. 489. (§§8, 9.)
(10) Galton, Francis, "Note to the Memoir by Prof. Karl Pearson on
Spurious Correlation," ibid., p. 498.
(11) Yule, G. U., "On the Interpretation of Correlations between Indices or
Ratios," Jour. Roy. Stat. Soc, vol. lxxiii., 1910, p. 644.
/«
The Weighted Mean.
(12) Pearson, Karl, "Note on Reproductive Selection," Proc. Roy. Soc,

vol. lix., 1896, p. 301. (Eqn. (15).)
Correction of Death-rates, etc.
(13) Tatham, John, Supplement to the Fifty-fifth Annual Report of the
Registrar-General for England and Wales: Introductory Letters to
Pt. I. and Ft. II. Also Supplement to Sixty-fifth Report: Introductory
Letter to Pt. II. (Cd. 7769, 1895; 8503, 1897 ; 2619, 1908).
(14) Newsholme, A., and T. H. C. Stevenson, "The Decline of Human
Fertility in the United Kingdom and other Countries, as shown by
Corrected Birth-rates," Jour. Roy. Stat. Soc, vol. lxix., 1906, p. 34.
(15) Yule, G. U., "On the Changes in the Marriage- and Birth-Rates in
England and Wales during the past half-century," etc., ibid., p. 88.
(16) Heron, David, "The Influence of Defective Physique and Unfavourable
Home Environment on the Intelligence of School Children," Eugenics
Laboratory Memoirs, viii., Dulau & Co., London, 1910.
Miscellaneous.
(17) Peakson, Karl, Alice Lee, and L. Bramley-Moork, "Genetic
(reproductive) Selection: Inheritance of Fertility in Man and of

Fecundity in Thoroughbred Race-horses," Phil. Trans. Roy. Soc,
Series A, vol. excii., 1899, p. 257.
(A number of theorems of general application are given in the intro-
ductory part of this memoir, some of which have been utilised in §§ 12-
13 of the preceding chapter.)
EXERCISES.
1. Find the values obtained for the standard-deviations in Examples ii.
(p. 139) and iii. (p. 141) of Chapter VIII. on applying Sheppard's correction
for grouping.
2. Show that if a range of six times the standard-deviation covers at least
18 class-intervals (cf. Chap. VI. § 5), Sheppard's correction will make a
difference of less than 0'5 per cent. in the rough value of the standard-
deviation.
3. (Data from the decennial supplements to the Annual Reports of the
Registrar-General for England and Wales.) The following particulars are
c
THE USE OF THE CORRELATION-COEFFICIENT.
223
£ound for 36 small registration districts in which the number of births in a
decade ranged between 1500 and 2500 :—
Proportion of Male Births
per 1000 of all Births.
Decade.
Mean.
Standard-
deviation.
1881-1890
1891-1900
508-1
508-4
12-80
10-37
Both decades
508-25
11-65
It is believed, however, that a great part of the observed standard-deviation
is due to mere "fluctuations of sampling " of no real significance.
Given that the correlation between the proportions of male births in a
district in the two decades is + 0.36, estimate (1) the true standard-deviation
freed from such fluctuations of sampling; (2) the standard-deviation of fluctua-
tions of sampling, i.e. of the errors produced by such fluctuations in the observed
proportions of male births.
4. (Data from Pearson, ref. 9.) The coefficients of variation for breadth,
height, and length of certain skulls are 3-89, 3-50, and 3-24 per cent. respec-
tively. Find the '' spurious correlation" between the breadth/length and
height/length indices, absolute measures being combined at random so that
they are uncorrelated.

6. (Data from Boas, communicated to Pearson: cf. Fawcett and Pearson,
Proc. Roy. Soc., vol. lxii. p. 413.) From short series of measurements on
American Indians the mean coefficient of correlation found between father and
son, and father and daughter, for cephalic index, is0-]4 ; between mother and
son, and mother and daughter 0-33. Assuming these coefficients should be
the same if it were not for the looseness of family relations, find the proportion
of children not due to the reputed father.
6. Find the correlation between Xl + X2 and X2 + Xs; X1, X2 and Xs being
uncorrelated.
7. Find the correlation between Xl and aX1 + bX2, Xl and X2 being
uncorrelated.
8. (Referring to illustration iv., § 14, Chap. X.) Use the answer to
question 7 to estimate, very roughly, the correlation that would be found
between annual movements in infantile and general mortality if the mortality
of those under and over 1 year of age were uncorrelated. Note that —
gei000 Tpoûlati^n } = infantile mortality per 1000 births >
births
population
+ deaths over one year per 1000 of population.
and treat the ratio of births to population as if it were constant at a rough
average value, say 0'033. The standard-deviation of annual movements in
infantile mortality is (loc. cit.) 9.6, and that of annual movements in mortality
other than infantile may be taken as sensibly the same as that of general
mortality, or say 1 unit.
9. If the relation
a.x1 + b.x2 + c.x3=0

holds for all values of x„ ar2 and ?3 (which are, in oar usual notation,
deviations from their respective arithmetic means), find the correlations
between xii j2 and x% in terms of their standard-deviations and the values of
a, b and e.
10. What is the effect on a weighted mean of errors in the weights or the
quantities weighted, such errors being uncorrelated with each other, with the
weights, or with the variables—(1) if the arithmetic mean values of the errors
are zero; (2) if the arithmetic mean values of the errors are not zero!
CHAPTER XII.
1-2. Introductory explanation—3. Direct deduction of the formulae for two
variables—4. Special notation for the general case : generalised re-
gressions—5. Generalised correlations—B. Generalised deviations and
standard-deviations—7-8. Theorems concerning the generalised pro-
duct-sums—9. Direct interpretation of the generalised regressions—
10-11. Reduction of the generalised standard-deviation—12. Reduc-
tion of the generalised regression—13. Reduction of the generalised
correlation-coefficient—14. Arithmetical work: Example i. : Example
ii.—15. Geometrical representation of correlation between three
variables by means of a model—16. The coefficient of n-fold correlation
—17. Expression of regressions and correlations of lower in terms of
those of higher order—18. Limiting inequalities between the values of

correlation-coefficients necessary for consistence—19. Fallacies.
1. In Chapters IX.-XI. the theory of the correlation-coefficient for
a single pair of variables has been developed and its applications
illustrated. But in the case of statistics of attributes we found
it necessary to proceed from the theory of simple association for
a single pair of attributes to the theory of association for several
attributes, in order to be able to deal with the complex causation
characteristic of statistics; and similarly the student will find it
impossible to advance very far in the discussion of many problems
in correlation without some knowledge of the theory of multiple
correlation, or correlation between several variables. In such a
problem as that of illustration i.. Chap. X., for instance, it might
be found that changes in pauperism were highly correlated
(positively) with changes in the out-relief ratio, and also with
changes in the proportion of old; and the question might arise how
far the first correlation was due merely to a tendency to give out-
relief more freely to the old than the young, i.e. to a correlation
between changes in out-relief and changes in proportion of old.
The question could not at the present stage be answered by work-
ing out the correlation-coefficient between the last pair of variables,
for we have as yet no guide as to how far a correlation between
225 15
the variables 1 and 2 can be accounted for by correlations
between 1 and 3 and 2 and 3. Again, in the case of illustration iii.,
Chap. X., a marked positive correlation might be observed between,
say, the bulk of a crop and the rainfall during a certain period, and
practically no correlation between the crop and the accumulated
temperature during the same period; and the question might arise
whether the last result might not be due merely to a negative
correlation between rain and accumulated temperature, the crop
being favourably affected by an increase of accumulated temper-
ature if other things were equal, but failing as a rule to obtain this
benefit owing to the concomitant deficiency of rain. In the prob-
lem of inheritance in a population, the corresponding problem is
of great importance, as already indicated in Chapter IV. It is

essential for the discussion of possible hypotheses to know whether
an observed correlation between, say, grandson and grandparent
can or cannot be accounted for solely by observed correlations
between grandson and parent, parent and grandparent.
2. Problems of this type, in which it is necessary to consider
simultaneously the relations between at least three variables, and
possibly more, may be treated by a simple and natural extension
of the method used in the case of two variables. The latter case
was discussed by forming linear equations between the two
variables, assigning such values to the constants as to make the
sum of the squares of the errors of estimate as low as possible:
the more complicated case may be discussed by forming linear
equations between any one of the n variables involved, taking
each in turn, and the n — 1 others, again assigning such values to
the constants as to make the sum of the squares of the errors of
estimate as minimum. If the variables are X1 X2 Xs . . . . Xn,
the equation will be of the form

X1 = a + b2.X2 + bs.X3 + .... +bn.Xn.
If in such a generalised regression or characteristic equation we
find a sensible positive value for any one coefficient such as b2,
we know that there must be a positive correlation between X1
and X2 that cannot be accounted for by mere correlations of X1
and X2 with Xs, Xv or Xn, for the effects of changes in these
variables are allowed for in the remaining terms on the right.
The magnitude of b2 gives, in fact, the mean change in Xl
associated with a unit change in X2 when all the remaining
variables are kept constant. The correlation between X-± and
X2 indicated by b2 may be termed a partial correlation, as
corresponding with the partial association of Chapter IV., and it
is required to deduce from the values of the coefficients b, which
may be termed partial regressions, partial coefficients of corre-

PARTIAL CORRELATION. 227
lation giving the correlation between JT1 and X, or other pair of
variables when the remaining variables X3 .... Xn are kept
constant, or when changes in these variables are corrected or allowed
for, so far as this may be done with a linear equation. For examples
of such generalised regression-equations the student may turn to
the illustrations worked out below (pp. 235-243).
3. With this explanatory introduction, we may now proceed to
the algebraic theory of such generalised regression-equations and
of multiple correlation in general. It will first, however, be as
well to revert briefly to the case of two variables. In Chapter IX.,
to obtain the greatest possible simplicity of treatment, the value
of the coefficient r =p/o-1o-2 was deduced on the special assump-
tion that the means of all arrays were strictly collinear, and the
meaning of the coefficient in the more general case was sub-
sequently investigated. Such a process is not conveniently
applicable when a number of variables are to be taken into
account, and the problem has. to be faced directly: i.e. required,
to determine the coefficients and constant term, if any, in a
regression-equation, so as to make the sum of the squares of the
errors of estimate a minimum. We will take this problem first
for the case of two variables, introducing a notation that can be
conveniently adapted to more. Let us take the arithmetic
means of the variables as origins of measurement, and let xv x2
denote deviations of the two variables from their respective
means. Then it is required to determine a, and 612 in the re-
gression-equation
Xl — a\ + ^12-^2 • • • ■ (a)
so as to make S(^l - a1 + b12.x2)2, for all associated pairs of
deviations xl and x2, the least possible. Put more briefly, if
we write
iVr.s?.2=2(x1-a1. + &12.x2)2 . . .(b)
so that sl2 is the root-mean-square value of the errors of estimate
in using regression-equation (a) (cf. Chap. IX. § 14), it is required
to make sl2 a minimum. Suppose any value whatever to be
assigned to 6,2, and a series of values of a, to be tried', sl2 being
calculated for each. Evidently «12 would be very large for
values of al that erred greatly either in excess or defect of the
best value (for the given value of bl2), and would continuously
decrease as this best value was approached; the value of s, 2 could
never become negative, though possibly, but exceptionally, zero.
If therefore the values of sh2 were plotted to the values of a1 on
a diagram, a curve would be obtained more or less like that
of fig. 44. The best value of av for which s12 attained its
228
minimum value, say o-12, could be approximately estimated from
such a diagram; but it can be calculated into much more exact-
ness from the condition that ifa\ a"1 be two values close above
and below the best, the corresponding values of sl2 are equal. Let
al and (et1 -(- 8) be two such values. Then if
%(x1 -al + bu.x2)2 = 2(j;, - a1 + 8 + b12.x2)2
when 8 is very small, the value of a1 is the best for the assigned
value of bl2. But, evidently, the equation gives, neglecting
the term in 82,
that is,
2(ar, - a1 + b12.x2) = 0,
a,=0
•whatever the value of b12 This is the direct proof of the
result that no constant term need be introduced on the right
of a regression-equation when written in terms of deviations
from the arithmetic mean, or that the two lines of regression
must pass through the mean (Chap. IX. § 10). We may
therefore omit any constant term. If, now, bn is to be assigned
the best value, we must have, by similar reasoning, for slightly
differing values, 612, 612 + 8,
2(^-412.^)2 = 2(^-[512 + 8>2)2.
That is, again neglecting terms in 82,
%x2(x^ - b12.x2) = 0
or, breaking up the sum,
b„
S(ay2)
. 2(*22)"
(c)
which is the value found by the previous indirect method of
Chapter IX. From the fact that 612 is determined so as to
make the value of S^ - bvlx^)2 the least possible, the method
of determination is sometimes called the method of least squares.
Evidently all the remaining results of Chapter IX. follow from
this, and notably we have for o-12, the minimum value of s12,
the standard-deviation of errors of estimate
•r^-T^l-fa*) . . . .(d)
4. Now apply the same method to the regression-equation
for n variables. Writing the equation in terms of deviations,
it follows from reasoning precisely similar to that given above
that no constant term need be entered on the right-hand
side. For the partial regression-coefficients (the coefficients of

the x's, on the right) a special notation will be used in order1
that the exact position of each coefficient may be rendered quite
definite. The first subscript affixed to the letter b (which will
always be used to denote a regression) will be the subscript of
the x on the left (the dependent variable), and the second will
be the subscript of the x to which it is attached; these may
be called the primary subscripts. After the primary subscripts,
and separated from them by a point, are placed the subscripts
of all the remaining variables on the right-hand side as secondary
subscripts. The regression-equation will therefore be written
in the form
Xi = "12.34 . . . n • *J+ "13.24 . . . n • x3 + • " • + "ln.23 . . . (n-1) ' xn • (I)
The order in which the secondary subscripts are written is,
it should be noted, quite indifferent, but the order of the
primary subscripts is material; e.g. b12S „ and b.n3 n
denote quite distinct coefficients, x1 being the dependent variable
in the first case and x2 in the second. A coefficient with p

secondary subscripts may be termed a regression of the pth order.
The regressions b12, b2v b13, b31, etc., in the case of two variables
may be regarded as of order zero, and may be termed total as
distinct from partial regressions.
5. In the case of two variables, the correlation-coefficient r12
may be regarded as defined by the equation
We shall generalise this equation in the form
r 12.34 . . . . n = ("12.31 . . . . n - "21.34 . . . . n) ■ "(2)
This is at present a pure definition of a new symbol, and it
remains to be shown that rUM . , n may really be regarded as,

and possesses all the properties of, a correlation-coefficient; the
name may, however, be applied to it, pending the proof. A
oorrelation-coefficient with p secondary subscripts will be termed
a correlation of order p. Evidently, in the case of a correlation-
coefficient, the order in which both primary and secondary
subscripts is written is indifferent, for the right-hand side of
equation (2) is unaltered by writing 2 for 1 and 1 for 2. The
correlations r12 r13, etc., may be regarded as of order zero, and
spoken of as total, as distinct from partial, correlations.
6. If the regressions baM ....„, b132t ....„, etc., be assigned the
"best" values, as determined by the method of least squares, the
difference between the actual value of x" and the value assigned
by the right-hand side of the regression-equation (1), that is, the

error of estimate, will be denoted by x12S , . . „; i.e. as a defini-
tion we have
*1.SS . . . it = xl — °12.34 . . . n • X1i ~ "13.24 . . . II ■ xi ~ . . . ~ "ln.23 . . . Iit-1) • Xn ■ (")
where xl x2 . . . . x„ are assigned any one set of observed values.
Such an error (or residual, as it is sometimes called) denoted by a
symbol with p secondary suffixes, will be termed a deviation of the
pth order. Finally, we will define a generalised standard-deviation
°i.s« .... n by the equation
N-<n.-n n = 2(423 „) ■ ■ • (4)
N being, as usual, the number of observations. A standard-
deviation denoted by a symbol with p secondary suffixes will be
termed a standard-deviation of the pth order, the standard-
deviations o-1 o-2, etc., being regarded as of order zero, the standard-
deviations 0-1.s o"21 etc., (cf. eqn. (d) of § 3) of the first order, and
so on.
7. From the reasoning of § 3 it follows that the "least-square"
values of the partial regressions bnM ....,„ etc., will be given by

equations of the form
— ('.l 612.34 ....„• #0 + • ■ . . + Oln 23 .... („-l) . xn)
= l(x1 - (61234 „ + 8)x2 +....+ 6i„.,3 („-i) " xnf
8 being very small. That is, neglecting the term in 82,
zx2(xi ~ 612.34 . . . „ . x2 + . . . . + bln2i .... („-D. x„) — 0,
or, more briefly, in terms of the notation of equation (3),
2(#2 ■ #i,23 t) = 0 ■ • • • (5)
There are a large number of these equations, (n - 1) for determin-
ing the coefficients 61234 ....„, etc., (n- 1) again for determining
-
the coefficients b.n 3l ....„, etc., and so on: they are sometimes
termed the normal equations. If the student will folio-" the pro-
cess by which (5) was obtained, he will see that when the con-
dition is expressed that bl23i . . . . „ shall possess the "least-square"
value, x2 enters into the product-sum with a;i 23 ....„; when the
same condition is expressed for bl3U „, x3 enters into the
product-sum, and so on. Taking each regression in turn, in fact,
every x the suffix of which is included in the secondary suffixes
of #1.23 . . . . n enters into the product-sum. The normal equations
of the form (5) are therefore equivalent to the theorem—
The product-sum of any deviation of order zero with any deviation
of higher order is zero, provided the subscript of the former occur
among the secondary subscripts of the latter.

8. But it follows from this that
2(21.34 ...... ^2.34 . . . n) = ZZi.34 . . . n^ - *23.4 . . . n . X3 - . . . - 62...34 . .. (n-1) • 2n)
= 2(Kl.34 . . . „ . 2j).
Similarly,
2(21.34 . . . n - 22.34 . .. n) = 2(2i . 22.34 ...„)-
Similarly again,
2(21.34 ..... 22.34 . . . (n-l|) = 2(2l.34 . . . n . 2j),
and so on. Therefore, quite generally,
2(#1.34 ....... 3-2.34 ......) = 2(«i.34 .... („_i) . #2.34 . . . . n)
— *\X1 - ^234 . . . . n) ,„,
= 2(#i.34 ....„• #2.34 .... (..-!))
— 2(#i.34 ....«. #2)
Comparing all the equal product-sums that may be obtained
in this way, we see that the product-sum of any two deviations is
unaltered by omitting any or all of the secondary subscripts of either
which are common to the two, and, conversely, tlie product-sum of any
deviation of order p with a deviation of order p + q, the p subscripts

being the same in each case, is unaltered by adding to the secondary
subscripts of the former any or all of the q additional subscripts of
the latter.
It follows therefore from (5) that any product-sum is zero if all
the subscripts of the one deviation occur among the secondary sub-
scripts of the other. As the simplest case, we may note that x1 is
uncorrelated with x%v and x2 uncorrelated with x12.
The theorems of this and of the preceding paragraph are of
fundamental importance, and should be carefully remembered.

(')
9. We have now from §§ 7 and 8—
0 = 2(X2.34 . . . . n ■ #1.234 ....«)
= 2#2.3 4 . . . . n (*i - 612 34 „. x., - terms in x3 to xn)
= i(*l . ar.i34 ....„) ~ 012 34 . . . . „ 2(#2 ■ •''a.s* . . . . n)
= 2(#i 34 ....n• #2.34 . . . n) ~~ "li.Si . . . . n 2(4.34 .... „)■
That is
1 - ^(#1.34 ....„• #2.34 ■ . . . t)
1434 •n~~ 2(4*....„r • ■
But this is the value that would have been obtained by taking a
regression-equation of the form
#1.34 . . . . n = "12.34 ....it• #2.34 . . . . n
and determining 6,234 . . . . „ by the method of least-squares, i.e.

*12.3i .... n is the regression of #, 34 „ on xi3i ...... It follows
at once from (2) that r1234....,, is the correlation between
#1.34 . . . . n and a;„34 ....„, and from (4) that we may write
by,M....n = rl2.;ii....n(Thii--n . . (8)
"i3 4 . . . . n
an equation identical with the familiar relation b12 = ri2.o-1/<r2,
with the secondary suffixes 34 .... n added throughout.
To illustrate the meaning of the equation by the simplest case,
if we had three variables only, xv #2, and #3, the value of b123 or
r123 could be determined (1) by finding the correlations r13 and
r23 and the corresponding regressions bl3 and b23; (2) working out
the residuals x1 - bl3.x3 and #2 - b23.x3 for all associated deviations;
(3) working out the correlation between the residuals associated
with the same values of x3. The method would not, however, be
a practical one, as the arithmetic would be extremely lengthy,
much more lengthy than the method given below for expressing
a correlation of order p in terms of correlations of order p — 1.

10. Any standard-deviation of orders may be expressed in terms
of a standard-deviation of orders - 1 and a correlation of order p - 1.
For,
2(#f.23 . . . n) = 2(*i.23 . . . („-l) • #1,23 . . . „)
= 2(#i.23... (n-i))(xi ~ °in.23... (n-D^n — terms m x2 to xn-1)
= 2(#i.23... (n-1)) — °ln,23 ... (n-I) 2(#i.23. .. („-1) • #n.2S... (n-1))
or, dividing through by the number of observations,
^l^ . . . . n= °1.23 .... (n-l)(l — "ln.23 .... (n-1) • Orel.23 .... (n-1))
1.23 ... (n-l)(l — '■111.23 .... (n-1)) • • • (")
= <T?-
This is again the relation of the familiar form—
oi„ = oi(l-rin)
with the secondary suffixes 23 . . . . (n-1) added throughout.
It is clear from (9) that rln2S in-1)t like any correlation of order
zero, cannot be numerically greater than unity. It also follows
at once that if we have been estimating x, from x2, x3 . . . . x„-lt
xn will not increase the accuracy of estimate unless rln23 (n-1)
(not rln) differ from zero. This condition is somewhat interesting,
as it leads to rather unexpected results. For example, if r12 = + 0-8,
r13= +0-4, r23 — +0'5, it will not be possible to estimate x1 with
any greater accuracy from x2 and x3 than from x2 alone, for the
value of r132 is zero (see below, § 13).
11. It should be noted that, in equation (9), any other subscript

can be eliminated in the same way as subscript n from the suffix of
o"i.23.... m so that a standard-deviation of order p can be expressed
in p ways in terms of standard-deviations of the next lower order.
This is useful as affording an independent check on arithmetic.
Further, o-, 23 . . ,„-,, can be expressed in the same way in terms
of C1.23 .... (n-2), an(l so oni so that we must have
°in...n = °iQ- -rj2)(l -n3.2)(l -rL») . . . (1 -J-^.,3...,„-,,) . (10)
This is an extremely convenient expression for arithmetical use;
the arithmetic can again be subjected to an absolute check by
eliminating the subscripts in a different, say the inverse, order.
Apart from the algebraic proof, it is obvious that the values must
be identical; for if we are estimating one variable from n others, it
is clearly indifferent in what order the latter are taken into account.
12. Any regression of order p may be expressed in terms of
regressions of orders - 1. For we have
S(a;i.34...n. 82.34... n) = Z(zi.34... („-1,. xq.u. .. n)
= Szi.M... (n-11(22 - *2n.3*... (n-1) • xn - terms in x3 to x„-\)

= 2(lKl.34... (n-1) .2>2.3(... (n-1)) ~ &2n.34 ... (n-l)S(a;i.3l... („-l . Xn.34... (n-1)).
Replacing blnU ... („-„ by b,aM ... {„-1). o-|31.,. {n-vjo-lM ... „-,„
we have
6l2.34 . . . n. (T2.34 . . . n = &12.34 . . . (n-1)" ff2.34 . . . (n-1) - &ln.34 . . . (n-1). *n2.34 . . (n-1 • 1^2.34 . .. (n-1),
or, from (9),
/ - "12.34 .... (n-1) ~ "ln.34 .... In-ll • "n2.34 ■ , ■ (n-1 /11\
012.34 n T^JT 7 \ii-)
1 °2n.34 .... (n-1) • °n2.34 .... (n-1)
The student should note that this is an expression of the form
1 - °12 ~ »ln • "n2
°12.n = -I r i
1 — °2n • °n2
with the subscripts 34 ... . (ra-1) added throughout. The
coefficient 6123t. . . . „ may therefore be regarded as determined
from a regression-equation of the form
xlM .... (Ii-l) = "l2.34 . . . n ■ ^2.34 . . . (ii-1) + "ln.23 . . . 1m-ll • ^'tl.34 . . . (n-l)i
i.e. it is the partial regression of xl3i . . . . '„-i, on x2Si . . . . '„-,,,
^n.34 .... (n-ii being given. As any other secondary suffix might
have been eliminated in lieu of n, we might also regard it as
the partial regression of xlM . . „ on x2tb ....„, xsi5 . „ being
given, and so on.
13. From equation (11) we may readily obtain a corresponding
equation for correlations. For (11) may be written
I ^12.34 .... (n-1) — ^ln.34 .... (Il-l1 • *Wm .... i'l-l) o-1.34 .... (n—11.
"12.34 . . It 1 - r" IT
1 '2n.34 .... (n-1) °2.34 .... (I
Hence, writing down the corresponding expression for 65,34 .
and taking the square root
. ■ (n-1)
(12)
'12.34 n— 7t m \\ /I --«L \J
V1 M>t.34 . . . . (n-lV V1 r2n.34 .... (n-1)/
This is, similarly, the expression for three variables
*■12 ~ *■ln ■ **aw
with the secondary subscripts added throughout, and r12.34 „
can be assigned interpretations corresponding to those of 6,2 M „
above. Evidently equation (12) permits of an absolute check on
the arithmetic in the calculation of all partial coefficients of an
order higher than the first, for any one of the secondary suffixes
of r123i.... „ can be eliminated so as to obtain another equation of
the same form as (12), and the value obtained for r12M.... n by
inserting the values of the coefficients of lower order in the

expression on the right must be the same in each case.
14. The equations now obtained provide all that is necessary
for the arithmetical solution of problems in multiple correlation.
The best mode of procedure on the whole, having calculated all
the correlations and standard-deviations of order zero, is (1) to
calculate the correlations of higher order by successive applications
of equation (12); (2) to calculate any required standard deviations
by equation (10); (3) to calculate any required regressions by
equation (8): the use of equation (11) for calculating the
regressions of successive orders directly from each other is com-
paratively clumsy. We will give two illustrations, the first for

235
three and the second for four variables. The introduction of
more variables does not involve any difference in the form of the
arithmetic, but rapidly increases the amount.
Example i.—The first illustration we shall take will be a
continuation of example i. of Chapter IX., in which the correla-
tion was worked out between (1) the average earnings of agri-
cultural labourers and (2) the percentage of the population in
receipt of Poor-law relief in a group of 38 rural districts. In
Question 2 of the same chapter are given (3) the ratios of the
numbers in receipt of outdoor relief to the numbers relieved in the
workhouse, in the same districts. Required to work out the partial
correlations, regressions, etc., for these three variables.

Using as our notation X1 = average earnings, X2 = percentage of
population in receiptof relief, X3 — out-relief ratio, the first constants
determined are—
Ml = 15-9 shillings
M^= 3-67 per cent.
M^ 5-79
o-1 = 1-71 shillings r12=-0"66
o-2 = 1-29 per cent. r13=-0-13
r,„=+0-60
'3— """ '23'
To obtain the partial correlations, equation (12) is used direct in
its simplest form—
"2-3-(l-r-f3)»(l-r2^
The work is best done systematically and the results collected
in tabular form, especially if logarithms are used, as many of the
logarithms occur repeatedly. First it will be noted that the
logarithms of (1-r)' occur in all the denominators; these had,

accordingly, better be worked out at once and tabulated (col. 2 of
the table below). In col. 3 the product term of the numerator of
1.
2.
log v'l - i-a.
3.
4.
5.
6.
7. 8.
9.
r.
Product
Term.
Numera-
tor.
log
Num.
log
Deuom.
Correlatiou of
First Order.
log a/1 -I-2.
log.
Value.
ri2=-0-66
r13=-0-13
r23 = +0-60
1-87680
1-99629
1-90309
- 0-0780
-0 3960
+0-0868
-0-6820
+0-2660
+0-6142
1-76492
1-42488
of the denominators from those of the numerators we have the
logarithms of the correlation of the first-order. It is also as well
to calculate at once, for reference in the calculation of standard-
deviations of the second-order, the values of log Jl - r2 for the
first-order coefficients (col. 9).
Having obtained the correlations we can now proceed to the
regressions. If we wish to find all the regression-equations, we
shall have six regressions to calculate from equations of the form
"12-3 = rl2-3 • "W °"2S-
These will involve all the six standard-deviations of the first
order o-12, o-13, o-2v CT2-3, e^c- ût tne standard-deviations of
the first-order are not in themselves of much interest, and the
standard-deviations of the second-order are so, as being the

standard-errors or root-mean-square errors of estimate made in
using the regression-equations of the second-order. We may
save needless arithmetic, therefore, by replacing the standard-
deviations of the first-order by those of the second, omitting the
former entirely, and transforming the above equation for 6123
to the form
"12-3 = rl2-S - tr1.23/<r2-13.
This transformation is a useful one and should be noted by the
student. The values of each o- may be calculated twice inde-
pendently by the formulae of the form
°"i.23 = ""i(1 - tiiY 0- - ris.2)*
so as to check the arithmetic; the work is rapidly done if the
values of log Jl - r2 have been tabulated. The values found are
log o-123 = 0-06146 o-123=l'15
log o-213 = 1 -84584 o-2'13 = 0-70
log 0-3.12 = 0-34571 o-3.12 = 2-22
From these and the logarithms of the r's we have

log 61S8 = 008116, 6123= -1-21 :log6132 = T-36174, 6132= +0-23
log 6213 = 1-64993, 6213= -0-45 : log 6231 = T-33917, bwl= +0-22
log 6312 = 1-93024, 631.2= +0-85 : log &m = 0-33891, 6g2a = +2-18
That is, the regression-equations are
(1) *1= - 1-21 x.2 + 0-23 x8
(2) x2= - 0-45 x1 + 0-22 xs
(3) x3= +0-85^ + 2-18*2

or, transferring the origins to zero,
(1) Earnings Z1 = + 18"4 - 1-21 X,+ 0-23 Xs
(2) Pauperism X2 = + 9-55 - 0-45 X1 + 0-22 X3
(3) Out-relief ratio Z, = - 15-7 + 0'85 X1 + 218 X2
The units are throughout one shilling for the earnings X,, 1
per cent. for the pauperism X2 , and 1 for the out-relief ratio X2.
The first and second regression-equations are those of most
practical importance. The argument has been advanced that
the giving of out-relief tends to lower earnings, and the total
coefficient (rls=-013) between earnings (X1) and out-relief
(X3), though very small (cf. Chap. IX. § 17), does not seem
inconsistent with such a hypothesis. The partial correlation
coefficient (r132 = + 0'44) and the regression-equation (1), how-

ever, indicate that in unions with a given percentage of the
population in receipt of relief (X2) the earnings are highest where
the proportion of out-relief is highest; and this is, in so far,
against the hypothesis of a tendency to lower wages. It remains
possible, of course, that out-relief may adversely affect the possibil-
ity of earning, e.g. by limiting .the employment of the old. As
regards pauperism, the argument might be advanced that the
observed correlation (r23 = +0-60) between pauperism and out-
relief was in part due to the negative correlation (r13= -0-13)
between earnings and out-relief. Such a hypothesis would have
little to support it in view of the smallness and doubtful signifi-
cance of rn, and is definitely contradicted by the positive partial
correlation r23.1 = + 0'69, and the second regression-equation. The
third regression-equation shows that the proportion of out-relief is
on the whole highest where earnings are highest and pauperism
greatest. It should be noticed, however, that a negative ratio is
clearly impossible, and consequently the relation cannot be strictly

linear; but the third equation gives possible (positive) average
ratios for all the combinations of pauperism and earnings that
actually occur.
Example ii.—(Four variables.) As an illustration of the form
of the work in the case of four variables, we will take a portion
of the data from another investigation into the causation of
pauperism, viz. that described in the first illustration of Chapter X.,
to which the student should refer for details. The variables are
the ratios of the values in 1891 to the values in 1881 (taken as
100) of—
1. The percentage of the population in receipt of relief,
2. The ratio of the numbers given outdoor relief to the numbers
relieved in the workhouse,
3. The percentage of the population over 65 years of age,

238
4. The population itself,
in the metropolitan group of 32 unions, and the fundamental
constants (means, standard-deviations and correlations) are as
follows:—
Table I.
1.
2.
3.
4.
Means.
Standard-
deviations.
Correlation-
coefficient.
log \/l - r2.
1047
29-2
12
+ 0-52
1-93154
90-6
41-7
13
+ 0-41
1-96003
1077
6-5
14
-0-14
1-99570
111-3
23-8
23
+ 0-49
1-94038
24
+ 0-23
1-98820
34
+ 0-25
1-98598
It is seen that the average changes are not great; the per-
centages of the population in receipt of relief have increased on
an average by 4.7 per cent., the out-relief ratio has dropped by
9-4 per cent., and the percentage of old has increased by 7-7
per cent., at the same time as the population of the unions has
risen on the average by 113 per cent. At the same time the
standard-deviations of the first, second, and fourth variables are
very large. As a matter of fact, while in one union the
pauperism decreased by nearly 50 per cent. and in others by
20 per cent., in some there were increases of 60, 80, and 90
per cent.; similarly, in the case of the out-relief, in several unions

239
Table II.
1.
2.
3.
4.
5.
Correlation -
Product
Correlation-
coefficient
(First Order).
coefficient
Term of
Numerator.
log VI-r2.
(Zero Order).
Numerator.
12
13
23
+ 0-52
+ 0-41
+ 0-49
+ 0-2009
+ 0-2548
+ 0-2132
+ 0-3191
+ 0-1552
+ 0-2768
12-3
13-2
23-1
+ 0-4013
+ 0-2084
+ 0-3553
1-96187
1-99035
1-97070
12
14
24
+ 0-52
-0-14
+ 0-23
'-0-0322
+ 0-1196
-0-0728
+ 0-5522
-0-2596
+ 0-3028
12-4
14-2
24-1
+ 0-5731
-0-3123
+ 0-3580
1-91355
1-97772
1-97022
13
14
+ 0-41
-0-14
+ 0-25
-00350
+ 0-1025
-0-0574
+ 0-4450
correlations of the first order (Table II. col. 4) are obtained.
The first-order coefficients are then regrouped in sets of three,
with the same secondary suffix (Table III. col. 1), and these
are treated precisely in the same way as the coefficients of order
zero. In this way, it will be seen, the value of each coefficient
of the second order is arrived at in two ways independently, and
so the arithmetic is checked: rl2 84 occurs in the first and fourth
lines, for instance, rl3ii in the second and seventh, and so on.
Of course slight differences may occur in the last digit if a
sufficient number of digits is not retained, and for this reason the
intermediate work should be carried to a greater degree of
accuracy than is necessary in the final result; thus four places
of decimals were retained throughout in the intermediate work of

this example, and three in the final result. If he carries out an
independent calculation, the student may differ slightly from
the logarithms given in this and the following work, if more or
fewer figures are retained.
Having obtained the correlations, the regression can be calcu-
lated from the third-order standard-deviations by equations of the
form (as in the last example),
h =r o-l-234
"12-34 12 34- l
°2134
so the standard-deviations of lower orders need not be evaluated.
Using equations of the form
r,.2>4 = o-i(l - r?2)*(l - *&»)*(! - ru.
n)
V-
we find
= ^(1-^(1 -r?,4)'(l-r?,3,)*
log o-1234 = 1-35740 o-1234 = 22-8
log 0-2.134 = 1 -50597 02.iM = 32'1
log o-3124 = 0-65773 o-3 m = 4-55
log o-4i;3= 1-32914 o-4.m = 21-3
All the twelve regressions of the second order can be readily
calculated, given these standard deviations and the correlations,
but we may confine ourselves to the equation giving the changes
in pauperism (X^) in terms of other variables as the most impor-
tant. It will be found to be
xl = 0-325x2 + 1 -383x3 - 0-383#4,
or, transferring the origins and expressing the equation in terms of
percentage-ratios,
X1 = - 31 1 + 0-325X, + 1-383X3 - 0-383X4,
I
or, again, in terms of percentage-changes (ratio - 100). Percent-
age change in pauperism
= +1 "4 per cent.
+ 0-325 times the change in out-relief ratio.
-S-1-383 „ ,, proportion of old.
-0-383 „ „ population.
These results render the interpretation of the total coefficients,
which might be equally consistent with several hypotheses, more
clear and definite. The questions would arise, for instance,
whether the correlation of changes in pauperism with changes in
out-relief might not be due to correlation of the latter with the
other factors introduced, and whether the negative correlation with
changes in population might not be due solely to the correlation

of the latter with changes in the proportion of old. As a matter
of fact, the partial correlations of changes in pauperism with
changes in out-relief and in proportion of old are slightly less than
the total correlations, but the partial correlation with changes in
population is numerically greater, the figures being
= +0-52
»-12.34=+0-46
= +0-41
r13.24=+0-28
= -0-14
ru-w= -°.36
So far, then, as we have taken the factors of the case into
account, there appears to be a true correlation between changes
in pauperism and changes in out-relief, proportion of old, and
population—the latter serving, of course, as some index to
changes in general prosperity. The relative influences of the
three factors are indicated by the regression-equation above.

[For the full discussion of the case cf. Jour. Roy. Stat. Soc.,
vol. lxii., 1899.]
15. The correlation between pauperism and labourers' earnings
exhibited by the figures of Example i. was illustrated by a diagram
(fig. 40, p. 180), in which scales of "pauperism" and "earnings"
were taken along two axes at right angles, and every observed
pair of values was entered by marking the corresponding point
with a small circle: the diagram was completed by drawing in
the lines of regression. In precisely the same way the correlation
between three variables may be represented by a model showing the
distribution of points in space; for any set of observed values Xv
X2, X3 may be regarded as determining a point in space, just as
any pair of values X1 and X2 may be regarded as determining a
point in a plane. Fig. 45 is drawn from such a model, constructed
from the data of Example i. Four pieces of wood are fixed together
16
242
like the bottom and three sides of a box. Supposing the open
side to face the observer, a scale of pauperism is drawn vertically
upwards along the left-hand angle at the back of the "box," the
Fig. 45. — Model illustrating the Correlation between three Variables: (1)
Pauperism (percentage of the population in receipt of Poor-law relief);
(2) Out-relief ratio (numbers given relief in their homes to one in the
workhouse); (8) Average Weekly Earnings of agricultural labourers,
(data pp. 178 and 189). A, front view; B, view of model tilted till the
plane of regression for pauperism on the two remaining variables is seen
as a straight line.
ph.
as a si.
scale starting from zero, as very small values of pauperism occur:
a scale of out-relief ratio is taken along the angle between the
back and bottom of the box, starting from zero at the left: finally,
the scale of earnings is drawn out towards the observer along the
angle between the left-hand side and the bottom, but as earnings
lower than 12s. do not occur, the scale may start from 12s. at the
corner. Suitable scales are: pauperism, 1 in. = 1 per cent.; out-
relief ratio, 1 in. = 1 unit; earnings, 1 in. = Is.; and the inside
measures of the model may then be 17 in. x 10 in. x 8 in. high,
the dimensions of the model constructed. Given these three
scales, any set of observed values determine a point within the
"box." The earnings and out-relief ratio for some one union are
noted first, and the corresponding point marked on the baseboard;

a steel wire is then inserted vertically in the base at this point
and cut off at the height corresponding, on the scale chosen, to
the pauperism in the same union, being finally capped with a
small ball or knob to mark the "point" clearly. The model
shows very well the general tendency of the pauperism to be the
higher the lower the wages and the higher the out-relief, for the
highest points lie towards the back and right-hand side of the
model. If some representation of all three equations of regression
were to be inserted in the model, the result would be rather
confusing; so the most important equation, viz. the second, giving
the average rate of pauperism in terms of the other variables, may
be chosen. This equation represents a plane: the lines in which
it cuts the right-and left-hand sides of the "box" should be
marked, holes drilled at equal intervals on these lines on the
opposite sides of the box (the holes facing each other), and threads
stretched through these holes, thus outlining the plane as shown
in the figure. In the actual model the correlation-diagrams (like

fig. 40) corresponding to the three pairs of variables were drawn
on the back sides and base: they represent, of course, the eleva-
tions and plan of the points.
The student possessing some skill in handicraft would find it
worth while to make such a model for some case of interest to
himself, and to study on it thoroughly the nature of the plane of
regression, and the relations of the partial and total correlations.
16. If we write
»f.*....» = 0?(l-^» ...„,). • . (13)
it may be shown that Ru.a ....„l is the correlation between
xl and the expression on the right-hand side of the regression-
equation, say e123 ....„, where
e1.2S . . . II = "12.34 . . . n • X2 + "13.24. . . n - x% + • • • + "ln.23. .. (n-1) • Xn • K^*)

For we have
and also
2(«?.» ) = 2(*i-*i.2s. . . n)2 = ^(0-1-^.23 t)
whence the correlation between x1 and eia „ is
(«?-«!« y
»'.«. the value of RII2S n) given by (13). The value of R is
accordingly a useful datum as indicating how closely x1 can
be expressed in terms of a linear function of x2, x3 . . . . xn, and
the values of the regressions may be regarded as determined
by the condition that R shall be a maximum. Its value is
essentially positive as the product-sum S^.e, ffl ....„) is positive.
R may be termed a coefficient of (n-1)-fold (or double, triple,
etc.) correlation; for n variables there are n such correlations,

but in the limiting case of two variables the two are identical.
The value may be readily calculated, either from o-,t,. . . . „ and
o-, or directly from the equation
1 --KU...„-(l-»4)(l -r?ls)(l -rU).. . (1-rU...<-,,)• (15)
It is obvious from this equation that since every bracket on
the right is not greater than unity,
1-^,,3....,„>1-^-
Hence Rl{23 ....„, cannot be numerically less than r12. For the
same reason, rewriting (15) in every possible form, RM23 „,
cannot be numerically less than r12, r13, .... rl„, i.e. any one
of the possible constituent coefficients of order zero. Further,
for similar reasons, Rim ....„, cannot be numerically less than
any possible constituent coefficient of any higher order. That
is to say, R1(w ....„, is not numerically less than the greatest
of all the possible constituent coefficients, and is usually, though
not always, markedly greater. Thus in Example i., i?2<i3)
(the coefficient of double correlation between pauperism on

the one hand, out-relief and labourers' earnings on the other)
is 0839, and the numerically £- satest of the possible constituent
coefficients is r123= - 0-79. Again, in Example ii., RMiSi] is
0-626, and the numeric?Vly greatest of the possible constituent
coefficients is r124 = +0-573.
The student should; notice that R is necessarily positive.
Further, even if all the variables Xv X2 , . . . . Xn were strictly
uncorrelated in the original universe as a whole, we should expect
rut ri3 2, rH-28' etc-' to exhibit values (whether positive or negative)

differing from zero in a limited sample. Hence, It will not
tend, on an average of such samples, to be zero, but will
fluctuate round some mean value. This mean value will
be the greater the smaller the number of observations in the
sample, and also the greater the number of variables. When
only a small number of observations are available it is,
accordingly, little use to deal with a large number of variables.
As a limiting case, it is evident that if we deal with n variables
and possess only n observations, all the partial correlations
of the highest possible order will be unity.
17. It is obvious that as equations (11) and (12) enable us to
express regressions and correlations of higher orders in terms of
those of lower orders, we must similarly be able to express the

coefficients of lower in terms of those of higher orders. Such
expressions are sometimes useful for theoretical work. Using the
same method of expansion as in previous cases, we have
0 = 2,(2^ 23 ....n. %34 .... (n-1))
= 2,(#! . ^2.34 .... (n-1)) — "12.84 . . . . n ^\x2 • ^2.34 .... (n-l,)
— "ln.23 .... (n-1) 2\&nm xiM .... (n-1))
That is,
"12.34 .... (n-l1 = "12.34 . . . . n + "ln.23 .... (n-1) • "n2.34 .... (n-1)'
In this equation the coefficient on the left and the last on the
right are of order n - 3, the other two of order n - 2. We therefore
wish to eliminate the last coefficient on the right. Interchanging
the suffixes 1 for n and n for 1, we have
(n-1)
— "t2.13 .... (n-1) • + "nl.23 .... n-1) • "12.34 .... (n-1)'
Substituting this value for i^.^ („-,, in the first equation we
have
1 "12.34 . , . . n + "ln.23 .... (n-1) • "n2.13 .... (n-1) ,,„,

°12.34 . . . . (n-1) — 1 I 1 . (10}
1 "ln.23 . . . (n-1) " "ul.23 .... (n-1)
This is the required equation for the regressions; it is the equation
7 - "I2.n + Oln.2 • "n2.1
1 "ln.2 • "nl.2
with secondary suffixes 34 .... (to- 1) added throughout. The
corresponding equation for the correlations is obtained at once
by writing down equation (16) for 62134 ... („-,, and taking the
square root of the product (cf. §13); this gives
- r12.34 . . . . n + ^.23 .... (n-1) • *Vn.l3 ■ ■ ■ ■ (n-1) /, h\
»"l2.34 .... (n-1)— /i - 2 \(/1 -„2 \j " {i-l)
V1 "ln.23 .... (n-1)/1 \l '2n.l3 .... (n-1)/

246
which is similarly the equation
rl2.n + rln.l • rln.\
'12"
(l-rU!(l-»i,i)!
with the secondary suffixes 34 .... (n- 1) added throughout.
18. Equations (12) and (17) imply that certain limiting
inequalities must hold between the correlation-coefficients in
the expression on the right in each case in order that real
values (values between ±1) may be obtained for the correlation-
coefficient on the left. These inequalities correspond precisely
with those "conditions of consistence" between class-frequencies
with which we dealt in Chapter II., but we propose to treat them

only briefly here. Writing (12) in its simplest form for r123,
we must have rj23< 1 or
that is,
(l-r?3)(l-^)
ri8 ^"23) < I
rV
"(18)
if the three r's are consistent with each other. If we take r12, r13
as known, this gives as limits for r.ri
*Wi, ± Jl-ri2- rj, + r^rfj.
Similarly writing (17) in its simplest form for r12 in terms of
r123, r132, and r23v we must have
*1a3 + T0.t + *"!kl + -,r12.3rlMr23.1 < 1
(19)
and therefore, if r123 and r132 are given, r231 must lie between
the limits
- **12.3ri3.2 i V 1 — * 12.3 — **13.2 + ^2.^13. •

The following table gives the limits of the third coefficient in
a few special cases, for the three coefficients of zero order and
of the first order respectively :—
Value of
Limits of
m or r12.3.
ns or ri3.2.
»'23.
J"23.1.
+1
±1
+1
+1
+1
+1
-1
+1
-1
+1
+ V0-5
+ \A)-5
0, +1
0, -1
0, -1
0, +1
The student should notice that the set of three coefficients of
order zero and value unity are only consistent if either one only,
or all three, are positive, i.e. +1, +1, +1, or - 1, - 1, +1 ; but
not -1,-1, -1. On the other hand, the set of three coefficients
of the first order and value unity are only consistent if one only,
or all three, are negative: the only consistent sets are +1, +1,
— 1 and - 1, - 1, - 1. The values of the two given r's need to
be very high if even the sign of the third can be inferred; if the
two are equal, they must be at least equal to «/0-5 or '707 . . . .
Finally, it may be noted that no two values for the known
coefficients ever permit an inference of the value zero for the
third; the fact that 1 and 2, 1 and 3 are uncorrelated, pair and
pair, permits no inference of any kind as to the correlation

between 2 and 3, which may lie anywhere between + 1 and - 1.
19. We do not think it necessary to add to this chapter a
detailed discussion of the nature of fallacies on which the theory
of multiple correlation throws much light. The general nature of
such fallacies is the same as for the case of attributes, and was
discussed fully in Chap. IV. £§ 1-8. It suffices to point out the
principal sources of fallacy which are suggôted at once by the
form of the partial correlation
r12-r13.r23
123 v/(l-rr3)(l-r£) *'
and from the form of the corresponding expression for r12 in terms
of the partial coefficients
12 s/a-^xi-rio
(6)
From the form of the numerator of (a) it is evident (1) that even
if r12 be zero, r123 will not be zero unless either r13 or ri3, or
both, are zero. If r13 and r23 are of the same sign the partial
association will be positive; if of opposite sign, negative. Thus
the quantity of a crop might appear to be unaffected, say, by
the amount of rainfall during some period preceding harvest:
this might be due merely to a correlation between rain and low-
temperature, the partial correlation between crop and rainfall
being positive and important. We may thus easily misinterpret
a coefficient of correlation which is zero. (2) r123 may be, indeed
often is, of opposite sign to r12, and this may lead to still more
serious errors of interpretation.
From the form of the numerator of (b), on the other hand, we
see that, conversely, r12 will not be zero even though r123 is zero,
unless either r13.2 or r231 is zero. This corresponds to the theorem

of Chap. IV. § 6, and indicates a source of fallacies similar to
those there discussed.
20. We have seen (§ 9) that r123 is the correlation between xi3
and x23, and that we might determine the value of this partial
correlation by drawing up the actual correlation table for the two
residuals in question. Suppose, however, that instead of drawing
up a single table we drew up a series of tables for values of xl3
and x13 associated with values of x3 lying within successive
class-intervals of its range. In general the value of r123 would
not be the same (or approximately the same) for all such tables,
but would exhibit some systematic change as the value of x3
increased. Hence r123 should be regarded, in general, as of the
nature of an average correlation: the cases in which it measures

the correlation between x13 and x23 for every value of xa (cf.
Chap. XVI.) are probably exceptional. The process for deter-
mining partial associations (cf. Chap. IV.) is, it will be remembered,
thorough and complete, as we always obtain the actual tables
exhibiting the association between, say, A and B in the universe
of C's and the universe of y's: that these two associations may
differ materially, is illustrated by Example i. of Chap. IV.
(pp. 45-6). It might sometimes serve as a useful check on
partial-correlation work to reclassify the observations by the
fundamental methods of that chapter.
REFERENCES.
The preceding chapter is written from the standpoint of refs. 3 and 4, and
with the notation and method of ref. 5. The theory of correlation for several
variables was developed by Edgeworth and Pearson (refs. 1 and 2) from the
standpoint of the "normal" distribution of frequency (cf. Chap. XVI.).
Theory.
(1) Edgewoeth, F. Y., "On Correlated Averages," Phil. Mag., 5th Series,
vol. xxxiv., 1892, p. 194.
(3) Yule, G. U., "On the Significance of Bravais' Formulae for Regression,
etc., in the case of Skew Correlation," Proc. Roy. Soc., vol. lx., 1897,
p. 477.
(4) Yule, G. U., "On the Theory of Correlation," Jour. Roy. Stat. Soc,
vol. lx., 1897, p. 812.
(5) Yule, G. U., "On the Theory of Correlation for any number of Variables
treated by a New System of Notation," Proc. Roy. Soc, Series A, vol.
lxxix., 1907, p. 182.
(6) Hooker, R. H., and G. U. Yule, "Note on Estimating the Relative
Influence of Two Variables upon a Third," Jour. Roy. Stat. Soc, vol.
lxix., 1906, p. 197.

Illustrative Applications of Economic Interest.
(7) Yule, G. U., "An Investigation into the Causes of Changes in Pauperism
in England, etc.," Jour. Roy. Stat. Soc, vol. lxii., 1899, p. 249.
(8) Hooker, R. H., "The Correlation of the Weather and the Crops," Jour.
Roy. Stat. Soc., vol. lxx., 1907, p. 1.
EXERCISES.
1. (Ref. 8.) The following means, standard-deviations, and correlations are
found for
Xx = seed-hay crops in cwts. per acre,
X2 = spring rainfall in inches,
X3 = accumulated temperature above 42° F. in spring,
in a certain district of England during 20 years.
3/, = 28 02 ,r, = 4-42 r,2=+0-80

M2= 4-91 <-2 = l-10 r13=-0-40
,¥3 = 594 (r3 = 85 ^=-0-56
Find the partial correlations and the regression-equation for hay-crop on spring
rainfall and accumulated temperature.
2. (The following figures must be taken as an illustration only: the data
on which they were based do not refer to uniform times or areas.)
X±— deaths of infants under 1 year per 1000 births in same year (infantile
mortality).
X1 = proportion per thousand of married women occupied for gain.
X, = death-rate of persons over 5 years of age per 10,000.
Xi = proportion per thousand of population living 2 or more to a room
(overcrowding).
Taking the figures below for 30 urban areas in England and Wales, find the
partial correlations and the regression-equation for infantile mortality on the
other factors.
J/, = 164
<r,= 200
r12 = +0-49
»-23= +0'15
J/2 = 158
a2= 74-9
r13=+0-78
r24= -0 37
34 = 143
a3 = 22-4
j-u=+0-20
r34= + 0'23
JI/4 = 205
,r4 = 130-0
3. If all the correlations of order zero are equal, say = r, what are the values
of the partial correlations of successive orders?
Under the same condition, what is the limiting value of r if all the equal
correlations are negative and n variables have been observed?
4. What is the correlation between a^.2and a^1?
5. Write down from inspection the values of the partial correlations for the
three variables
-3l1, X2, and X3=a. X1 + b.X2.
Check the answer to Qu. 7, Chap. XL, by working out the partial
correlations.
6. If the relation
a.x1 + b.x2 + c.x3=0
holds for all sets of values of xlt x^, and x3, what must the partial correlations
bel
Check the answer to Qu. 9, Chap. XL, by working out the partial
correlations.
PART III—THEORY OF SAMPLING.
CHAPTER XIII.
1. The problem of the present Part—2. The two chief divisions of the theory
of sampling—3. Limitation of the discussion to the case of simple
sampling—4. Definition of the chance of success or failure of a given
event—5. Determination of the mean and standard-deviation of the
number of successes in n events—6. The same for the proportion of
successes in n events: the standard-deviation of simple sampling as a
measure of unreliability, or its reciprocal as a measure of precision—7.
Verification of the theoretical results by experiment—8. More detailed
discussion of the assumptions on which the formula for the standard-
deviation of simple sampling is based—9-10. Biological cases to
which the theory is directly applicable—11. Standard-deviation of

simple sampling when the numbers of observations in the samples
vary—12. Approximate value of the standard-deviation of simple
sampling, and relation between mean and standard-deviation, when
the chance of success or failure is very small—13. Use of the standard-
deviation of simple sampling, or standard error, for checking and
controlling the interpretation of statistical results.
1. On several occasions in the preceding chapters it has been
pointed out that small differences between statistical measures like
percentages, averages, measures of dispersion and so forth cannot
in general be assumed to indicate the action of definite and assign-
able causes. Small differences may easily arise from indefinite
and highly complex causation such as determines the fluctuating
proportions of heads and tails in tossing a coin, of black balls in
drawing samples from a bag containing a mixture of black and
white balls, or of cards bearing measurements within some given
class-interval in drawing cards, say, from an anthropometric record.
In 100 throws of a coin, for example, we may have noted 56 heads

and only 44 tails, but we cannot conclude that the coin is biassed:
on repeating our throws we may get only 48 heads and 52 tails.
Similarly, if on measuring the statures of 1000 men in each of
two nations we find that the mean stature is slightly greater for
250
"X
SIMPLE SAMPLING OF ATTRIBUTES. 251
nation A than for nation B, we cannot necessarily conclude that
the real mean stature is greater in the case of nation A: possibly
if the observations were repeated on different samples of 1000
men the ratio might be reversed.
2. The theory of such fluctuations may be termed the theory
of sampling, and there are two chief sections of the theory corre-
sponding to the theory of attributes and the theory of variables
respectively. In tossing a coin we only classify the results of the
tosses as heads or tails; in drawing balls from a mixture of black
and white balls, we only classify the balls drawn as black or as
white. These cases correspond to the theory of attributes, and
the general case may be represented as the drawing of a sample
from a universe containing both A's and a's, the number 6r

proportion of A's in successive samples being observed. If, on the
other hand, we put in a bag a number of cards bearing different
values of some variable X and draw sample batches of cards, we
can form averages and measures of dispersion for the successive
batches, and these averages and measures of dispersion will vary
slightly from one batch to another. If associated measures of
two variables X and Y are recorded on each card, we can also form
correlation-coefficients for the different batches, and these will vary
in a similar manner. These cases correspond to the theory of
variables, and it is the function of the theory of sampling for such
cases to inform us as to the fluctuations to be expected in the
averages, measures of dispersion, correlation-coefficients, etc., in
successive samples. In the present and the three following
chapters the theory of sampling is dealt with for the case of
attributes alone. The theory is of great importance and interest,
not only from its applications to the checking and control of
statistical results, but also from the theoretical forms of frequency-

distribution to which it leads. Finally, in Chapter XVII. one or
two of the more important cases of the theory of sampling for
variables are briefly treated, the greater part of the theory, owing
to its difficulty, lying somewhat outside the limits of this work.
3. The theory of sampling attains its greatest simplicity if
every observation contributed to the sample may be regarded as
independent of every other. This condition of independence
holds good, e.g., for the tossing of a coin or the throwing of a die:
the result of any one throw or toss does not affect, and is un-
affected by, the results of the preceding and following tosses.
It does not hold good, on the other hand, for the drawing of balls
from a bag: if a ball be drawn from a bag containing 3 black
and 3 white balls, the remainder may be either 2 black and 3
whitej or 2 white and 3 black, according as the first ball was
black or white. The result of drawing a second ball is therefore

dependent on the result of drawing the first. The disturbance
can only be eliminated by drawing from a bag containing a
number of balls that is infinitely large compared with the
total number drawn, or by returning each ball to the bag before
drawing the next. In this chapter our attention will be confined
to the case of independent sampling, as in coin-tossing or dice-
throwing—the simplest cases of an artificial kind suitable for
theoretical study and experimental verification. For brevity, we
may refer to such cases of sampling as simple sampling: the
implied conditions are discussed more fully in § 8 below.
4. If we may regard an ideal coin as a uniform, homogeneous
circular disc, there is nothing which can make it tend to fall more
often on the one side than on the other; we may expect, there-
fore, that in any long series of throws the coin will fall with
either face uppermost an approximately equal number of times,
or with, say, heads uppermost approximately half the times.
Similarly, if we may regard the ideal die as a perfect homogeneous
cube, it will tend, in any long series of throws, to fall with each
of its six faces uppermost an approximately equal number of
times, or with any given face uppermost one-sixth of the whole
number of times. These results are sometimes expressed by
saying that the chance of throwing heads (or tails) with a coin is
1/2, and the chance of throwing six (or any other face) with a die
is 1/6. To avoid speaking of such particular instances as coins
or dice, we shall in future, using terms which have become
conventional, refer to an event the chance of success of which is p
and the chance of failure q. Obviously p + q = 1.
5. Suppose we take N samples with n events in each. What
will be the values towards which the mean and standard-deviation
of the number of successes in a sample will tend? The mean is

given at once, for there are N.n events, of which approximately
pNn will be successes, and the mean number of successes in a
sample will therefore tend towards pn. As regards the standard-
deviation, consider first the single event («=1). The single
event may give either no successes or one success, and will tend
to give the former qN, the latter pN, times in N trials. Take
this frequency-distribution and work out the standard-deviation
of the number of successes for the single event, as in the case of
an arithmetical example :—
Frequency/. Successes {. ft. /|3.
qN 0 — ,-
pN 1 pJf pN
N — pN pN
We have therefore M=p, and
oi=p-p2=pq.
But the number of successes in a group of n such events is the
sum of successes for the single events of which it is composed,
and, all the events being independent, we have therefore, by the
usual rule for the standard-deviation of the sum of independent
variables (Chap. XI. § 2, equation (2)), <r„ being the standard-
deviation of the number of successes in n events,
o-;
= W (1)
This is an equation of fundamental importance in the theory of
sampling. The student should particularly bear in mind that
the standard-deviation of the number of successes, due to

fluctuations of simple sampling alone, in a group of n events
varies, not directly as n, but as the square root of n.
6. In lieu of recording the absolute number of successes in each
sample of n events, we might have recorded the proportion of
such successes, i.e. 1/nth of the number in each sample. As this
would amount to merely dividing all the figures of the original
record by n, the mean proportion of successes—or rather the value
towards which the mean tends to approach—must be p, and the
standard-deviation of the proportion of successes sn be given by
sl = o-l/n2=pq/n . . . . (2)
The standard-deviation of the proportion of successes in samples
of such independent events varies therefore inversely as the square
root of the number on which the proportion is calculated. Now
if we regard the observed proportion in any one sample as a
more or less unreliable determination of the true proportion in
a very large sample from the same material, the standard-devia-
tion of sampling may fairly be taken as a measure of the

unreliability of the determination—the greater the standard-
deviation, the greater the fluctuations of the observed proportion,
although the true proportion is the same throughout. The
reciprocal of the standard-deviation (1/s), on the other hand, may
be regarded as a measure of reliability, or, as it is sometimes
termed, precision, and consequently the reliability or precision of
an observed proportion varies as the square root of the number of
observations on which it is based. This is again a very important
rule with many practical applications, but the limitations of the
case to which it applies, and the exact conditions from which it
has been deduced, should be borne in mind. We return to this
point again below (§ 8 and Chap. XIV.).
7. Experiments in coin tossing, dice throwing, and so forth
have been carried out by various persons in order to obtain ex-

254
perimental verification of these results. The following will serve
as illustrations, but the student is strongly recommended to
carry out a few series of such experiments personally, in order to
acquire confidence in the use of the theory. It may be as well
to remark that if ordinary commercial dice are to be used for the
trials, care should be taken to see that they are fairly true cubes,
and the marks not cut very deeply. Cheap dice are generally
very much out of truth, and if the marks are deeply cut the
balance of the die may be sensibly affected. A convenient mode
of throwing a number of dice, suggested, we believe, by the late
Professor Weldon, is to roll them down an inclined gutter of
corrugated paper, so that they roll across the corrugations.

(1) (W. F. R. Weldon, cited by Professor F. Y. Edgeworth,
Encyel. Brit., 10th edn., vol. xxviii. p. 282. Totals of the columns
in the table there given.)
Twelve dice were thrown 4096 times; a throw of 4, 5, or 6 points
reckoned a success, therefore p = q = 0-5. Theoretical mean M= 6;
theoretical value of the standard-deviation o-12= ^0-5 x 0-5 x 12 =
1-732.
The following was the frequency-distribution observed :—
Successes.
Frequei
60
3
198
430
731
948
Successes.
Frequency
847
536
257
10
71
11
11
12
Total
4096
Mean M= 6-139, standard-deviation o-= 1-712. The proportion of
successes is 6-139/12 = 0-512 instead of 0-5.
(2) (W. F. R. Weldon, loc. cit., p. 289. Totals of columns of
the table given.)
Twelve dice were thrown 4096 times; only a throw of 6 was
counted a success, so p = 1/6, q = 5/6. Theoretical mean M = 2,
standard-deviation o-= ^1/6 x 5/6 x 12 = 1-291.
The following was the observed frequency-distribution :—
Successes.
Frequency.
447
1145
Mean M= 2000, standard-deviation o- = 1-296. Actual proportion
of successes 2"00/12 =0,1667, agreeing with the theoretical value
to the fourth place of decimals. Of course such very close
agreement is accidental, and not to be always expected.
(3) (G. U. Yule.) The following may be taken as an illustra-
tion based on a smaller number of observations. Three dice were
thrown 648 times, and the numbers of 5's or 6's noted at
each throw. p = l/3, q = 2/3. Theoretical mean 1. Standard-
deviation, 0'816.
Frequency-distribution observed:—
Successes.
Frequency.
0
179
298
141
30
Total
648
M= l-034, o- = 0-823. Actual proportion of successes 0-345.
For other illustrations, some of which are cited in the questions
at the end of this chapter, the student may be referred to the
list of references on p. 269. The student should notice that in
all the distributions given a range of six times the standard-
deviation includes either all, or the great bulk of, the observations,
as in most frequency-distributions of the same general form. We
shall make use of this rule below, § 13.

8. In deducing the formulae (1) and (2) for the standard-
deviations of simple sampling in the cases with which we have
been dealing, only one condition has been explicitly laid down as
necessary, viz. the independence of the several drawings, tossings,
or other events composing the sample. But in point of fact this
is not the only nor the most fundamental condition which has
been explicitly or implicitly assumed, and it is necessary to realise
all the conditions in order to grasp the limitations under which
alone the formulae arrived at will hold. Supposing, for example,
that we observe among groups of 1000 persons, at different times
or in different localities, various percentages of individuals
possessing certain characteristics —dark hair, or blindness, or
insanity, and so forth. Under what conditions should we
expect the observed percentages to obey the law of sampling
that we have found, and show a standard-deviation given by
equation (2) 1
(a) In the first place we have tacitly assumed throughout the
preceding work that our dice or our coins were the same set or
identically similar throughout the experiment, so that the chance
of throwing "heads" with the coins or, say, "six" with the dice
was the same throughout: we did not commence an experiment
with dice loaded in one way and later on take a fresh set of dice
loaded in another way. Consequently if formula (2) is to hold
good in our practical case of sampling there must not be a
difference in any essential respect—i.e. in any character that can
affect the proportion observed—between the localities from which
the observations are drawn, nor, if the observations have been
made at different epochs, must any essential change have taken
place during the period over which the observations are spread.
Where the causation of the character observed is more or less
unknown, it may, of course, be difficult or impossible to say what

differences or changes are to be regarded as essential, but, where
we have more knowledge, the condition laid down enables us to
exclude certain cases at once from the possible applications of
formula (1) or (2). Thus it is obvious that the theory of simple
sampling cannot apply to the variations of the death-rate in
localities with populations of different age and sex compositions,
nor to death-rates in a mixture of healthy and unhealthy districts,
nor to death-rates in successive years during a period of con-
tinuously improving sanitation. In all such cases variations
due to definite causes are superposed on the fluctuations of
sampling.
(b) In the second place, we have also tacitly assumed not
only that we were using the same set of coins or dice throughout,
so that the chances p and q were the same at every trial, but
also that all the coins and dice in the set used were identically
similar, so that the chances p and q were the same for every coin
or die. Consequently, if our formulae are to apply in the practical

case of sampling, the conditions that regulate the appearance of
the character observed must not only be the same for every
sample, but also for every individual in every sample. This is
again a very marked limitation. To revert to the case of death-
rates, formulae (1) and (2) would not apply to the numbers of
persons dying in a series of samples of 1000 persons, even if these
samples were all of the same age and sex composition, and living
under the same sanitary conditions, unless, further, each sample
only contained persons of one sex and one age. For if each
sample included persons of both sexes and different ages, the
condition would be broken, the chance of death during a given
period not being the same for the two sexes, nor for the young
and the old. The groups would not be homogeneous in the sense
required by the conditions from which our formulae have been
deduced. Similarly, if we were observing hair-colours, our formulae

would not apply if the samples were compounded by always
taking one person from district A, another from district B, and
so on, these districts not being similar as regards the distribution
of hair-colour.
The above conditions were only tacitly assumed in our previous
work, and consequently it has been necessary to emphasise them
specially. The third condition was explicitly stated: (c) The
individual "events," or appearances of the character observed,
must be completely independent of one another, like the throws
of a die, or sensibly so, like the drawings of balls from a bag
containing a number of balls that is very large compared with
the number drawn. Eeverting to the illustration of a death-rate,
our formulae would not apply even if the sample populations

were composed of persons of one age and one sex, if we were
dealing, for example, with deaths from an infectious or contagious
disease. For if one person in a certain sample has contracted
the disease in question, he has increased the possibility of others
doing so, and hence of dying from the disease. The same thing
holds good for certain classes of deaths from accident, e.g. railway
accidents due to derailment, and explosions in mines: if such an
accident is fatal to one person it is probably fatal to others also,
and consequently the annual returns show large and more or
less erratic variations.
When we speak of simple sampling in the following pages, the
term is intended to imply the fulfilment of all the conditions (a),
(b), and (c), all the samples and all the individual contributions to
each sample being taken under precisely the same conditions,
and the individual " events" or appearances of the character being
quite independent. It may be as well expressly to note that we
need not make any assumption as to the conditions that determine

p unless we have to estimate sjrypq a priori. If we draw a
sample and observe in it the actual proportion of, say, A's:
draw another sample under precisely the same conditions, and
observe the proportion of A's in the two samples together: add
to these a third sample, and so on, we will find that p approaches
—not continuously, but with some fluctuations—closer and closer
to some limiting value. It is this limiting value which is to be
used in our formulae—the value of p that would be observed in
a very large sample. The standard-deviation of the number of
sixes thrown with n dice, on this understanding, may be sjnpq,
even if the dice be out of truth or loaded so that p is no longer
1/6. Similarly, the standard-deviation of the number of black
balls in samples of n drawn from an infinitely large mixture of
black and white balls in equal proportions may be Jnpq even
17
if p is, say, 1/3, and not 1/2 owing to the black balls, for some
reason, tending to slip through our fingers. (Cf. Chap. XIV.
§ 4.)
9. It is evident that these conditions very much limit the
field of practical cases of an economic or sociological character
to which formulae (1) and (2) can apply without considerable
modification. The formulae appear, however, to hold to a high
degree of approximation in certain biological cases, notably in
the proportions of offspring of different types obtained on crossing
hybrids, and, with some limitations, to the proportions of the
two sexes at birth. It is possible, accordingly, that in these cases
all the necessary conditions are fulfilled, but this is not a necessary
inference from the mere applicability of the formulae (cf. Chap.

XIV. § 15). In the case of the sex-ratio at birth, it seems
doubtful whether the rule applies to the frequency of the sexes in
individual families of given numbers (ref. 9), but it does apply
fairly closely to the sex-ratios of births in different localities,
and still more closely to the ratios in one locality during
successive periods. That is to say, if we note the number of
males in a series of groups of n births each, the standard-deviation
of that number is approximately sjnpq, where p is the chance
of a male birth; or, otherwise, Jpqfn is the standard-deviation
of the proportion of male births. We are not able to assign an
a priori value to the chance p as in the case of dice-throwing,
but it is quite sufficiently accurate for practical purposes to use
the proportion of male births actually observed if that proportion
be based on a moderately large number of observations.
10. In Table VI. of Chap. IX. (p. 163) was given a correlation-
table between the total numbers of births in the registrationdistricts
of England and Wales during the decade 1881-90 and the pro-
portion of male births. The table below gives some similar figures,
based on the same data, for a few isolated groups of districts con-
taining not less than 30 to 40 districts each. In both tables the
drop in dispersion as we pass from the small to the large districts
is extremely striking. The actual standard-deviations, and the
standard-deviations of simple sampling corresponding to the mid-
numbers of births, are given at the foot of the table, and it will
be seen that the two agree, on the whole, with surprising closeness,
considering the small numbers of observations. The actual
standard-deviation is, however, the larger of the two in every case
but one. The corresponding standard-deviations for Table VI. of
Chap. IX. are given in Qu. 7 at the end of this chapter, and show
the same general agreement with the standard-deviations of simple
sampling; the actual standard-deviations are, however, again, as
a rule, slightly in excess of the theoretical values.

259
Table showing Frequencies of Registration Districts in England and Wales with
Different Ratios of Male to Total Births during the Decade 1881-90, for
Groups of Districts with the Numbers of Births in the Decade lying between
Certain Limits. [Data based on Decennial Supplement to Fifty-fifth Annual
Report of the Registrar-General for England and IVales.]
Male Births
Number of Births
in Decade.
per Thousand
Total Births.
1500
to
3500
to
4500
to
10,000
to
15,000
to
30,000
to
50,000
to
2500.
4000.
5000.
15,000.
20,000.
50,000.
90,000.
466-67
1'
482- 3
492- 3
494- 5
496- 7
498- 9
500- 1
—
The student should note that in both cases the standard-devia-
tions given are standard-deviations of the proportion of male
births per 1000 of all births, that is, 1000 times the values given
by equation (2). These values are given by simply substituting
the proportions per 1000 for p and q in the formula. Thus for
the first column of Table I. the proportion of males is 508 per
1000 births, the mid-number of births 2000, and therefore—
-/508x492V 11.0
*0-V 2000 ) ~iyi-
11. In the above illustration the difficulty due to the wide
variation in the number of births n in different districts has been
surmounted by grouping these districts in limited class intervals,
and assuming that it would be sufficiently accurate for practical

purposes to treat all the districts in one class as if the sex-ratios
had been based on the mid-numbers of births. Given a sufficiently
large number of observations, such a process does well enough,
though it is not very good. But if the number of observations
does not exceed, perhaps, 50 or 60 altogether, grouping is
obviously out of the question, and some other procedure must be
adopted.
Suppose, then, that a series of samples have been taken from
the same material, /. samples containing TO1 individuals or observa-
tions each, /2 containing «2, f3 containing ns, and so on: What
would be the standard-deviation of the observed proportions in
these samples? Evidently the square of the standard-deviation
in the first group would be pq/nv in the secondpq/n2, and so on:
therefore, as the means tend to the same values in all the groups,
we must have for the whole series—
But if H be the harmonic mean of n, n2 ns
and accordingly
ff nl 7l2 ng
(3)
"
That is to say, where the number of observations varies from one
sample to another, the harmonic mean number of observations in
a sample must be substituted for n in equation (2).
Thus the following percentages (taken to the nearest unit) of

albinos were obtained in 121 litters from hybrids of Japanese
waltzing mice by albinos, crossed inter se (A. D. Darbishire,
Biometrika, iii. p. 30):—-
Percentage.
Frequency.
Percentage.
Frequency
40
40
14
4
43
17
50
16
20
57
22
60
25
10
67
-4
29
80
33
13
100
The distribution is very irregular owing to the small numbers in
the litters, and the standard-deviation is 2 3'09 per cent. . The
numbers of litters of different sizes were given in § 27 of Chap.
VII. p. 128, and the harmonic mean size of litter was found to be
3-53. The expected proportion of albinos is 25 per cent., and
hence the standard-deviation of sampling is
(3£)'-»<*
in very close agreement with the actual value. The proportion
of albinos amongst all the offspring together was 24'7 per cent.
12. If one of the two proportions p and q become very small,
equation (1) may be put into an approximate form that is very
useful. Suppose p to be the proportion that becomes very small,
so that we may neglect p2 compared with p: then
pq =p -p2 =p approximately,
and consequently we have approximately
o-„= Jn.p— s/M ... (4)
That is to say, if the proportion of successes be small, the
standard-deviation of the number of successes is the square root of
the mean number of successes. Hence we can find the standard-
deviation of sampling even though p be unknown, provided only
-we know that it is small.
Thus (ref. 14) in 10 Prussian army corps in 20 years (1875-
1894) there were 122 men killed by the kick of a horse, or, on an
average, there were 0-61 deaths from that cause in each army
corps annually. From equation (4) we accordingly have for the
standard-deviation of simple sampling
o- = (0-61)' = 0-78.
The frequency-distribution of the number of deaths per army
corps per annum was
aths.
Frequency•
109
65
2:3
4
0^ = 0-6079
o- = 0-78
whence
—an almost exact agreement with the standard-deviation of simple
sampling.
13. We may now turn from these verifications of the theoretical
results for various special cases, to the use of the formulae for
checking and controlling the interpretation of statistical results.
If we observe, in a statistical sample, a certain proportion of
objects or individuals possessing some given character—say A's—
this proportion differing more or less from the proportion which
for some reason we expected, the question always arises whether
the difference may be due to the fluctuations of simple sampling
only, or may be indicative of definite differences between the
conditions in the universe from which the sample has been drawn
and the assumed conditions on which we based our expectation.

Similarly, if we observe a different proportion in one sample from
that which we have observed in another, the question again arises
whether this difference may be due to fluctuations of simple
sampling alone, or whether it indicates a difference between the
conditions subsisting in the universes from which the two samples
were drawn: in the latter case the difference is often said to be
significant. These questions can be answered, though only more
or less roughly at present, by comparing the observed difference
with the standard-deviation of simple sampling. We know
roughly that the great bulk at least of the fluctuations of samp-
ling lie within a range of ± three times the standard-deviation;
and if an observed difference from a theoretical result greatly
exceeds these limits it cannot be ascribed to a fluctuation of
"simple sampling " as defined in § 8: it may therefore be signifi-
cant. The "standard-deviation of simple sampling" being the
basis of all such work, it is convenient to refer to it by a shorter
name. The observed proportions of A's in given samples being
regarded as differing by larger or smaller errors from the true
proportion in a very large sample from the same material, the

"standard-deviation of simple sampling" may be regarded as a
measure of the magnitude of such errors, and may be called ac-
cordingly the standard error.
Three principal cases of comparison may be distinguished.
Case I.—It is desired to know whether the deviation of a certain
observed number or proportion from an expected theoretical value
is possibly due to errors of sampling.
In this case the observed difference is to be compared with the
standard error of the theoretical number or proportion, for the
number of observations contained in the sample.
Example i.—In the first illustration of § 7, 25,145 throws of a 4,
5, or 6 were made in lieu of the 24,576 expected (out of 49,152
throws altogether). The excess is 569 throws. Is this excess

possibly due to mere fluctuations of sampling?
The standard error is
o-= ^x|x 49152
= 110-9.
The deviation observed is 5-1 times the standard error, and,
practically speaking, could not occur as a fluctuation of simple
sampling. It may perhaps indicate a slight bias in the dice.
The problem might, of course, have been attacked equally well
from the standpoint of the proportion in lieu of the absolute
number of 4's, 5's, or 6's thrown. This proportion is 0-5116 instead
of the theoretical 0-5000, difference in excess 0-0116. The
standard error of the proportion is
-xAxiXigl-^0-00226'
49152
and the difference observed bears the same ratio to the standard
error as before, as of course it must.
Example ii.—(Data from the Second Report of the Evolution

Committee of the Royal Society, 1905, p. 72.)
Certain crosses of Pisum sativum gave 5321 yellow and 1804
green seeds. The expectation is 25 per cent. of green seeds, or
1781. Can the divergence from the exact theoretical result have
arisen owing to errors of sampling only 1
The numerical difference from the expected result is 23. The
standard error is
o-= J0-25x 0-75x7125 = 36-8.
Hence the divergence from theory is only some 3/5 of the
standard error, and may very well have arisen owing simply to
fluctuations of sampling.
Working from the observed proportion of green seeds, viz. 0-2532
instead of the theoretical (V25, we have
*= V0-25 x 0-75/7125 - 0-0051,
and similarly the divergence from theory is only some 3/5 of the
standard error, as before.
It should be noted that this method must not be used as a test
of association by comparing the difference of (AB) from (A)(B)/N
with a standard error calculated from the latter value as a
"theoretical number," for it is not a theoretical number given
a priori as in the above illustrations, and A and B are themselves
liable to errors of sampling. If we formed an association-table
between the results of tossing two coins N times, o- = JN. \. f
would be the standard error for the divergence of (AB) from the
a priori value n/4, not the standard error for differences of (AB)
from (A)(B)/N, (A) and (B) being the numbers of heads thrown
in the case of the first and the second coin respectively.
Case II.—Two samples from distinct materials or different
universes give proportions of A's pt and p2, the numbers of
observations in the samples being jil and n2 respectively, (a) Can
the difference between the two proportions have arisen merely as a
fluctuation of simple sampling, the two universes being really
similar as regards the proportion of A's therein? (b) 'If the
difference indicated were a real one, might it vanish, owing to
fluctuations of sampling, in other samples taken in precisely the
same way 1 This case corresponds to the testing of an association
which is indicated by a comparison of the proportion of A's amongst
B's and B'b.
(a) We have no theoretical expectation in this case as to the
proportion of A's in the universe from which either sample has
been taken.
Let us find, however, whether the observed difference between px
and p2 may not have arisen solely as a fluctuation of simple
sampling, the proportion of A's being really the same in both cases,
and given, let us say, by the (weighted) mean proportion in our
two samples together, i.e. by
jnjpv\-n2p2
(the best guide . ut we have).
Let £t €2 be the standard errors in the two samples, then
If the samples are simple samples in the sense of the previous
work, then the mean difference between p1 and p2 will be zero,

and the standard error of the difference e12, the samples being
independent, will be given by
=M»(i + 4) • • • • (5)
If the observed difference is less than some three times e12 it
may have arisen as a fluctuation of simple sampling only.
(b) If, on the other hand, the proportions of A's are not the same
in the material from which the two samples are drawn, but p1 and
p2 are the true values of the proportions, the standard errors of
sampling in the two cases arc
A=Pi9i/n\ A=Pa-2/'>h
and consequently
i_m+PA . . . . (6)
If the difference between p1 and p2 does not exceed some three
times this value of e12, it may be obliterated by an error of simple
sampling on taking fresh samples in the same way from the same
material.
Further, the student should note that the value of e12 given by
equation (6) is frequently employed, in lieu of that given by
equation (5), for testing the significance of an observed difference.
The justification of this usage we indicate briefly later (Chap.
XIV, § 3). Here it is sufficient to state that, if n be large,
equation (6) gives approximately the standard-deviation of the
true values of the difference for a given observed value, and hence,
if the observed difference is greater or less than some three times
the value of eu given by (6), it is hardly possible that the true
value of the difference can be zero. The difference between the
values of e12 given by (5) and (6) is indeed, as a rule, of more
theoretical than practical importance, for they do not differ largely
unless P1 and p2 differ largely, and in that case either formula will
place the difference outside the range of fluctuations of sampling.
Example iii.—The following data were given in Qu. 3 of Chap.
III. for plants of Lobelia fulgens obtained by cross- and self-fertilisa-
tion respectively:—
Parentage Cross-fertilised. Parentage Self-fertilised.
Height— Heig —
Above Average. Below Average. Above Average. Below Average.
17 17 12 22
The figures indicate an association between tallness and cross-
fertilisation of parentage. Is this association significant of some
real difference, or may it have arisen solely as an "error of

sampling " 1 The proportion of plants above average height in the
two classes (cross- and self-fertilised) together is 29/68. The
standard-deviation of the differences due to simple sampling
between the proportions of "tall" plants in two samples of 34
observations each is therefore
29 39
68 X 68 * 34
2 \J
u) =°-120'
or 12-0 per cent. The actual proportions observed are 50 per
cent. and 35 per cent.—difference 15 per cent. As this difference
is only slightly in excess of the standard error of the difference,
for samples of 34 observations drawn from identical material, no

definite significance could be attached to it—if it stood alone.
The student will notice, however, that all the other cases cited
from Darwin in the question referred to show an association of
the same sign, but rather more marked. Hence the difference
observed may be a real one, or perhaps the real difference may be
greater and may be partially masked by a fluctuation of sampling.
If 50 per cent. and 35 per cent. were the true proportions in the
two classes, the standard error of the percentage difference would
be, by equation (6),
/50 x 50 35 x 65\ „ „
*i2 = (^ 34 + —34— J = 11 -9 per cent.,
and consequently the actual difference might not infrequently be
completely masked by fluctuations of sampling, so long as experi-
ments were only conducted on the same small scale.
Example iv.—(Data from J. Gray, Memoir on the Pigmentation
Survey of Scotland, Jour• of the Royal Anthropological Institute,
vol. xxxvii., 1907.) The following are extracted from the tables
relating to hair-colour of girls at Edinburgh and Glasgow :—
Of Medium Total Per cent.
Hair-colour. observed. Medium.
Edinburgh . . 4,008 9,743 411
Glasgow . . 17,529 39,764 44-1
Can the difference observed in the percentage of girls of medium
hair-colour have arisen solely through fluctuations of sampling 1
In the two towns together the percentage of girls with medium
hair-colour is 43.5 per cent. If this were the true percentage,
the standard error of sampling for the difference between per-
centages observed in samples of the above sizes would be—
e12 = (43-5 x 56-5)* x (g^j + gg^j)'
= 056 per cent.

The actual difference is 3"0 per cent., or over 5 times this, and
could not have arisen.through the chances of simple sampling.
If we assume that the difference is a real one and calculate the
standard error by equation (6), we arrive at the same value, viz.
0"56 per cent. With such large samples the difference could not,
accordingly, be obliterated by the fluctuations of simple sampling
alone.
Case III.—Two samples are drawn from distinct material or
different universes, as in the last case, giving proportions of
A's p1 and p2, but in lieu of comparing the proportion p1 with
p2 it is compared with the proportion of A's in the two samples
together, viz. p0, where, as before,
Required to find whether the difference between pl and p0 can

have arisen as a fluctuation of simple sampling, p0 being the
true proportion of A's in both samples.
This case corresponds to the testing of an association which
is indicated by a comparison of the proportion of A's amongst
the B's with the proportion of A's in the universe. The general
treatment is similar to that of Case II., but the work is complicated
owing to the fact that errors in pl and p0 are not independent.
If e01 be the standard error of the difference between p1 and
p0, we have at once
eoi = £o + €i ~ "rm • £o€i
r01 being the correlation between errors of simple sampling in
P1 and p0. But, from the above equation relating p0 to p1
and p2, writing it in terms of deviations in p0 p^ and p2,
multiplying by the deviation in pl and summing, we have,
since errors in pl and p2 are uncorrected,
ni h= I ni
\ + n2 €0 V W1 + M2.
Therefore finally
r°1 = «,
Unless the difference between p0 and pl exceed, say, some
three times this value of €01, it may have arisen solely by the
chances of simple sampling.

It will be observed that if m1 be very small compared with
n2, e01 approaches, as it should, the standard error for a sample
of »i1 observations.
We omit, in this case, the allied problem whether, if the
difference between p1 and p0 indicated by the samples were
real, it might be wiped out in other samples of the same size
by fluctuations of simple sampling alone. The solution is a
little complex as we no longer have tl = Polo/(ni + n2)-
Example v.—Taking the data of Example iii., suppose that
we compare the proportion of tall plants amongst the offspring
resulting from cross-fertilisations (viz. 50 per cent.) with the
proportion amongst all offspring (viz. 29/68, or 42 6 per cent.).
As, in this case, both the subsamples have the same number
of observations, nl = n2 = 34, and
,-(rS^^y-0-060
or 6 per cent. As in the working of Example iii., the observed
difference is only 1.25 times the standard error of the difference,
and consequently it may have arisen as a mere fluctuation
of sampling.
Example vi.—Taking now the figures of Example iv., suppose
that we had compared the proportion of girls of medium hair-
colour in Edinburgh with the proportion in Glasgow and
Edinburgh together. The former is 41-1 per cent., the latter
43-5 per cent., difference 2-4 per cent. The standard error of
the difference between the percentages observed in the sub-
sample of 9743 observations and the entire sample of 49,507
observations is therefore
901 = (43-5x56-5){1&s|^r3)'
= 0-45 per cent.
The actual difference is over five times this (the ratio must, of
course, be the same as in Example iv.), and could not have occurred
as a mere error of sampling.
REFERENCES.
The theory of sampling, for the cases dealt with in this chapter, is generally
treated by first determining the frequency-distribution of the number of
successes in a sample. This frequency-distribution is not considered till
Chapter XV., and the student will be unable to ollow much of the literature
until he has read that chapter.
D^^-
"N
Experimental results of dice throwing, coin tossing, etc.
(1) Quetelet, A., Lettres .... sur la thiorie des probability; Bruxelles,
1846 (English translation by 0. G. Downes; C. & E. Layton, London,
1849). See especially letter xiv. and the table on p. 374 of the
French, p. 255 of the English, edition.
(2) Westergaard, H., Die Orundzilge der Theorie der Statistik; Fischer,
Jena, 1890.
(3) Edgeworth, F. Y., Article on the "Law of Error" in the Tenth Edition
of the Encyclopaedia Britannica, vol. xxviii., 1902, p. 280.
(4) Darbishisk, A. D., "Some Tables for illustrating Statistical Correla-
tion," Mem. and Proc. of the Manchester Lit. and Phil. Soe., vol. li.,
1907.
General: and applications to sex-ratio of births.

(5) Poisson, S. D., "Sur la proportion des naissances des filles et des
garcons," Memoires de I'Acad. des Sciences, vol. ix., 1829, p. 239.
(Principally theoretical: the statistical illustrations very slight.)
(6) Lexis, W., Zur Theorie der Massenerscheinungen in der menschlichen
Gesellschaft; Freiburg, 1877.
(7) Lexis, W., Abhandlungen zur Theorie der Bevblkerungs und Moralstati-
stik; Fischer, Jena, 1903. (Contains, with new matter, reprints of
some of Professor Lexis' earlier papers in a form convenient for
reference.)
(8) Edgeworth, F. Y., "Methods of Statistics," Jour. Roy. Stat. Soc,
jubilee volume, 1885, p. 181.
(9) Venn, John, The Logic of Chance, 3rd edn. ; Macmillan, London, 1888.
(Cf. the data regarding the distribution of sexes in families on p. 264,
to which reference was made in § 9.)
Trans. Roy. Soc, Series A, vol. clxxxvi., 1895, p. 343. (Sections 2 to
6 on the binomial distribution.)

(11) Edgeworth, F. Y., "Miscellaneous Applications of the Calculus of
Probabilities," Jour. Roy. Stat. Soc., vols. Ix., lxi., 1897-8 (especially
part ii., vol. lxi. p. 119).
(12) Vigor, H. D., and G. U. Yule, "On the Sex-ratios of Births in the
Registration Districts of England and Wales, 1881-90," Jour. Roy.
Stat. Soc., vol. lxix., 1906, p. 576. (Use of the harmonic mean as in
111.)
As regards the sex-ratio, reference may also be made to papers in
vols. v. and vi. of Biometrika by Heron, Weldon, and Woods.
The law of small chances (§ 12).
(13) Poisson, S. D., Recherches sur la probabilite ' des jugements, etc. ; Paris,
1837. (Pp. 205-7.)
(14) Bobtkewitsoh, L. von, Das Qesetz der kleinen Zahlen; Teubner,
Leipzig, 1898.
(15) Student, "On the Error of Counting with a Hsemacytometer," Biomet-
rika, vol. v. p. 351, 1907.
(16) Rutherford, E., and H. Geiger, with a note by H. Bateman,
"The probability variations in the distribution of a particles," Phil.
Mag., Series 6, vol. xx., 1910, p. 698. (The frequency of particles
emitted during a small interval of time follows the law of small
chances : the law deduced by Bateman in ignorance of previous work.)

270
EXERCISES.
1. (Ref. 4: total of columns of all the 13 tables given,)
Compare the actual with the theoretical mean and standard-deviation for
the following record of 6500 throws of 12 dice, 4, 5, or 6 being reckoned
as a "success."
Successes. Frequency.
Successes. Frequency.
1351
1
14
844
103
391
302
10
117
711
11
21
1231
12
1411
Total 6500
2. (Ref. 1.)
Balls were drawn from a bag containing equal numbers of black and white
balls, each ball being returned before drawing another. The records were then
grouped by counting the number of black balls in consecutive 2's, 3's, 4's, 5's,
etc. The following give the distributions so derived for grouping by 5's, 6's,
and 7's. Compare actual with theoretical means and standard-deviations.
Successes.
(o) Grouping
(6) Grouping
(c) Grouping
by Fives.
by Sixes.
by Sevens.
30
17
125
65
34
277
166
104
224
192
151
136
166
148
5
271
4. The proportion of successes in the data of Qu. 1 is 0 •5097. Find the stand-
ard-deviation of the proportion with the given number of throws, and state
whether you would regard the excess of successes as probably significant of bias
in the dice.
5. In the 4096 drawings on which Qu. 2 is based 2030 balls were black
and 2066 white. Is this divergence probably significant of bias?
6. If a frequency-distribution such as those of Questions 1,2, and 3 be given,
show how n andp, if unknown, maybe approximately determined from the
mean and standard-deviation of the distribution.
Find n audp in this way from the data of Qu. 1 and Qu. 3.
7. Verify the following results for Table VI. of Chapter IX. p. 163, and
compare the results of the different grouping of the table on p. 259. In

calculating the actual standard-deviation, use Sheppard's correction for
grouping (p. 208).
Actual
Standard-
Row or Rows.
Mean.
Standard-
deviation s.
deviation *
of Sampling s0.
508-2
11-60
11-18
509 5
6-79
6-45
610-0.
5-28
5-00
4,
511-1
5-03
4-22
5 <r.
510-2
3-67
3-73
6,7 •
509-7
4-13
3-24
8, 9, 10, 11
508-7
3-10
2-69
12, 13, 14
508-4
2-55
2-25
15 and upwards.
508-2
2-13
1-85
8. In a case of mice-breeding (see reference given in § 11) the harmonic
mean number in a litter was 4735, and the expected proportion of albinos
50 per cent. Find the standard-deviation of simple sampling for the pro-
portion of albinos in a litter, and state whether the actual standard-deviation
(21-63 per cent.) probably indicates any real variation, or not.
9. (Data from Report i., Evolution Committee of the Royal Society, p. 17.)
In breeding certain stocks 408 hairy and 126 glabrous plants were obtained.
If the expectation is one-fourth glabrous, is the divergence significant, or might
it have occurred as a fluctuation of sampling?
10. (Data of Example viii. and Qu. 5, Chap. III.) Is the association in
CHAPTER XIV.
SIMPLE SAMPLING CONTINUED: EFFECT OF
REMOVING THE LIMITATIONS OF SIMPLE SAMPLING.
1. Warning as to the assumption that three times the standard error gives the
range for the majority of fluctuations of simple sampling of either sign
—2. Warning as to the use of the observed for the true value of p in
the formula for the standard error—3. The inverse standard error, or
standard error of the true proportion for a given observed proportion:
equivalence of the direct and inverse standard^rors when n is large—
4-8. The importance of errors other than Actuations of "simple
sampling" in practice: unrepresentative Qt biassed samples—9-10.
Effect of divergences from the conditions of simple sampling: (a)
effect of variation in p and q for the several universes from which the
samples are drawn—11-12. (b) Effect of variation inp and q from one
sub-class to another within each universe—13-14. (c) Effect of a
correlation between the results of the several events—15. Summary.
1. There are two warnings as regards the methods adopted in
the examples in the concluding section of the last chapter
which the student should note, as they may become of importance
when the number of observations is small. In the first place, he
should remember that, while we have taken three times the
standard error as giving the limits within which, the great
majority of errors of sampling of either sign are contained,
the limits are not, as a rule, strictly the same for positive and
for negative errors. As is evident from the examples of actual
distributions in § 7, Chap. XIII., the distribution of errors is not
strictly symmetrical unless p = q = 0-5. No theoretical rule as
to the limits can be given, but it appears from the examples
referred to and from the calculated distributions in Chap. XV.
§ 3, that a range of three times the standard error includes
the great majority of the deviations in the direction of the

longer "tail" of the distribution, while the same range on the
shorter side may extend beyond the limits of the distribution
altogether. If, therefore, p be less than 0-5, our assumed range
may be greater than is possible for negative errors, or if p be
272
REMOVING THE LIMITATIONS OF SIMPLE SAMPLING. 273
greater than 0'5, greater than is possible for positive errors. The
assumption is not, however, likely as a rule to lead to a serious
mistake; as stated at the commencement of this paragraph, the
point is of importance only when n is small, for when n is large the
distribution tends to become sensibly symmetrical even for values
of p differing considerably from 0-5. (Gf. Chap. XV. for the
properties of the limiting form of distribution.)
2. In the second place, the student should note that, where we
were unable to assign any a priori value to p, we have assumed
that it is sufficiently accurate to replace p in the formula for the
standard error by the proportion actually observed, say ir.
Where n is large so that the standard error of p becomes small
relatively to the product pq the assumption is justifiable, and no

serious error is possible. If, however, n be small, the use of the
observed value i r may lead to an under- or over-estimation of the
standard error which cannot be neglected. To get some rough
idea of the possible importance of such effects, the approximate
standard error e may first be calculated as usual from the
observed proportion ir, and then fresh values recalculated, replac-
ing ir by ir + 3e. ^should be remembered that the maximum
value of the product pq is given by p = q = 0.5, and hence these
values, if within the limits of fluctuations of sampling, will give
one limiting value for the standard error. The procedure is by
no means exact, but may serve to give a useful warning.
Thus in Example iii. of Chap. XIII. the observed proportion of
tall plants is 29/68, or, say, 43 per cent. The standard error of
this proportion is 6 per cent., and a true proportion of 50 per
cent. is therefore well within the limits of fluctuations of sampling.
The maximum value of the standard error is therefore
/50 x50V Rrit.

I ._ J =6 "06 per cent.
On the other hand, the standard error is unlikely to be lower
than that based on a proportion of 43 - 18 = 25 per cent.,
/25x75\» KOK
( —7t— J = 5-25 per cent.
3. The two difficulties mentioned in §§ 1 and 2 arise when n,
the number of cases in the sample, is small. The interpretation
of the value of the standard error is also more limited in this
case than when n is large. Suppose a large number of observa-
tions to be made, by means of samples of n observations each, on
different masses of material, or in different universes, for each of
which the true value of p is known. On these data we could
18
form a correlation-table between the true proportion p in a given
universe and the observed proportion ir in a sampis-of n observa-
tions drawn therefrom. What we have found from the work of
the last chapter is that the standard-deviation of an array of w's
associated with a certain true value p, in this table, is (pq/n)*;
but the question may be asked —What is the standard-deviation
of the array at right angles to this, i.e. the array of p's associated
with a certain observed proportion irl In other words, given an
observed proportion ir, what is the standard-deviation of the true
proportions? This is the inverse of the problem with which we
have been dealing, and it is a much more difficult problem.
On general principles, however, we can see that if n be large,

the two standard-deviations will tend, on the average of all
values ofp, to be nearly the same, while if n be small the standard-
deviation of the array of ir's will tend to be appreciably the
greater of the two. For if ir =p + 8, 8 is uncorrelated with p,
and therefore if <rv be the standard-deviation of p in all the
universes from which samples are drawn, ov the standard-
deviation of observed proportions in the samples, and as the
standard-deviation of the differences, A
But o-j varies inversely as n. Hence if n become very large, <r«
becomes very small, o> becomes sensibly equal to <rp, and therefore
the standard-deviations of the arrays, on an average, are also
sensibly equal. If n be large, therefore, [ir(l _ ir)/n]» may be
taken as giving, with sufficient exactness, the standard-deviation
of the true proportion p for a given observed proportion ir. But
if n be small, as cannot be neglected in comparison with o-^ o-w is
therefore appreciably greater than <rp, and the standard-deviation
of the array of i9's is, on an average of all arrays, correspondingly

greater than the standard deviation of the array of p's—the state-
ment is not true for every pair of corresponding arrays, especially
for extreme values of p near 0 and 1. Further, it should be
noticed that, while the regression of ir on p is unity—i.e. the
mean of the array of v's is identical with p, the type of the
array—the regression of p on ir is less than unity. If we as-
sume, therefore, that a tabulation of all possible chances, observed
for every conceivable subject, would give a distribution of p
ranging uniformly between 0 and 1, or indeed grouped symmetri-
cally in any way round 0.5, any observed value ir greater than
0-5 will probably correspond to a true value of p slightly lower
than tt, and conversely. We have already referred to the use of
the inverse standard error in § 13 of Chap. XIII. (Case II., p. 265).
If we determine, for example, the standard error of the difference
&■
between two observed proportions by equation (6) of that chapter,
this may be taken, provided n be large, as approximately the
standard-deviation of true differences for the given observed
difference.
4. The use of standard errors must be exercised with care. It
is very necessary to remember the limited assumptions on which
the theory of simple sampling is based, and to bear in mind that
it covers those fluctuations alone which exist when all the assumed
conditions are fulfilled. The formulae obtained for the standard
errors of proportions and of their differences have no bearing
except on the one question, whether an observed divergence of a
certain proportion from a certain other proportion that might be
observed in a more extended series of observations, or that has

actually been observed in some other series, might or might not
be due to fluctuations of simple sampling alone. Their use is
thus quite restricted, for in many cases of practical sampling this
is not the principal question at issue. The principal question in
many such cases concerns quite a different point, viz. whether the
observed proportion ir in the sample may not diverge from the
proportion p existing in the universe from which it was drawn,
owing to the nature of the conditions under which the sample was
taken, tt tending to be definitely greater or definitely less than
p. Such divergence between ir and p might arise in two distinct
ways, (1) owing to variations of classification in sorting the
.4's and a's, the characters not being well defined—a source of
error which we need not further discuss, but one which may lead
to serious results \cf. ref. 5 of Chap. V.]. (2) Owing to either A's
or a's tending to escape the attentions of the sampler. To give
an illustration from artificial chance, if on drawing samples from
a bag containing a very large number of black and white balls

the observed proportion of black balls was tt, we could not
necessarily infer that the proportion of black balls in the bag was
approximately ir, even though the standard error were small, and
we knew that the proportions in successive samples were subject
to the law of simple sampling. For the black balls might be,
say, much more highly polished than the white ones, so as to
tend to escape the fingers of the sampler, or they might be re-
presented by a number of lively black insects sheltering amongst
white stones: in neither case would the ratio of black balls to
white, or of insects to stones, be represented in their proper pro-
portions. Clearly, in any parallel case, inferences as to the
material from which the sample is drawn are of a very doubtful
and uncertain kind, and it is this uncertainty whether the chance
of inclusion in the sample is the same for A's and a's, far more
than the mere divergences between different samples drawn in

the same way, which renders many statistical results based on
samples so dubious.
5. Thus in collecting returns as to family income and expendi-
ture from working-class households, the families with lower
incomes are almost certain to be under-represented; they largely
"escape the sampler's fingers" from their simple lack of ability
to keep the necessary accounts. It is almost impossible to say,
however, to what extent they are under-represented, or to form
any estimate as to the possible error when two such samples
taken by different persons at different times, or in different places,
are compared. Again, if estimates as to crop-production were
formed on the basis of a limited number of voluntary returns,
the estimates would be likely to err in excess, as the persons who

made the returns would probably include an undue proportion
of the more intelligent farmers whose crops would tend to be
above average. Whilst voluntary returns are in this way liable
to lead to more or less unrepresentative samples, compulsory
sampling does not evade the difficulty. Compulsion could not en-
sure equally accurate and trustworthy returns from illiterate
and well-educated workmen, from intelligent and unintelligent
farmers. The following of some definite rule in drawing the
sample may also produce unrepresentative samples: if samples
of fruit were taken solely from the top layers of baskets exposed
for sale, the results might be unduly favourable; if from the
bottom layer, unduly unfavourable.
6. In such cases we can see that any sample, taken in the
way supposed, is likely to be definitely biassed, in the sense
that it will not tend to include, even in the long run, equal
proportions of the A's and a's in the original material. In other
cases there may be no obvious reason for presuming such bias,

but, on the other hand, no certainty that it does not exist. Thus
if we noted the hair-colours of the children in, say, one
school in ten in a large town, the question would arise whether
this method would tend to give an unbiassed sample of all the
children. No assured answer could be given: conjectures on
the matter would be based in part on the way in which the
schools were selected, e.g. the volunteering of teachers for the work
might in itself introduce an element of bias. Again, if say
10,000 herrings were measured as landed at various North Sea
ports, and the question were raised whether the sample was
likely to be an unbiassed sample of North Sea herrings, no
assured answer could be given. There may be no definite reason
for expecting definite bias in either case, but it may exist, and
no mere examination of the sample itself can give any informa-
tion as to whether it exists or no.

7. Such an examination may be of service, however, as
indicating one possible source of bias, viz. great heterogeneity in
the original material. If, for example, in the first illustration,
the hair-colours of the children differed largely in the different
schools —much more largely than would be accounted for by
fluctuations of simple sampling— it would be obvious that one
school would tend to give an unrepresentative sample, and
questionable therefore whether the five, ten or fifteen schools
observed might not also have given an unrepresentative sample.
Similarly, if the herrings in different catches varied largely, it
would, again, be difficult to get a representative sample for a
large area. But while the dissimilarity of subsamples would
then be evidence as to the difficulty of obtaining a representative

sample, the similarity of subsamples would, of course, be no
evidence that the sample was representative, for some very
different material which should have been represented might
have been missed or overlooked.
8. The student must therefore be very careful to remember
that even if some observed difference exceed the limits of fluctua-
tion in simple sampling, it does not follow that it exceeds the
limits of fluctuation due to what the practical man would regard —
and quite rightly regard—as the chances of sampling. Further,
he must remember that if the standard error be small, it by no
means follows that the result is necessarily trustworthy: the
smallness of the standard error only indicates that it is not
untrustworthy owing to the magnitude of fluctuations of simple
sampling. It may be quite untrustworthy for other reasons:
owing to bias in taking the sample, for instance, or owing to definite
errors in classifying the -4's and a's. On the other hand, of course,
it should also be borne in mind that an observed proportion is not

necessarily incorrect, but merely to a greater or less extent
untrustworthy if the standard error be large. Similarly, if an
observed proportion jt1 in a sample drawn from one universe be
greater than an observed proportion ir2 in a sample drawn from
another universe, but ir, - ir2 is considerably less than three times
the standard error of the difference, it does not, of course, follow
that the true proportion for the given universes, p, and p2, are
most probably equal. On the contrary, p1 most likely exceeds p2;
the standard error only warns us that this conclusion is more or
less uncertain, and that possibly p2 may even exceed pv
9. Let us now consider the effect, on the standard-deviation of
sampling, of divergences from the conditions of simple sampling
which were laid down in § 8 of Chap. XIII.
First suppose the condition (a) to break down, so that there is
some essential difference between the localities from which, or the

conditions under which, samples are drawn, or that some essential
change has taken place during the period of sampling. We may
represent such circumstances in a case of artificial chance by
supposing that for the first /] throws of n dice the chance of
success for each die is pv for the next/2 throws pm for the next/*3
throws p3, and so on, the chance of success varying from time to
time, just as the chance of death, even for individuals of the same
age and sex, varies from district to district. Suppose, now, that
the records of all these throws are pooled together. The mean
number of successes per throw of the n dice is given by
M=j/(fip1+fip2+f»p*+ ■ ■ ■ ■ ) = n-pw
where N=^(f) is the whole number of throws and p0 is the mean
value 1(fp)IN of the varying chance p. To find the standard-

deviation of the number of successes at each throw consider that
the first set of throws contributes to the sum of the squares of
deviations an amount
fl[np1q1 + **(>' -#>)*],
n.plq1 being the square of the standard-deviation for these throws,
and n(p1 -p0) the difference between the mean number of
successes for the first set and the mean for all the sets together.
Hence the standard-deviation <r of the whole distribution is given
by the sum of all quantities like the above, or
Let o-;l be the standard-deviation of p, then the last sum is
N.n-dp and substituting 1 -p for q, we have
a1 = np0 - npl - no-], + nocrp
= np0q0 + n(n-1)o-; . . . . (1)
This is the formula corresponding to equation (1) of Chap.
XIII.: if we deal with the standard-deviation of the proportion
of successes, instead of that of the absolute number, we have,
dividing through by n2, the formula corresponding to equation

(2) of Chap. XIII., viz.—
n n v v'
10. If n be large and s0 be the standard-deviation calculated
from the mean proportion of successes p0, equation (2) is sensibly
of the form
s"' = 4 + 0%
Table showing Frequencies of Registration Districts in England and Wales
with Different Proportions of Deaths in Childbirth (including Deaths
from Puerperal Fever) per 1000 Births in the same Year, for the same
Groups of Districts as in the Table of Chap. XIII. § 10. Data from same
source. Decade 1881-90.
Deaths per
1000 Births.
5-
0-
2-
6-
3-
•o-
3-
5-
4.
-o-
4-
5-
.0-
5-
5-
0-
6-
5-
0-
5-
0-
5-
9-
0-
9-
5-
10
10
o-io-
10
5-
11-
Total
Mean
Standard- de- |
viation i
TheoreticaF
standard -de-
certain registration districts of England, in § 10 of Chap. XIII.
p. 259. It will be seen that in the first group of small districts
there appears to be a significant standard-deviation of some 6
units in the proportion of male births per thousand, but in the
more urban districts this falls to 1 or 2 units; in one case only
does s fall short of «0. In the table on p. 279 are given some
different data relating to the deaths of women in childbirth in the
same groups of districts, and in this case the effect of definite
causes is relatively larger, as one might expect. The values of
Js2 - si suggest an almost uniform significant standard-deviation
o-j, = 0"8 in the deaths of women per thousand births, five out of
the eight values being very close to this average. The figures of
this case also bring out clearly one important consequence of (2),
viz. that if we make n large s becomes sensibly equal to o-^ while
if we make n small s becomes more nearly equal to p0q0/n. Hence
if we want to know the significant standard-deviation of the pro-
portion p—the measure of its fluctuation owing to definite causes
—n should be made as large as possible; if, on the other hand, we
want to obtain good illustrations of the theory of simple sampling
n should be made small. If n be very large the actual standard-
deviation may evidently become almost indefinitely large com-
pared with the standard-deviation of sampling. Thus during the
20 years 1855-74 the death-rate in England and Wales fluctuated
round a mean value of 22-2 per thousand with a standard-devia-
tion of 0.86. Taking the mean population as roughly 21 millions,
the standard-deviation of sampling is approximately
22 x 978
21 x 106
This is only about one twenty-seventh of the actual value.

11. Now consider the effect of altering the second condition
of simple sampling, given in § 8 (6) of Chapter XIII., viz. the
condition that the chances p and q shall be the same for every
die or coin in the set, or the circumstances that regulate the
appearance of the character observed the same for every individual
or every sub-class in each of the universes from which samples
are drawn. Suppose that in the group of n dice thrown the
chances for m1 dice are p1 q1; for m2 dice, p2 q2, and so on,
the chances varying for different dice, but being constant
throughout the experiment. The case differs from the last, as
in that the chances were the same for every die, at any one
throw, but varied from one throw to another: now they are con-
stant from throw to throw, but differ from one die to another as
they would in any ordinary set of badly made dice. Required to
find the effect of these differing chances.
.v.
For-the mean number of successes we evidently have
M=m]p1 + m2p2 + mip:t+ ....
= n.p0
p0 being the mean chance 2(mp)/n. To find the standard-deviation
of the number of successes at each throw, it should be noted that
this may be regarded as made up of the number of successes in
the m1 dice for which the chances are pl qv together with the
number of successes amongst the m2 dice for which the chances
are p.2 q2, and so on: and these numbers of successes are all
independent. Hence
<r2 = mlp1q1 + m2p2q2 + mipiq3+ ....
= ^(mpq),
Substituting 1 -p for q, as before, and using <rp to denote the

standard-deviation of p,
o-'2 = n.p0q(l-iloj, . . . . (3)
or if s be, as before, the standard-deviation of the proportion of
successes,
■t
j>=M'--' . "(4)
nn
12. The effect of the chances varying for the individual dice or
other "events" is therefore to lower the standard-deviation, as
calculated from the mean proportion p0, and the effect may
conceivably be considerable. To take a limiting case, if p be zero
for half the events and unity for the remainder, p0 = q0 = \, and
<r,= L so that s is zero. To take another illustration, still some-
what extreme, if the values of p are uniformly distributed over
the whole range between 0 and 1, p0 = ?0 = £ as before but o-\ =
1/12 = 0-0833 (Chap. VIII. §J2, p. 143). Hence s2 = 0-1667/n,
s = 0-408/ Jn, instead of 0-5/ Jn, the value of s if the chances are
A in every case. In most practical cases, however, the effect will be
much less. Thus the standard-deviation of sampling for a death-
rate of, say, 18 per thousand in a population of uniform age and
one sex is (18 x 982)!/\/'i = 133/vV In a population of the age
composition of that of England and Wales, however, 'the death-
rate is not, of course, uniform, but varies from a high value in
infancy (say 150 per thousand), through very low values (2 to 4
per thousand) in childhood to continuously increasing values in
old age; the standard-deviation of the rate within such a popula-
tion is roughly about 30 per thousand. But the effect of this

variation on the standard-deviation of simple sampling is quite
small, for, as calculated from equation (4),
«2 = -(18x982-900)
s=l30/Jn
as compared with 133/\Jn.
13. We have finally to pass to the third condition (c) of § 8, Chap.
XIII., and to discuss the effect of a certain amount of dependence
between the several " events" in each sample. We shall suppose,
however, that the two other conditions (a) and (b) are fulfilled,
the chances^? and q being the same for every event at every trial,
and constant throughout the experiment. The problem is again
most simply treated on the lines of § 5 of the last chapter. The

standard^leviation for each event is (pq)i as before, but the events
are no longer independent: instead, therefore, of the simple
expression
o-2 = n.pq,
we must have (cf. Chap. XI. § 2)
<r2 = n.pq + 2pq(r12 + rli + .... r23+ ....),
where, r12, r13, etc. are the correlations between the results of the
first and second, first and third events, and so on—correlations
for variables (number of successes) which can only take the
values 0 and 1, but may nevertheless, of course, be treated as
ordinary variables (cf. Chap. XI. § 10). There are n(n-l)/2
correlation-coefficients, and if, therefore, r is the arithmetic mean
of the correlations we may write
^ = npq[l+r(n-l)]. . . . (5)
The standard-deviation of simple sampling will therefore be
increased or diminished according as the average correlation
between the results of the single events is positive or negative,

and the effect may be considerable, as o- may be reduced to zero
or increased to n(pqy. For the standard deviation of the propor-
tion of successes in each sample we have the equation
*2=-?[l+*•(*-1)1 - - • • (6)
It should be noted that, as the means and standard-deviations
for our variables are all identical, r is the correlation-coefficient
for a table formed by taking all possible pairs of results in the
n events of each sample.

It should also be noted that the case when r is positive covers
the departure from the rules of simple sampling discussed in
§§ 9-10: for if we draw successive samples from different records,
this introduces the positive correlation at once, even although the
results of the events at each trial are quite independent of one
another. Similarly, the case discussed in §§ 11-12 is covered by
the case when r is negative: for if the chances are not the same
for every event at each trial, and the chance of success for some
one event is above the average, the mean chance of success for the
remainder must be below it. The cases (a), (b) and (c) are, how-
ever, best kept distinct, since a positive or negative correlation
may arise for reasons quite different from those discussed in
§§ 9-12.
14. As a simple illustration, consider the important case of
sampling from a limited universe, e.g. of drawing n balls in
succession from the whole number w in a bag containing pw white
balls and qw black balls. On repeating such drawings a large
number of times, we are evidently equally likely to get a white
ball or a black ball for the first, second, or nth ball of the sample:
the correlation-table formed from all possible pairs of every sample
will therefore tend in the long-run to give just the same form of
distribution as the correlation-table formed from all possible pairs
of the w balls in the bag. But from Chap. XI. § 11 we
know that the correlation-coefficient for this table is - l/(w— 1),
whence
r2 = n.pq,
(■-H,)
w-n
w~ 1
If ra=1, we have the obviously correct result that <r = (pqY, as

in drawing from unlimited material: if, on the other hand, n = w,
o- becomes zero as it should, and the formula is thus checked for
simple cases. For drawing 2 balls out of 4, o- becomes 0-816
(npq)^; for drawing 5 balls out of 10, 0"745 (npq)i; in the case
of drawing half the balls out of a very large number, it approxi-
mates to (O'b.npqY, or 0.707 (npq)*.
In the case of contagious or infectious diseases, or of certain
forms of accident that are apt, if fatal at all, to result in whole-
sale deaths, r is positive, and if n be large (as it usually is in such
cases) a very small value of r may easily lead to a very great increase
in the observed standard-deviation. It is difficult to give a really
good example from actual statistics, as the conditions are hardly
ever constant from one year to another, but the following will
serve to illustrate the point. During the twenty years 1887-1906
there were 2107 deaths from explosions of firedamp or coal-dust
in the coal-mines of the United Kingdom, or an average of 105
deaths per annum. From § 12 of Chap. XIII. it follows that this
should be the square of the standard-deviation of simple sampling,
or the standard-deviation itself approximately 10-3. But the
square of the actual standard-deviation is 7178, or its value 84-7,
the numbers of deaths ranging between 14 (in 1903) and 317
(in 1894). This large standard-deviation, to judge from the
figures, is partly, though not wholly, due to a general tendency to
decrease in the numbers of deaths from explosions in spite of a
large increase in the number of persons employed; but even if we
ignore this, the magnitude of the standard-deviation can be

accounted for by a very small value of the correlation r, expressive
of the fact that if an explosion is sufficiently serious to be fatal to
one individual, it will probably be fatal to others also. For if <r0
denote the standard-deviation of simple sampling, o- the standard-
deviation of sampling given by equation (5), we have
(n-l)o-l
Whence, from the above data, taking the numbers of persons
employed underground at a rough average of 560,000,
707:5 +0-00012.
560000 x105
15. Summarising the preceding paragraphs, §§ 9-14, we see
that if the chances p and q differ for the various universes,
districts, years, materials, or whatever they may be from which
the samples are drawn, the standard-deviation observed will be
greater than the standard-deviation of simple sampling, as
calculated from the average values of the chances: if the average
chances are the same for each universe from which a sample is
drawn, but vary from individual to individual or from one sub-
class to another within the universe, the standard-deviation
observed will be less than the standard-deviation of simple
sampling as calculated from the mean values of the chances:
finally, if p and q are constant, but the events are no longer
independent, the observed standard-deviation will be greater or
less than the simplest theoretical value according as the corre-
lation between the results of the single events is positive or
negative. These conclusions further emphasise the need for
caution in the use of standard errors. If we find that the

standard-deviation in some case of sampling exceeds the standard-
deviation of simple sampling, two interpretations are possible:
either that p and q are different in the various universes from
which samples have been drawn (i.e. that the variations are
more or less definitely significant in the sense of § 13, Chap. XIII.),
or that the results of the events are positively correlated inter
se. If the actual standard-deviation fall short of the standard-
deviation of simple sampling, two interpretations are again
possible, either that the chances p and q vary for different
individuals or sub-classes in each universe, while approximately
constant from one universe to another, or that the results of
the events are negatively correlated inter se. Even if the
actual standard-deviation approaches closely to the standard-

deviation of simple sampling, it is only a conjectural and not
a necessary inference that all the conditions of " simple sampling"
as defined in § 8 of the last chapter are fulfilled. Possibly, for
example, there may be a positive correlation r between the
results of the different events, masked by a variation of the
chances p and q in sub-classes of each universe.
Sampling which fulfils the conditions laid down in § 8 of
Chap. XIII., simple sampling as we have called it, is generally
spoken of as random sampling. We have thought it better to
avoid this term, as the condition that the sampling shall be
random—haphazard—is npt the only condition tacitly assumed.
REFERENCES.
Of. generally the references to Chap. XIII., to which may be
added—
(I) Pearson, Karl, "On certain Properties of the Hypergeometrical Series,
and on the fitting of such Series to Observation Polygons in the Theory of
Chance," Philosophical Magazine, 5th Series, vol. xlvii., 1899, p. 236.

(An expansion of one section of ref. 10 of Chap. XIII., dealing with the
first problem of our § 14, i.e. drawing samples from a bag containing
a limited number of white and black balls, from the standpoint of the
frequency-distribution of the number of white or black balls in the
samples.)
EXERCISES.
1. Referring to Question 7 of Chap. XIII., work out the values of the
significant standard-deviation av (as in § 10) for each row or group of rows
there given, but taking row 5 with rows 6 and 7.
2. For all the districts in England and Wales included in the same table
(Table VI., Chap. IX.) the standard-deviation of the proportion of male births
per 1000 of all births is 7'46 and the mean proportion of male births 509'2.
The harmonic mean number of births in a district is 5070. Find the significant
standard-deviation ap.
3. If for one half of n events the chance of success is p and the chance of
failure q, whilst for the other half the chance of success is q and the chance of
failure p, what is the standard-deviation of the number of successes, the events
being all independent?
4. The following are the deaths from small-pox during the 20 years
1882-1901 in England and Wales: -
1882
1317
1892
431
S3
957
93
1457
84
2234
94
820
85
2827
95
22S
86
275
96
541
87
506
97
25
8s
1026
98
253
89
23
99
174
HO
16
1900
85
91
49
1901
356
The death-rate from small-pox being very small, the rule of § 12, Chap.
XIII., may be applied to estimate the standard-deviation of simple sampling.
Assuming that the excess of the actual standard-deviation over this can be
entirely accounted for by a correlation between the results of exposure to risk
of the individuals composing the population, estimate r. The mean population
during the period may be taken in round numbers as 29 millions.

CHAPTER XV.
THE BINOMIAL DISTRIBUTION AND THE
NORMAL CURVE.
1-2. Determination of the frequency-distribution for the number of successes
in n events: the binomial distribution—3. Dependence of the form
of the distribution on p, q and n—4-5. Graphical and mechanical
methods of forming representations of the binomial distribution—
6. Direct calculation of the mean and the standard-deviation from
the distribution - 7-8. Necessity of deducing, for use in many
practical cases, a continuous curve giving approximately, for large
values of n, the terms of the binomial series—9. Deduction of the
normal curve as a limit to the symmetrical binomial—10-11. The
value of the central ordinate—12. Comparison with a binomial dis-
tribution for a moderate value of n—13. Outline of the more general

conditions from which the curve can be deduced by advanced methods—
14. Fitting the curve to an actual series of observations—15. Difficulty
of a complete test of lit by elementary methods—16. The table of areas
of the normal curve and its use—17 The quartile deviation and the
"probable error"—18. Illustrations of the application of the normal
curve and of the table of areas.
1. In Chapters XIII. and XIV. the standard-deviation of the
number of successes in n events was determined for the several
more important cases, and the applications of the results indicated.
For the simpler cases of artificial chance it is possible, however, to
go much further, and determine not merely the standard-deviation
but the entire frequency-distribution of the number of "successes."
This we propose to do for the case of "simple sampling," in which
all the events are completely independent, and the chances p and
q the same for each event and constant throughout the trials.
The case corresponds to the tossing of ideally perfect coins (homo-
geneous circular discs), or the throwing of ideally perfect dice

(homogeneous cubes).
2. If we deal with one event only, we expect in N trials, Nq
failures and Np successes. Suppose we now combine with the
results of this first event the results of a second. The two events
are quite independent, and therefore, according to the rule of
287
4
N.p*
N.p*
"3
N.p3
N.p3
ZN.fq + N.p>q
iN.p3q
-P*
N.p8
2N.p2q + N.p9q
.fq
p>q9 + %N.p*q9
8N.fq*
8A
8N
N.p
N.pq + N.pq
2N.pq
pq"
pf
pi*
iN.pq3
N.pq9 + IN.
8N.
pq3 + 8N.
-1
?"
?9
<?
?3
g* N
N.q1
Number 8f Successes.
One event
Two events
Three events
Four events
00
CO
CD
>
CO
>—9
CD
THE BINOMIAL DISTRIBUTION AND THE NORMAL CURVE. 289
independence, of the Nq failures of the first event (Nq)q will be
associated (on an average) with failures of the second event, and
(Nq)p with successes of the second event (cf row 2 of the scheme
on p. 288). Similarly of the Np successful first events, (Np)q will
be associated (on an average) with failures of the second event
and (Np)p with successes. In trials of two events we would
therefore expect approximately Nq* cases of no success, 2Npq
cases of one success and one failure, and Np2 cases of two successes,
as in row 3 of the scheme. The results of a third event may be
combined with those of the first two in precisely the same way.
Of the Nq1 cases in which both the first two events failed, (Nq2)q
will be associated (on an average) with failure of the third also,
(Nq2)p with success of the third. Of the 2Npq cases of one

success and one failure, (2Npq)q will be associated with failure
of the third event and (2Npq)p with success, and similarly for
the Np2 cases in which both the first two events succeeded. The
result is that in N trials of three events we should expect Nq3
cases of no success, 3 Npq2 cases of one success, 3 Np2q cases of two
successes, and Np3 cases of three successes, as in row 5 of the
scheme. The scheme is continued for the results of a fourth
event, and it is evident that all the results are included under a
very simple rule: the frequencies of 0, 1, 2 ... . successes are
given
for one event by the binomial expansion of N(q +p)
for two events ,, ,, N(q+p)2
for three events „ ,, N(q+p)3
for four events „ ,, N(q+p)*
and soon. Quite generally, in fact:—the frequencies of0,1, 2 ... .
successes in N trials of n events are given by the successive terms
in the binomial expansion of N(q + p)n, viz.—

This is the first theoretical expression that we have obtained for
the form of a frequency-distribution.
3. The general form of the distributions given by such
binomial series will have been evident from the experimental
examples given in Chapter XIII., i.e. they are distributions
of greater or less asymmetry, tailing off in either direction
from the mode. The distribution is, however, of so much
importance that it is worth while considering the form in
greater detail. This form evidently depends (1) on the values
of q and p, (2) on the value of the exponent n. If p and q
are equal, evidently the distribution must be symmetrical, for
19
290
p and q may be interchanged without altering the value of
any term, and consequently terms equidistant from either
end of the series are equal. If p and q are unequal, on the
other hand, the distribution is asymmetrical, and the more
asymmetrical, for the same value of n, the greater the inequality
of the chances. The following table shows the calculated
distributions for n = 20 and values of p, proceeding by 0.1,
from 0.1 to 0.5. When p = 0.1, cases of two successes are the
A. —Terms of the Binomial Series 10,000 (q+pf for Values of p
from 0-l to 0 5. (Figures given to the nearest unit.)
Number of
p = Q-\
p = 0'2
y = 0-3
p = 04
p = 0-5
Successes.
9 = 0-9
9 = 0-8
9 = 07
? = 0-6
9 = 05
1216
115
2702
576
68
2852
1369
278
31
1901
2054
716
123
11
898
2182
1304
350
46
319
1746
1789
746
148
89
1091
1916
1244
370
20
545
1643
1659
739
If p = q the effect of increasing n is to raise the mean and
increase the dispersion. If p is not equal to q, however, not
only does an increase in n raise the mean and increase the
dispersion, but it also lessens the asymmetry; the greater
n, for the same value of p and q, the less the asymmetry.
Thus if we compare the first distribution of the above table
with that given by n= 100, we have the following :—
B.
-Terms of the Binomial Series 10,000 (0-9 + 0-1)11
to the nearest unit.)
(Figures given
Number
Number
Number
of
Frequency.
of
Frequency.
of
Frequency.
Successes.
Successes.
Successes.
1148
16
193
3
1304
17
106
16
10
1319
18
54
59
11
1199
19
26
159
12
988
20
12
339
13
743
21
596
. 14
513
22
889
15
327
23
292
binomial distributions. It will have been noted that any one
term—say the rth—in one series is obtained by taking q times the
rth term together with p times the (r-l)th term of the preceding
series. Now if AP, CR (figure 46) be two verticals, and a third,
BQ, be erected between them, cutting PR in Q, so that
AB:BC::q:p, then
BQ=p.AP + q.CR.
(This follows at once on joining AR and considering the two
segments into which BQ is divided.) Consider then some
binomial, say for the case p = j, q = \. Draw a series of verticals
(the heavy verticals of fig. 47) at any convenient distance apart
A if b p c
Fig. 46.
on a horizontal base line, and erect other verticals (the lighter
verticals) dividing the distance between them in the ratio of
q :p, viz. 3:1. Next, choosing a vertical scale, draw the binomial
polygon for the simplest case n = 1 ; in the diagram N has been
taken = 4096, and the polygon is abed, ob = 3072, lc= 1024. The
polygons for higher values of n may now be constructed graphi-
cally. Mark the points where ab, be, cd respectively cut the
intermediate verticals and project them horizontally to the right
on to the thick verticals. This gives the polygon ab'c'd'e for
n = 2. For ob' = q.ob, 1 c'=p.ob + q. lc, and so on. Similarly, if the
points where ab', b'c, etc., cut the intermediate verticals are
projected horizontally on to the thick verticals, we have the
polygon ab"c"d"e"f for n = 3. The process may be continued

indefinitely, though it will be found difficult to maintain any
high degree of accuracy after the first few constructions.
<i
«i
f>
r*
5. The mechanical method of constructing the representation of
a binomial series is indicated diagrammatically by fig. 48. The

294
apparatus consists of a funnel opening into a space—say a i inch in
depth—between a sheet of glass and a back-board. This space is
broken up by successive rows of wedges like 1, 2 3, 4 5 6, etc., which
will divide up into streams any granular material such as shot or
mustard seed which is poured through the funnel when the
apparatus is held at a slope. At the foot these wedges are
replaced by vertical strips, in the spaces between which the
48.—The Pearson-Galton Binomial Apparatus.
material can collect. Consider the stream of material that
comes from the funnel and meets the wedge 1. This wedge is
set so as to throw q parts of the stream to the left and p parts
to the right (of the observer). The wedges 2 and 3 are set so as
to divide the resultant streams in the same proportions. Thus
wedge 2 throws q2 parts of the original material to the left and
qp to the right, wedge 3 throws pq parts of the original material
to the left and p2 to the right. The streams passing these wedges
are therefore in the ratio of q2 : 2qp : p2. The next row of wedges
is again set so as to divide these streams in the same proportions

as before, and the four streams that result will bear the propor-
tions q3 : 3q2p : 3qp2 : p3. The final set, at the heads of the
vertical strips, will give the streams proportions q*: iq3p : Gq^p2:
iqps : p\ and these streams will accumulate between the strips
and give a representation of the binomial by a kind of histogram,
as shown. Of course as many rows of wedges may be provided
as may be desired.
This kind of apparatus was originally devised by Sir Francis
Gal ton (ref. 1) in a form that gives roughly the symmetrical
binomial, a stream of shot being allowed to fall through rows of
nails, and the resultant streams being collected in partitioned
spaces. The apparatus was generalised by Professor Pearson,
who used rows of wedges fixed to movable slides, so that they

could be adjusted to give any ratio of q :p. (Kef. 11.)
6. The values of the mean and standard-deviation of a binomial
distribution may be found from the terms of the series directly,
as well as by the method of Chap. XIII. (the calculation was
in fact given as an exercise in Question 8, Chap. VII., and
Question 6, Chap. VIII.). Arrange the terms under each other
as in col. 1 below, and treat the problem as if it were an arith-
metical example, taking the arbitrary origin at 0 successes: as
N is a factor all through, it may be omitted for convenience.
(1) (2) (3) (4)
Frequency/. Dev. {. /£. /{2.
q" 0 — —
n.qn-ip 1 TC.g"'-1p m.9"-Ip
W("~1)g"~2P2 2 n(n-l)qn-Y 2n(ra -1)?"-^2
iKn-l)(n-2) n(n-l)(n-2) 3n(tt -1 )(re - 2)
1.2.3 q r 1.2 9 r 1.2 q p
The sum of col. 1 is of course unity, i.e. we are treating N as

unity, and the mean is therefore given by the sum of the terms
in col. (3). But this sum is
np | g"-1 + (n - 1)g-fr + (n ~ ^ - 2)g"-y + . . . .}
= np(q +p)"j1 = np.
That is, the mean M is np, as by the method of Chap. XIII.

The square of the standard-deviation is given by the surn of
the terms in col. (4) less the square of the mean, that is,
2 = nplq"-
1 + 2(n-l)j"-2p + 8(^-^y -j"-3p2+ . . . . \-n2p\
But the series in the bracket is the binomial series (q +p)"~l
with the successive terms multiplied by 1, 2, 3, . . . It therefore
O gives the difference of the mean of the said binomial from - 1,
'and its sum is therefore (n- \)p + \. Therefore'
o-2 = np{(n - \)p + 1} - n2p2
= np - np"1 = npq.
7. The terms of the binomial series thus afford a means of
completely describing a certain class of frequency-distributions—
i.e. of giving not merely the mean and standard-deviation in

each case, but of describing the whole form of the distribution.
If N samples of n cards each be drawn from an indefinitely large
record of cards marked with A or a, the proportion of il-cards
in the record being p, then the successive terms of the series
N(q + p)n give the frequencies to be expected in the long run of
0, 1, 2, . . . .4-cards in the sample, the actual frequencies only
deviating from these by errors which are themselves fluctuations
of sampling. The three constants N, p, n, therefore, determine
the average or smoothed form of the distribution to which actual
distributions will more or less closely approximate.
Considered, however, as a formula which may be generally
useful for describing frequency-distributions, the binomial series
suffers from a serious limitation, viz. that it only applies to a
strictly discontinuous distribution like that of the number of
.4-cards drawn from a record containing A's and a's, or the number
of heads thrown in tossing a coin. The question arises whether
we can pass from this discontinuous formula to an equation

suitable for representing a continuous distribution of frequency.
8. Such an equation becomes, indeed, almost a necessity for
certain cases with which we have already dealt. Consider, for
example, the frequency-distribution of the number of male births
in batches of 10,000 births, the mean number being, say, 5100.
The distribution will be given by the terms of the series
(0-49 + 0'51)10000 and the standard-deviation is, in round numbers,
50 births. The distribution will therefore extend to some 150
births or more on either side of the mean number, and in order
to obtain it we should have to calculate some 300 terms of a
binomial series with an exponent of 10,000! This would not
only be practically impossible without the use of certain methods
of approximation, but it would give the distribution in quite

unnecessary detail: as a matter of practice, we would not have
compiled a frequency-distribution by single male births, but
would certainly have grouped our observations, taking probably
10 births as the class-interval. We want, therefore, to replace the
binomial series by some continuous curve, having approximately
the same ordinates, the curve being such that the area between
any two ordinates y, and y2 will give the frequency of observations
between the corresponding values of the variable x1 and xv
9. It is possible to find such a continuous limit to the binomial
series for any values of p and q, but in the present work we will
confine ourselves to the simplest case in which p = q-=0'5, and the
binomial is symmetrical. The terms of the series are
„.,, (, ra(ra-l) n(ra-1)(«-2) »

mr\1+w+ L2 + i.2.3 + — }•
The frequency of m successes is
Wr
m \n - m
and the frequency of m + 1 successes is derived from this by
multiplying it by (n-m)/(m+l). The latter frequency is
therefore greater than the former so long as
n—m>m+1
n-1
or m<—~- .
Suppose, for simplicity, that n is even, say equal to 2k; then the
frequency of h successes is the greatest, and its value is
12*
The polygon tails off symmetrically on either side of this greatest
ordinate. Consider the .frequency of k + x successes; the value is
y*=N^Y-Sk-x ■•"(»)
and therefore
yx (*)(*-!)(*-2) .... (k-x+l)
y0 (k + l)(k+2)(k + 3) . . . . (k + x)
x-
('-30 -!)('~!) ■■•■(, -s
('+D('+I)('+I)---('^X'^
(3)
Now let us approximate by assuming, as suggested in § 8, that
k is very large, and indeed large compared with x, so that (x/k)2
may be neglected compared with (x/k). This assumption does
not involve any difficulty, for we need not consider values of x
much greater than three times the standard-deviation or 3 Jk/2,
and the ratio of this to k is 3/ Jlk, which is necessarily small if k
be large. On this assumption we may apply the logarithmic
series
82 8s 8*
logXl+8) = 8-i + i-i+. . . .
to every bracket in the fraction (3), and neglect all terms beyond
the first. To this degree of approximation,
i<;=-I(i+2+3+----+^-i)-I
x(x - 1) X
kk
k'
Therefore, finally,
yx=y<fi =y0e
J _ ~& . . . . (4)
where, in the last expression, the constant k has been replaced by
the standard-deviation o-, for o-2 = k/2.
The curve represented by this equation is symmetrical about
the point x = 0, which gives the greatest ordinate y = y0. Mean,
median, and mode therefore coincide, and the curve is, in fact,
that drawn in fig. 5 and taken as the ideal form of the symmetri-
cal frequency-distribution in Chap. VI. The curve is generally
known as the normal curve of errors or of frequency, or the law
of error.
10. A normal curve is evidently defined completely by giving
the values of y0 and o- and assigning the origin of x. If we

desire to make a normal curve fit some given distribution as near
as may be, the last two data are given by the standard-deviation
and the mean respectively; the value of y0 will be given by the
fact that the areas of the two distributions, or the numbers of
observations which these areas represent, must be the same.
This condition does not, however, lead in any simple and
elementary algebraic way to an expression for y0, though such
a value could be found arithmetically to any desired degree
of approximation. For it is evident that (1) any alteration in

y0 produces a proportionate alteration in the area of the curve,
e.g. doubling y0 doubles every ordinate yx and therefore doubles
the area: (2) any alteration in o- produces a proportionate
alteration in the area, for the values of yx are the same for the
same values of x/o-, and therefore doubling o- doubles the distance
of every ordinate from the mean, and consequently doubles the
area. The area of the curve, or the number of observations
represented, is therefore proportional to y0o-, or we must have
AT=
axy0o-
where a. is a numerical constant. The value of a may be found
approximately by taking y0 and o- both equal to unity, calculating
the values of the ordinates yx for equidistant values of x, and

taking the area, or number of observations N, as given by the
sum of the ordinates multiplied by the interval.
11. The table below gives the values of y for values of x
proceeding by fifths of a unit; the values are, of course, the same
for positive and negative values of x. For the whole curve the
sum of the ordinates will be found to be 1253318, the interval
being 0-2 units; the area is therefore, approximately, 2-50664,
Ordinates ofthe Curve y — e ''. (For references to more extended
tables, see list on pp. 353-4.)
X.
V-
Logy.
X.
y-
Logi/.
1-00000
2-6
•03405
2-53209
0-2
■98020
1-99131
2-8
•01984
2-29757
0-4
•92312
1-96526
3-0
•01111
2-04567
0-6
•83527
1-92183
3-2
•00598
377641
0-8
•72615
1-86103
3-4
•00309
3-48978
10
■60653
1-78285
3-6
"00153
3-18577
1-2
•48675
1-68731
3-8
•00073
Stirling (1730) If n be large, we have, to a high degree of
approximation,
1 AT n"
\n= sJ2mr -„•
Applying Stirling's theorem to the factorials in equation (1) we
have
The complete expression for the normal curve is therefore
N -*,
y-i~â - - - ■ (fi)
The exponent may be written x2/c2 where c = V2.o-, and this is
the origin of the use of j2xo- (the "modulus ") as a measure
of dispersion, of 1/ 972.o- as a measure of "precision," and of 2o-2
as "thejluctuation" (c/. Chap. VIII. § 13). The use of the factor

2 or *]2 becomes meaningless if the distribution be not normal.
Another rule cited in Chap. VIII., viz. that the mean deviation
is approximately 4/5 of the standard-deviation, is strictly true
for the normal curve only. For this distribution the mean
deviation = <r J2/ir = 0-79788 . . . . o-: the proof cannot be given
within the limitations of the present work. The rule that a
range of 6 times the standard-deviation includes the great
majority of the observations and that the quartile deviation is
about 2/3 of the standard-deviation were also suggested by the
properties of this curve (see below §§ 16, 17).
12. In the proof of § 9 the assumption was made that k (the
half of the exponent of the binomial) was very large compared
with x (any deviation that had to be considered). In point
of fact, however, the normal curve gives the terms of the
symmetrical binomial surprisingly closely even for moderate
values of n. Thus if n = 64, k = 32, and the standard-deviation
is 4. Deviations x have therefore to be considered up to ±12

or more, which is over 1/3 of k. As will be seen, however, from
the annexed table, the ordinates of the normal curve agree with
those of the binomial to the nearest unit (in 10,000 observations)
up to x= ±15. The closeness of approximation is partly due
to the fact that, in applying the logarithmic series to the
fraction on the right of equation (3), the terms of the second
order in expansions of corresponding brackets in numerator and
denctmiaa.tQr • cancel each other: these terms, therefore, do not

accumulate, but only the terms of the third order. There is
only one second-order term that has been neglected, viz. that due
to the last bracket in the denominator. Even for much lower
values of n than that chosen for the illustration—e.g. 10 or 12
(cf. Qu. 4 at the end of this chapter)—the normal curve still
gives a very fair approximation.
Table showing (1) Ordinates of the Binomial Series 10,000 (J + \)u and
10,000 - 32
(2) Corresponding Ordinates of the Normal Curve y — —r= e
4\/2ir
Term.
32
31 and 33
30
29
28
27
26
25
34
35
36
37
38
39
Binomial
Normal
Series.
Curve.
993
997
963
967
878
880
753
753
606
605
459
457
326
324
217
216
Term.
24 and 40
23
22
21
20
19
18
17
41
42
43
44
45
46
47
Binomial
Normal
Series.
Curve.
136
135
80
79
302
Lotus, Pearl, American Naturalist, Nov. 1906). The question
arises, therefore, why, in such cases, the distribution should be
approximately normal, a form of distribution which we have only
shown to arise if the variable is the sum of a large number of
elements, each of which can take the values 0 and 1 (or other two
constant values), these values occurring independently, and with
equal frequency.
In the first place, it should be stated that the conditions of the
deduction given in § 9 were made a little unnecessarily restricted,
isoo
.1200
.$00
.600
\J00
mm
III
56 58 GO 6V
14
76 76 SO
64 66 68 70 72
Stature in. inches.
Fig. 49.—The Distribution of Stature for Adult Males in the British Isles
(fig. 6, p. 89), fitted with a Normal Curve: to avoid confusing the
figure, the frequency-polygon has not been drawn in, the tops of the
ordinates being shown by small circles.
with a view to securing simplicity of algebra. The deduction
may be generalised, whilst retaining the same type of proof, by
assuming that p and q are unequal (provided p — q be small

compared with Jnpq, cf. § 3), that p and q are not quite the
same for all the events, that all the events are not quite inde-
pendent, or that n is not large, but that some sort of continuous
variation is possible in the values of the elementary variables,
these being no longer restricted to 0 and 1, or two other discrete
values. (Cf. the deduction given by Pearson in ref. 11.) Pro-
ceeding further from this last idea, the deduction may be rendered
k:
more general still, without introducing the conception of the
binomial at all, by founding the curve on more or less complex
cases of the theory of sampling for variables instead of for
attributes. If a variable is the sum (or, within limits, some
slightly more complicated function) of a large number of other
variables, then the distribution of the compound or resultant
variable is normal, provided that the elementary variables are
independent, or nearly so. The forms of the frequency-distribu-
tions of the elementary variables affect the final distribution less
and less as their number is increased: only if their number is
moderate, and the distributions all exhibit a comparatively high
degree of asymmetry of uniform sign, will the same sign of
asymmetry be sensibly evident in the distribution of the compound

variable. On this sort of hypothesis, the expectation of normality
in the case of stature may be based on the fact that it is a highly
compound character—depending on the sizes of the bones of the
head, the vertebral column, and the legs, the thickness of the
intervening cartilage, and the curvature of the spine—the elements
of which it is composed being at least to some extent independent,
i.e. by no means perfectly correlated with each other, and their
frequency-distributions exhibiting no very high degree of asym-
metry of one and the same sign. The comparative rarity of
normal distributions in economic statistics is probably due in part
to the fact that in most cases, while the entire causation is
certainly complex, relatively few causes have a largely predominant
influence (hence also the frequent occurrence of irregular
distributions in this field of work), and in part also to a high
degree of asymmetry in the distributions of the elements on which
the compound variable depends. Errors of observation may in
general be regarded as compounded of a number of elements, due

to various causes, and it was in this connection that the normal
curve was first deduced, and received its name of the curve of
errors, or law of error.
14. If it be desired to compare some actual distribution
with the normal distribution, the two distributions should be
superposed on one diagram, as in fig. 49, though, of course, on
a much larger scale. When the mean and standard-deviation
of the actual distribution have been determined, y0 is given by
equation (5); the fit will probably be slightly closer if the
standard-deviation is adjusted by Sheppard's correction (Chap.
XI. § 3). The normal curve is then most readily drawn by plot-
ting a scale showing fifths of the standard-deviation along the
base line of the frequency diagram, taking the mean as origin,
and marking over these points the ordinates given by the figures
of the table on p. 299, multiplied in each case by y0. The curve

can be drawn freehand, or by aid of a curve ruler, through the
tops of the ordinates so determined. The logarithms of y in the
table on p. 299 are given to facilitate the multiplication. The only
point in. which the student is likely to find any difficulty is
in the use of the scales: he must be careful to remember
that the standard-deviation must be expressed in terms of the
class-interval as a unit in order to obtain for y0 a number of
observations per interval comparable with the frequencies of his
table.
The process may be varied by keeping the normal curve
drawn to one scale, and redrawing the actual distribution
so as to make the area, mean, and standard-deviation the
same. Thus suppose a diagram of a normal curve was printed

once for all to a scale, say, of ya = 5 inches, o- = 1 inch, and
it were required to fit the distribution of stature to it.
Since the standard-deviation is 2-57 inches of stature, the
scale of stature is 1 inch = 2-57 inch of stature, or 0-389 inches
= 1 inch of stature; this scale must be drawn on the base of the
normal-curve diagram, being so placed that the mean falls
at 67'46. As regards the scale of frequency-per-interval, this
is given by the fact that the whole area of the polygon showing
the actual distribution must be equal to the area of the
normal curve, that is 5 J2t9= 12-53 square inches. If, therefore,
the scale required is n observations per interval to the inch,
we have, the number of observations being 8585,
8585 12.53
which gives n = 266-6.
Though the second method saves curve drawing, the first,
on the whole, involves the least arithmetic and the simplest
plotting.
15. Any plotting of a diagram, or the equivalent arithmetical
comparison of actual frequencies with those given by the
fitted normal distribution, affords, of course, in itself, only a
rough test, of a practical kind, of the normality of the given
distribution. The question whether all the observed differences
between actual and calculated frequencies, taken together,
may have arisen merely as fluctuations of sampling, so that the
actual distribution may be regarded as strictly normal, neglecting
such errors, is a question of a kind that cannot be answered in
an elementary work (cf. ref. 19). At present the student is in
a position to compare the divergences of actual from calculated
frequencies with fluctuations of sampling in the case of single
class-intervals, or single groups of class-intervals only. If the

expected theoretical frequency in a certain interval is /, the
standard error of sampling is n^N -/)/N; and if the divergence
of the observed from the theoretical frequency exceed some
three times this standard error, the divergence is unlikely to
have occurred as a mere fluctuation of sampling.
It should be noted, however, that the ordinate of the normal
curve at the middle of an interval does not give accurately the
area of that interval, or the number of observations within it: it
would only do so if the curve were sensibly straight. To deal
strictly with problems as to fluctuations of sampling in the
frequencies of single intervals or groups of intervals, we require,
accordingly, some convenient means of obtaining the number of
observations, in a given normal distribution, lying between any

two values of the variable.
16. If an ordinate be erected at a distance x/<r from the mean,
in a normal curve, it divides the whole area into two parts, the
ratio of which is evidently, from the mode of construction of the
curve, independent of the values of y0 and of o\ The calculation
of these fractions of area for given values of x/o-, though a long
and tedious matter, can thus be done once for all, and a table
giving the results is useful for the purpose suggested in § 15 and
in many other ways. References to complete tables are cited at
the end of this work (list of tables, pp. 353-4), the short table below
being given only for illustrative purposes. The table shows the
greater fraction of the area lying on one side of any given ordinate;
e.g. 0-53983 of the whole area lies on one side of an ordinate at
O.lo- from the mean, and 046017 on the other side. It will be
seen that an ordinate drawn at a distance from the mean equal to
the standard-deviation cuts off some 16 per cent. of the whole
area on one side; some 68 per cent. of the area will therefore be
contained between ordinates at ± o-. An ordinate at twice the
standard-deviation cuts off only 2.3 per cent., and therefore some
95-4 per cent. of the whole area lies within a range of + 2o-. As
three times the standard-deviation the fraction of area cut off is
reduced to 135 parts in 100,000, leaving 99-7 per cent. within a
range of + 3o-. This is the basis of our rough rule that a range
of 6 times the standard-deviation will in general include the
great bulk of the observations: the rule is founded on, and is only
strictly true for, the normal distribution. For other forms of
distribution it need not hold good, though experience suggests
that it more often holds than not. The binomial distribution,
especially Up and q be unequal, only becomes approximately normal
when n is large, and this limitation must be remembered in applying
the table given, or similar more complete tables, to cases in which
the distribution is strictly binomial.
20
306
Table shcnving the Greater Fraction of the Area of a Normal Curve to One
Side of an Ordinate of Abscissa x{a. (For references to more extended
tables, see list on pp. 853-4.)
Greater
Greater
x/tr.
Fraction of
x/a.
Fraction of
Area.
Area.
0
•60000
2-1
•98214
0-1
•53983
2-2
•98610
0-2
•57926
28
•98928
0-3
•61791
2-4
-99180
0-4
•65542
2-5
•99379
0-5
•69146
2-6
•99534
0-6
-72575
27
•99653
07
•76804
2.8
•99744
0-8
•78814
2-9
•99813
0-9
•81594
3-0
•99865
1-0
•84134
3-1
•99903
11
•86433
3-2
•99931
1-2
-88493
83
•99952
1-3
•90320
34
-99966
1-4
THE BINOMIAL DISTRIBUTION AND THE NORMAL CURVE!. 307
unreliability of observed statistical results, and the term probable
error is given to this quantity. It should be noted that the word
"probable" is hardly used in its usual sense in this connection:
the probable error is merely a quantity such that we may expect
greater and less errors of simple sampling with about equal
frequency, provided always that the distribution of errors is
normal. On the whole, the use of the "probable error" has little
advantage compared with the standard, and consequently little
stress is laid on it in the present work ; but the term is in constant
use, and the student must be familiar with it.
It is true that the " probable error " has a simpler and more direct
significance than the standard error, but this advantage is lost as
soon as we come to deal with multiples of the probable error.

Further, the best modern tables of the ordinates and area of the
normal curve are given in terms of the standard-deviation or
standard error, not in terms of the probable error, and the mul-
tiplication of the former by 0-6745, to obtain the probable error,
is not justified unless the distribution is normal. For very large
samples the distribution is approximately normal, even though p
and q are unequal; but this is not so for small samples, such as
often occur in practice. In the case of small samples the use of
the "probable error" is consequently of doubtful value, while the
standard error retains its significance as a measure of dispersion.
The "probable error," it may be mentioned, is often stated after
an observed proportion with the + sign before it; a percentage
given as 20"5 + 2-3 signifying "20-5 per cent., with a probable
error of 2.3 per cent."
If an error or deviation in, say, a certain proportion p only just
exceed the probable error, it is as likely as not to occur in simple
sampling: if it exceed twice the probable error (in either direction),

it is likely to occur as a deviation of simple sampling about 18
times in 100 trials—or the odds are about 4.6 to 1 against its
occurring at any one trial. For a range of three times the probable
error the odds are about 22 to 1, and for a range of four times the
probable error 142 to 1. Until a deviation exceeds, then, 4 times
the probable error, we cannot feel any great confidence that it is
likely to be "significant." It is simpler to work with the standard
error and take ± 3 times the standard error as the critical range:
for this range the odds are about 370 to 1 against such a devia-
tion occurring in simple sampling at any one trial.
18. The following are a few miscellaneous examples of the use
of the normal curve and the table of areas.
Example i.—A hundred coins are thrown a number of times.
How often approximately in 10,000 throws may (1) exactly 65
heads, (2) 65 heads or more, be expected 1

The standard-deviation is \A)-5 x 05 x 100 = 5. Taking the
distribution as normal, y0 = 797-9.
The mean number of heads being 50, 65 - 50 = 3er. The
frequency of a deviation of 3o- is given at once by the table (p. 299)
as 797-9 x 0111 . . . . =8-86, or nearly 9 throws in 10,000. A
throw of 65 heads will therefore be expected about 9 times.
The frequency of throws of 65 heads or more is given by the
area table (p. 306), but a little caution must now be used, owing
to the discontinuity of the distribution. A throw of 65 heads is
equivalent to a range of 64-5-65.5 on the continuous scale of the
normal curve, the division between 64 and 65 coming at 64-5.
64-5 ~ 50= + 2-9o-, and a deviation of +2-9.o- or more, will only
occur, as given by the table, 187 times in 100,000 throws, or, say,
19 times in 10,000.
Example ii.—Taking the data of the stature-distribution of fig.
49 (mean 67.46, standard-deviation 2-57 in.), what proportion of
all the individuals will be within a range of + 1 inch of the
mean?
1 inch = 0389o\ Simple interpolation in the table of p. 306
gives 0-65129 of the area below this deviation, or a more extended
table the more accurate value 0-65136. Within a range of
+ 0-389o- the fraction of the whole area is therefore 0'30272, or the
statures of about 303 per thousand of the given population will lie
within a range of ± 1 inch from the mean.
Example iii.—In a case of crossing a Mendelian recessive by a
heterozygote the expectation of recessive offspring is 50 per cent.
(1) How often would 30 recessives or more be expected amongst 50
offspring owing simply to fluctuations of sampling 1 (2) How many
offspring would have to be obtained in order to reduce the probable
error to 1 per cent.?

The standard error of the percentage of recessives for 50
observations is 50 \/l/50 = 7-07. Thirty recessives in fifty is
a deviation of 5 from the mean, or, if we take thirty as representing
29-5 or more, 4.5 from the mean; that is, 0'636.o-. A positive
deviation of this amount or more occurs about 262 times in 1000,
so that 30 recessives or more would be expected in more than a
quarter of the batches of 50 offspring. We have assumed
normality for rather a small value of n, but the result is sufficiently
accurate for practical purposes.
As regards the second part of the question we are to have
•6745x50s/l/^=l,
n being the number of offspring. This gives n=1137 to the
nearest unit.
Example iv.—The diagram of fig. 49 shows that the number of
statures recorded in the group "62 in. and less than 63" is
markedly less than the theoretical value. Could such a difference
occur owing to fluctuations of simple sampling; and if so, how
often might it happen?
The actual frequency recorded is 169. To obtain the theoreti-
cal frequency we may either take it as given roughly by the
ordinate in the centre of the interval, or, better, use the integral
table. Remembering that statures were only recorded to the
nearest \ in., the true limits of the interval are 61-J-f—62j£, or
61"94-62-94, mid-value 62"44. This is a deviation from the
mean (67"46) of 5-02. Calculating the ordinate of the normal
curve directly we find the frequency 197-8. This is certainly, as

is evident from the form of the curve, a little too small. The
interval actually lies between deviations of 4-52 in. and 5.52
in., that is, l-759o-and 2148o\ The corresponding fractions of
area are 0-96071 and 0"98418, difference, or fraction of area
between the two ordinates, 0/02347. Multiplying this by the
whole number of observations (8585) we have the theoretical
frequency 201'5.
The difference of theoretical and observed frequencies is therefore
32-5. But the proportion of observations which should fall into
the given class is 0-023, the proportion falling into other classes
0.977, and the standard error of the class frequency is accordingly
x/0-023 x 0-977 x 8585 = 14-0. As the actual deviation is only
2-32 times this, it could certainly have occurred as a fluctuation of
sampling.
The question how often it might have occurred can only be
answered if we assume the distribution of fluctuations of sampling
to be approximately normal. It is true that p and q are very

unequal, but then n is very large (8585)—so large that the
difference of the chances is fairly small compared with Jnpq
(about one-fifteenth). Hence we may take the distribution of
errors as roughly normal to a first approximation, though a
first approximation only. The tables give 0-990 of the area
below a deviation of 2.320-, so we would expect an equal or
greater deficiency to occur about 10 times in 1000 trials, or once
in a hundred.
REFERENCES.
The Binomial Machine.
(1) Galton, Francis, Natural Inheritance; Macmillan & Co. London, 1889,
(Mechanical method of forming a binomial or normal distribution,
chap. v., p. 63; for Pearson's generalised machine, see below,
ref. 11.)
Frequency Curves.
For the early classical memoirs on the normal curve or law of error
by Laplace, Gauss, and others, see Todhunter's History (1 n traduction:
ref. 7). The literature of this subject is too extensive to enable us to do
more than cite a few of the more recent memoirs, of which 5, 6, and 11
are of fundamental importance. The student will find other citations
in 5, 7, and 12.
(2) Charlier, C. V. L., "Researches into the Theory of Probability " (Com-
munications from the Astronomical Observatory, Lund); Lund, 1906.
(3) Edgeworth, F. Y., "On the Representation of Statistics by Mathema-
tical Formula;," Jour. Soy. Stat. Soc., vol. lxi., 1898 ; vol. Ixii, 1899;
and vol. lxiii , 1900.
(4) Edgeworth, F. Y., Article on the '' Law of Error" in the Encyclopaedia
Britannica, 10th edn., vol. xxviii., 1902, p. 280.
(5) Edgeworth, F. Y., "The Law of Error," Cambridge Phil. Trans., vol.
xx., 1904, pp. 36-65, 113-141 (and an appendix, pp. i-xiv, not
printed in the Cambridge Phil. Trans.).
(6) Edgeworth, F. Y., "The Generalised Law of Error, or Law of Great
Numbers," Jour. Roy. Stat. Soc., vol. lxix., 1906, p. 497.
(7) Edgeworth, F. Y., "On the Representation of Statistical Frequency by
a Curve," Jour. Roy. Stat. Soc, vol. lxx., 1907, p. 102.
(8) Fechner, G. T., Kollektivmasslehre (herausgegeben von G. F. Lipps);
Engelmann, Leipzig, 1897.
(9) Kaptetn, J. C, Skew Frequency Curves in Biology and Statistics;
Noordhoff, Groningen; Wm. Dawson & Sons, London, 1903.
(10) Macalister, Donald, "The Law of the Geometric Mean," Proc. Roy.
Soc., vol. xxix., 1879, p. 367.
Trans. Roy. Soc, Series A, vol. clxxxvi., 1895, p. 343.
(For the generalised binomial machine, see § 1. The memoir deals

with curves derived from the general binomial, and from a somewhat
analogous series derived from the case of sampling from limited
material. Supplement to the memoir, ibid., vol. cxcvii., 1901, p. 443.
For a derivation of the same curves from a modified standpoint,
ignoring the binomial and analogous distributions, cf. chap• x., ref. 12.)
(12) Pearson Karl, "Das Fehlergesetz und seine Verallgemeinerungen
durch Fechner und Pearson": A Rejoinder, Biometrika, vol. iv., 1905,
p. 169.
(13) Sheppard, W. F., "On the Application of the Theory of Error to Cases
of Normal Distribution and Normal Correlation," Phil. Trans. Roy.
Soc, Series A, vol. cxcii., 1898, p. 101. (Includes a geometrical treat-
ment of the normal curve.)
(14) Yule, G. U., "On the Distribution of Deaths with Age when the Causes
of Death act cumulatively, and similar Frequency-distributions,"
Jour. Roy. Stat. Soc, vol. lxxiii., 1910, p. 26. (A binomial distribu-
tion with negative index, and the related curve, i.e. a special case of
one of Pearson's curves, ref. 11.)
The Resolution of a Distribution compounded of two Normal
Curves into its Components.
(15) Pearson, Karl, "Contributions to the Mathematical Theory of Evolu-
tion (on the Dissection of Asymmetrical Frequency Curves)," Phil.
Trans. Roy. Soc, Series A, vol. clxxxv., 1894, p. 71.

(16) Edgeworth, F. Y., "On the Representation of Statistics by Mathema-
tical Formulae," partii., Jour. Boy. Stat. Soc, vol. lxii., 1899, p. 125.
(17) Pearson, Karl, "On some Applications of the Theory of Chance to
Racial Differentiation," Phil. Mag., 6th Series, vol. i., 1901, p. 110.
(18) Helguero, Fernando de, "Per la risoluzione delle curve dimorfiche,"
Biomttrika, vol. iv., 1905, p. 230. Also memoir under the same title
in the Transactions of the Reale Accademia dei Lincei, Rome, vol. vi.
1906. (The first is a short note, the second the full memoir.)
See also the memoir by Charlier, cited in (2), section vi. of that
memoir dealing with the problem of dissection.
Testing the Fit of a Theoretical to an Observed Distribution.
(19) Pearson, Karl, "On the Criterion that a given System of Deviations
from the Probable, in the case of a Correlated System of Variables, is

such that it can be reasonably supposed to have arisen from random
sampling," Phil. Mag., July 1900, p. 157.
EXERCISES.
1. Calculate the theoretical distributions for the three experimental cases
(1), (2), and (3) cited in § 7 of Chapter XIII.
2. Show that if np be a whole number, the mean of the binomial coincides
with the greatest term.
3. Show that if two symmetrical binomial distributions of degree n (and
of the same number of observations) are so superposed that the rth term of
the one coincides with the (r + l)th term of the other, the distribution
formed by adding superposed terms is a symmetrical binomial of degree n +1.
[Note: it follows that if two normal distributions of the same area and
standard-deviation are superposed so that the difference between the means is
small compared with the standard-deviation, the compound curve is very
nearly normal. ]
4. Calculate the ordinates of the binomial 1024 (0.5 + 0.5)10, and compare
them with those of the normal curve.

5. Draw a diagram showing the distribution of statures of Cambridge
Students (Chap. VII., Table VII.), and a normal curve of the same area,
mean, and standard-deviation superposed thereon.
6. Compare the values of the semi-interquartile range for the stature
distributions of male adults in the United Kingdom and Cambridge Students,
(1) as found directly, (2) as calculated from the standard-deviation, on the
assumption that the distribution is normal.
7. Taking the mean stature for the British Isles as 67"46 in. (the dis-
tribution of fig. 49), the mean for Cambridge students as 68 "85 in., and the
common standard-deviation as 2 -66 in., what percentage of Cambridge students
exceed the British mean in stature, assuming the distribution normal?
8. As stated in Chap. XIII., Example ii., certain crosses of Pisum sativum
based on 7125 seeds gave 25-32 per cent. of green seeds instead of the theoretical
proportion 25 per cent., the standard error being 0.51 per cent. In what per-
centage of experiments based on the same number of seeds might an equal or
greater percentage bo expected to occur owing to fluctuations of sampling
alone?
9. In what proportion of similar. experiments based on (1) 100 seeds, (2)
1000 seeds, might (a) 30 per cent. or more, (6) 35 per cent. or more, of green
seeds, be expected to occur, if ever?

10. In similar experiments, what number of seeds must be obtained to
make the " probable error" of the proportion 1 per cent.?
11. If skulls are classified as dolichocephalic when the length-breadth
index is under 75, mesocephalic when the same index lies between 75 and 80,
and brachycephalic when the index is over 80, find approximately (assuming
that the distribution is normal) the mean and standard-deviation of a series
in which 58 per cent. are stated to be dolichocephalic, 38 per cent. meso-
cephalic, and 4 per cent. brachycephalic.

CHAPTER XVI.
NORMAL CORRELATION.
1-3. Deduction of the general expression for the normal correlation surface
from the case of independence—4. Constancy of the standard-
deviations of parallel arrays and linearity of the regression—5. The
contour lines: a series of concentric and similar ellipses—6. The
normal surface for two correlated variables regarded as a normal
surface for uncorrelated variables rotated with respect to the axes of
measurement: arrays taken at any angle across the surface are normal
distributions with constant standard-deviation : distribution of and
correlation between linear functions of two normally correlated
variables are normal: principal axes—7. Standard-deviations round
the principal axes—8-11. Investigation of Table III., Chap. IX., to
test normality: linearity of regression, constancy of standard-deviation

of arrays, normality of distribution obtained by diagonal addition,
contour lines—12-13. Isotropy of the normal distribution for two
variables—14. Outline of the principal properties of the normal dis-
tribution for n variables.
1. The expression that we have obtained for the "normal "dis-
tribution of a single variable may readily be made to yield a
corresponding expression for the distribution of frequency of pairs
of values of two variables. This normal distribution for two
variables, or "normal correlation surface," is of great historical
importance, as the earlier work on correlation is, almost with-
out exception, based on the assumption of such a distribution;
though when it was recognised that the properties of the correla-
tion-coefficient could be deduced, as in Chap. IX , without reference
to the form of the distribution of frequency, a knowledge of
this special type of frequency-surface ceased to be so essential.
But the generalised normal law is of importance in the theory of
sampling: it serves to describe very approximately certain actual

distributions (e.g. of measurements on man); and if it can be
assumed to hold good, some of the expressions in the theory of
correlation, notably the standard-deviations of arrays (and, if
more than two variables are involved, the partial correlation-
coefficients), can be assigned more simple and definite meanings
than in the general case. The student should, therefore, be
familiar with the more fundamental properties of the distribution.
313
2. Consider first the case in which the two variables are com-
pletely independent. Let the distributions of frequency for the
two variables xl and x2 , singly, be
"\
yi=yi«
y2=y2e
la
x?
(1)
Then, assuming independence, the frequency-distribution of pairs
of values must, by the rule of independence, be given by
<£D ■ ■»
yi2 = y12e
where
y1 2 = !LP = 7, . . . (3)
Equation (2) gives a normal correlation surface for one special
case, the correlation-coefficient being zero. If we put x2 = a con-
stant, we see that every section of the surface by a vertical plane
parallel to the xl axis, i.e. the distribution of any array of a^'s, is
a normal distribution, with the same mean and standard-deviation
as the total distribution of Z1's, and a similar statement holds for
the array of x2's; these properties must hold good, of course, as
the two variables arc assumed independent (cf. Chap. V. § 13).
The contour lines of the surface, that is to say, lines drawn on
the surface at a constant height, are a series of similar ellipses
with major and minor axes parallel to the axes of x1 and x2 and
proportional to o-1 and o-2, the equations to the contour lines being
of the general form
+ ^ = C .... (4)
a.
Pairs of values of x1 and x2 related by an equation of this form
are, therefore, equally frequent.
3. To pass from this special case of independence to the general
case of two correlated variables, remember (Chap. XII. § 8)
that if
V%\ =X2~ °2VXl
x1 and x2v as also x2 and x12 are uncorrelated. If they are not
merely uncorrelated but completely independent, and if the dis-

NORMAL CORRELATION. 315
tribution of each of the deviations singly be normal, we must have
for the frequency-distribution of pairs of deviations of x1 and x21
(I41) ■■•<*>
-H-i
But
1 .|. -21 — * .1. ^2 - 0 *i*a
J ~T ■t 9/1 *> \ i 9/-1 9\ «?*«
o-? T oi, of(l - r?2) T oJ(l - rf2) %o-2(l - r>a)
X\ 3C% XyCi
z-r + zr- 2»v
r''2
2 i 2 *" 11
"■1.2 Via o-i.2-tr2.i

Evidently we would also have arrived at precisely the same
expression if we had taken the distribution of frequency for x2
and x12, and reduced the exponent
— + —.
O^ CTi.2
We have, therefore, the general expression for the normal
correlation surface for two variables
-<t4-.'»^) " " • <6>
„ - „' t v la "2.1 1.2 2.1'
Further, since xl and x2.v x2 and *1.2, are independent, we must
have
, = N = N_ = iV
'2ir.<ri<r2A 27T.tr2.0-L2 27r.o-1.o-2(l - r%y '^'
4. If we assign to x2 some fixed value, say h2, we have the
distribution of the array of x^s of type h2,
'°1.J "2.1 l.-flV
= y'12.e 2o2. e 2"i-2

This is a normal distribution of standard-deviation u12, with a
mean deviating by r12—-h2 from the mean of the whole distribu-
tion of *1's. As A2 represents any value whatever of x2, we see
(1) that the standard-deviations of all arrays of x1 are the same,

316
and equal to o-12: (2) that the regression of x1 on x2 is strictly
linear. Similarly, of course, if we assign to *l any value hv we
will find (1) that the standard-deviations of all arrays of x2 are
the same: (2) that the regression of x2 on x, is strictly linear.
Axes of Measurement
M t Mean of whole surface
and is also the summit of
the surface
RR.CC,- Lines of means
Contour lines and Axes of
normal correlation surfa<e
Fig. 50.—Principal Axes and Contour Lines of the normal

Correlation Surface.
5. The contour lines are, as in the case of independence, a
series of concentric and similar ellipses; the major and minor
axes are, however, no longer parallel to the axes of x1 and x2, but
make a certain angle with them. Fig. 50 illustrates the calcu-
lated form of the contour lines for one case, RR and CC being
the lines of regression. As each line of regression cuts every

array of x1 or of x2 in its mean, and as the distribution of every
array is symmetrical about its mean, RR must bisect every
horizontal chord and CC every vertical chord, as illustrated
by the two chords shown by dotted lines: it also follows that
RR cuts all the ellipses in the points of contact of the horizontal
tangents to the ellipses, and CC in the points of contact of
the vertical tangents. The surface or solid itself, somewhat
truncated, is shown in fig. 29, p. 166.
6. Since, as we see from fig. 50, a normal surface for two
correlated variables may be regarded merely as a certain surface
for rvhieh r is zero turned round through some angle, and since
lor every angle through which it is turned the distributions of all
£ca arrays and x2 arrays are normal, it follows that every section
of a normal surface by a vertical plane is a normal curve, ie. the
distributions of arrays taken at any angle across the surface are
normal. It also follows that, since the total distributions of xl
and x2 must be normal for every angle though which the surface
is turned, the distributions of totals given by slices or arrays
taken at any angle across a normal surface must be normal
distributions. But these would give the distributions of functions
like a.x1±b.x2, and consequently (1) the distribution of any
linear function of two normally distributed variables x1 and x2
must also be normal; (2) the correlation between any two linear
functions of two normally distributed variables must be normal
correlation.
To find the angle 6 through which the surface has been turned,
from the position for which the correlation is zero to the position
for which the coefficient has some assigned value r, we must use
a little trigonometry. The major and minor axes of the ellipses
are sometimes termed the principal axes. If (v £, be the co-

ordinates referred to the principal axes (the f1-axis being the
x1 axis in its new position) we have for the relation between £v
£2, xv x.2, the angle 6 being taken as positive for a rotation of
the «1-axis which will make it, if continued through 90°, coincide
in direction and sense with the a^-axis,
£i = xv cos 6 + x2. sin 6 \
f2 = x2. cos 6 - xv sin 6 )
(8)
But, since £1 £2 are uncorrelated, 2(f1£2) = 0. Hence, multiplying
together equations (8) and summing,
0 = (o-° - erf) sin 20 + 2r12.o-lo-, cos 20
tan20=-f^? . . . . (9)
It should be noticed that if we define the principal axes of any
distribution for two variables as being a pair of axes at right
angles for which the variables £v £2 are uncorrelated, equation
(9) gives the angle that they make with the axes of measurement
whether the distribution be normal or no.
7. The two standard-deviations, say 2X and 22, about the
principal axes are of some interest, for evidently from § 2 the
major and minor axes of the contour-ellipses are proportional
to these two standard-deviations. They may be most readily
determined as follows. Squaring the two transformation equations
(8), summing and adding, we have
3B} + Zj-o? + oJ .... (10)
Referring the surface to the axes of measurement, we have for

the central ordinate by equation (7)
,_N
Referring it to the principal axes, by equation (3)
'_ N
But these two values of the central ordinate must be equal,
therefore
2^=^(1-^)* . - • (11)
(10) and (11) are a pair of simultaneous equations from which
21 and 22 may be very simply obtained in any arithmetical case.
Care must, however, be taken to give the correct signs to the
square root in solving. 21 + 22 is necessarily positive, and 2t - 22
also if r is positive, the major axes of the ellipses lying along fi:
but if r be negative, 2X - 22 is also negative. It should be noted
that, while we have deduced (11) from a simple consideration
depending on the normality of the distribution, it is really of
general application (like equation 10), and may be obtained at
somewhat greater length from the equations for transforming

co-ordinates.
8. As stated in Chap. XV. § 13, the frequency-distribution
for any variable may be expected to be approximately normal
if that variable may be regarded as the sum (or, within limits,
some slightly more complex function) of a large number of other
variables, provided that these elementary component variables
are independent, or nearly so. Similarly, the correlation between
two variables may be expected to be approximately normal if

each of the two variables may be regarded as the sum, or some
slightly more complex function, of a large number of elementary
component variables, the intensity of correlation depending on
the proportion of the components common to the two variables.
Stature is a highly compound character of this kind, and we
have seen that, in one instance at least, the distribution of stature
for a number of adults is given approximately by the normal
curve. We can now utilise Table III., Chap. IX., p. 160, showing
the correlation between stature of father and son, to test, as far
as we can by elementary methods, whether the normal surface
will fit the distribution of the same character in pairs of indi-
viduals: we leave it to the student to test, as far as he can do so
by simple graphical methods, the approximate normality of the

total distributions for this table. The first important property
of the normal distribution is the linearity of the regression, and
this was illustrated in fig. 37, p. 174. It is evident that the
means of arrays deviate slightly here and there from the lines
of regression, but there is no marked and regular departure from
linearity—no suggestion of a smooth and sweeping curve.
Subject to some investigation as to the possibility of the devia-
tions that do occur arising as fluctuations of simple sampling,
when drawing samples from a record for which the regression
is strictly linear, we may conclude that the regression is
appreciably linear.
9. The second important property of the normal distribution
for two variables is the constancy of the standard-deviation for
all parallel arrays. We gave in Chap. X. p. 204 the standard-
deviations of ten of the columns of the present table, from the
column headed 62-5-63-5 onwards; these were—
2-56
2-60
2-11
2-26
2-55
2-26
2-24
2-45
2-23
2-33
the mean being 2-36. The standard-deviations again only fluctuate
irregularly round their mean value. The mean of the first five
is 2-34, of the second five 2-38, a difference of only 0-04: of the
first group, two are greater and three are less than the mean,
and the same is true of the second group. There does not seem
to be any indication of a general tendency for the standard-
deviation to increase or decrease as we pass from one end of the
table to the other. We are not yet in a position to test how
far the differences from the average standard-deviation might
arise in sampling from a record in which the distribution was

strictly normal, but, as a fact, a rough test suggests that they
might have done so.
10. Next we note that the distributions of all arrays of a
normal surface should themselves be normal. Owing, however,
to the small numbers of observations in any array, the distributions
of arrays are very irregular, and their normality cannot be tested
in any very satisfactory way: we can only say that they do not
exhibit any marked or regular asymmetry. But we can test the
allied property of a normal correlation-table, viz. that the totals
of arrays must give a normal distribution even if the arrays be
taken diagonally across the surface, and not parallel to either
axis of measurement (cf. § 6). From an ordinary correlation-
table we cannot find the totals of such diagonal arrays exactly,

but the totals of arrays at an angle of 45° will be given with
sufficient accuracy for our present purpose by the totals of lines
of diagonally adjacent compartments. Referring again to Table
III., Chap. IX., and forming the totals of such diagonals (running
up from left to right), we find, starting at the top left-hand
corner of the table, the following distribution :—
0-25
78-75
81-25
3.25
67-5
6-25
59-25
42-25
9-75
30-75
17
29-25
34-5
19
41
10-75
46-25
60-5
4-25
67-5
3-5
85-75
1-75
87-25
78
0-25
94-25
Total 1078
The mean of this distribution is at 0'368 of an interval above the
centre of the interval with frequency 78: its standard-deviation
is 4-755 intervals, or, remembering that the interval is 1/ sj2 of
an inch, 3-362 inches. (This value may be checked directly from
the constants for the table given in Chap. IX., Question 3, p. 189,
for we have from the first of the transformation equations (8),
o-| = o-°. coso 6 + o-2. sin2 6 + 2r12o-1o-2. sin 6 cos 6,

NORMAL CORRELATION.
321
and inserting o-1 = 272, o-2 = 2-75, r12 = 0-51, sin 6 = cos 6 = 1/ >J2
find o-f = 3,361). Drawing a diagram and fitting a normal
curve we have fig. 51 ; the distribution is rather irregular but the
fit is fair; certainly there is no marked asymmetry, and, so far as
the graphical test goes, the distribution may be regarded as
appreciably normal. One of the greatest divergences of the
actual distribution from the normal curve occurs in the almost
central interval with frequency 78: the difference between the
observed and calculated frequencies is here 12 units, but the
standard error is 9*1, so that it may well have occurred as a
fluctuation of simple sampling.
1UU
SO
(!0
\.
to
/
?!1
Fig. 51.—Distribution of Frequency obtained by addition of Table III.,
Chap. IX., along Diagonals running up from left to right, fitted with a
Normal Curve.
11. So far, we have seen (1) that the regression is approxi-
mately linear; (2) that, in the arrays which we have tested, the
standard-deviations are approximately constant, or at least that
their differences are only small, irregular and fluctuating; (3) that
the distribution of totals for one set of diagonal arrays is approxi-
mately normal. These results suggest, though they cannot
completely prove, that the whole distribution of frequency may
be regarded as approximately normal, within the limits of fluctu-
ations of sampling. We may therefore apply a more searching
test, viz. the form of the contour lines and the closeness of their
fit to the contour-ellipses of the normal surface. We can see at
once, however, that no very close fit can be expected. Since the
frequencies in the compartments of the table are small, the
standard error of any frequency is given approximately by its
21
square root (Chap. XIII. § 12), and this implies a standard error
of about 5 units at the centre of the table, 3 units for a frequency
of 9, or 2 units for a frequency of 4: such fluctuations might
cause wide divergences in the corresponding contour lines.
Using the suffix 1 to denote the constants relating to the
distribution of stature for fathers, and 2 the same constants for
the sons,
#=1078 ^ = 67-70 Aft = 68-66 n„
o-a= 2-72 o-2= 2-75 'i2-U0i
Hence we have from equation (7)
y'12 = 26-7
and the complete expression for the fitted normal surface is
(22 \
gj *i *1*2 \
The equation to any contour ellipse will be given by equating
the index of e to a constant, but it is very much easier to draw
the ellipses if we refer them to their principal axes. To do this
we must first determine 6, 2i and 22. From (9),
tan 20 = -46-49,
whence 20 = 91° 14', 0 = 45° 37', the principal axes standing very
nearly at an angle of 45° with the axes of measurement,
owing to the two standard-deviations being very nearly equal.
They should be set off on the diagram, not with a protractor, but
by taking tan0 from the tables (1-022) and calculating points on
each axis on either side of the mean.
To obtain 2X and 22 we have from (10) and (11)
2? + 2| = 14-961
22i 22= 12-868
Adding and subtracting these equations from each other and
taking the square root,

21h-22 = 5-275
2l-2, = 1-447
whence 2^3-36, 22=1-91; owing to the principal axes stand-
ing nearly at 45° the first value is sensibly the same as that found
for <r( in § 10. The equations to the contour ellipses, referred to
the principal axes, may therefore be written in the form
(3-36)2 + (l-91)J~'
NORMAL CORRELATION.
323
the major and minor axes being 3-36 x c and 1*91 x c respectively.
To find c for any assigned value of the frequency y we have
ea - 2(log y\i - log y1s)
loge
Supposing that we desire to draw the three contour-ellipses for
y = 5, 10 and 20, we find c = l-83, 1-40 and 0-76, or the following
'/',
63 64
71 7S 7S
65 66 67 6S 69'
Stature of Father: inches
Fig. 52.—Contour Lines for the Frequencies 5, 10 and 20 of the distribution

of Table III., Chap. IX., and corresponding Contour Ellipses of the fitted
Normal Surface. P, Plt P2 P2, principal axes: M, mean.
values for the major and minor axes of the ellipses :—semi-major
axes, 6-15, 4*70, 255: semi-minor axes, 3-50, 2-67, 1-45. The
ellipses drawn with these axes are shown in fig. 52, very much
reduced, of course, from the original drawing, one of the squares
shown representing a square inch on the original. The actual
contour lines for the same frequencies are shown by the irregular
polygons superposed on the ellipses, the points on these polygons
having been obtained by simple graphical interpolation between
the frequencies in each row and each column—diagonal interpola-
tion between the frequencies in a row and the frequencies in a
column not being used. It will be seen that the fit of the two
lower contours is, on the whole, fair, especially considering the
high standard errors. In the case of the central contour, y = 20,
the fit looks very poor to the eye, but if the ellipse be compared
carefully with the table, the figures suggest that here again we
have only to deal with the effects of fluctuations of sampling.

For father's stature = 66 in., son's stature = 70 in., there is
a frequency of 18-75, and an increase in this much less than the
standard error would bring the actual contour outside the ellipse.
Again, for father's stature = 68 in., son's stature = 71 in., there
is a frequency of 19, and an increase of a single unit would give
a point on the actual contour below the ellipse. Taking the
results as a whole, the fit must be regarded as quite as good as
we could expect with such small frequencies. It is perhaps of
historical interest to note that Sir Francis Galton, working with-
out a knowledge of the theory of normal correlation, suggested
that the contour lines of a similar table for the inheritance of
stature seemed to be closely represented by a series of concentric
and similar ellipses (ref. 2): the suggestion was confirmed when
he handed the problem, in abstract terms, to a mathematician,
Mr J. D. Hamilton Dickson (ref. 4), asking him to investigate
"the Surface of Frequency of Error that would result from
these data, and the various shapes and other particulars of its
sections that were made by horizontal planes " (ref. 3, p. 102).
12. The normal distribution of frequency for two variables is
an isotropic distribution, to which all the theorems of Chap. V.
§§ 11-12 apply. For if we isolate the four compartments of the
correlation-table common to the rows and columns centring
round values of the variables xv x2, x\, x2, we have for the ratio
of the cross-products (frequency of x1 x2 multiplied by frequency
of x[, x2, divided by frequency of x1 x\ multiplied by frequency of
xl x2/'
( xi - *i)( *a - z?).
6"1.!T8.1
Assuming that x\ - x1 has been taken of the same sign as x'% — x2
the exponent is of the same sign as r13- Hence the association for
this group of four frequencies is also of the same sign as rn, the
ratio of the cross-products being unity, or the association zero,
if r12 is zero. In a normal distribution, the association is therefore
of the same sign—the sign of r12—for every tetrad of frequencies
in the compartments common to two rows and two columns; that
is to say, the distribution is isotropic. It follows that every
grouping of a normal distribution is isotropic whether the class-
intervals are equal or unequal, large or small, and the sign of the
association for a normal distribution grouped down to 2- x 2-fold
form must always be the same whatever the axes of division
chosen.
These theorems are of importance in the applications of the
theory of normal correlation to the treatment of qualitative

characters which are subjected to a manifold classification. The
contingency tables for such characters are sometimes regarded as
groupings of a normal distribution of frequency, and the coefficient
of correlation is determined on this hypothesis by a rather lengthy
procedure (ref. 14). Before applying this procedure it is well,
therefore, to see whether the distribution of frequency may be
regarded as approximately isotropic, or reducible to isotropic form
by some alteration in the order of rows and columns (Chap. V.
§§ 9-10). If only reducible to isotropic form by some rearrange-
ment, this rearrangement should be effected before grouping the
table to 2- x 2-fold form for the calculation of the correlation
coefficient by the process referred to. If the table is not reducible
to isotropic form by any rearrangement, the process of calculating
the coefficient of correlation on the assumption of normality is to
be avoided. Clearly, even if the table be isotropic it need not be
normal, but at least the test for isotropy affords a rapid and
simple means for excluding certain distributions which are not

even remotely normal. Table II. of Chap. V. might possibly be
regarded as a grouping of normally distributed frequency if re-
arranged as suggested in § 10 of the same chapter—it would be
worth the investigator's while to proceed further and compare
the actual distribution with a fitted normal distribution—but
Table IV. could not be regarded as normal, and could not be
rearranged so as to give a grouping of normally distributed
frequency.
13. If the frequencies in a contingency-table be not large, and
also if the contingency or correlation be small, the influence
of casual irregularities due to fluctuations of sampling may
render it difficult to say whether the distribution may be regarded
as essentially isotropic or no. In such cases some further con-
densation of the table by grouping together adjacent rows and
columns, or some process of "smoothing" by averaging the

326
frequencies in adjacent compartments, may be of service. The
correlation-table for stature in father and son (Table III., Chap.
IX.), for instance, is obviously not strictly isotropic as it stands:
we have seen, however, that it appears to be normal, within the
limits of fluctuations of sampling, and it should consequently be
isotropic within such limits. We can apply a rough test by
regrouping the table in a much coarser form, say with four rows
and four columns: the table below exhibits such a grouping, the
limits of rows and of columns having been so fixed as to include
not less than 200 observations in each array.
Table I.—(condensed from Table III. of Chapter IX.).
Father's Stature (inches).

Son's Stature
(inches).
Under
65-5.
65-5-67-5
67-5-69-5.
69-5
and over.
Total.
Under 66'5
66-5-68-5
68-5-70-5
97-5
76-5
33-25
14-75
74-25
108
64-75
32 5
34-75
85
95
80-75
10-5
52
84-5
134
217
321-5
277-5
262
70'5 and over
Total
222
279-5
295-5
281
1078
Taking the ratio of the frequency in col. 1 to the sum of the
frequencies in cols. 1 and 2 for each successive row, and so on for
the other pnirs of columns, we find the following series of ratios:
Table II.—Ratio of Frequency in Column m to Frequency in Column m
+ Frequency in Column (m +1) in Table I.
Row.
Columns
1 and 2.
2 and 3.
3 and 4.
0-568
0-681
0-768
0415
0-560
isotropic. The student should form one or two other condensations
of the original table to 3- x 3- or 4- x 4-fold form: he will probably
find them either isotropic, or diverging so slightly from isotropy
that an alteration of the frequencies, well within the margin of
possible fluctuations of sampling, will render the distribution
isotropic.
14. Before concluding this chapter we may note briefly some
of the principal properties of the normal distribution of frequency
for any number of variables, referring the student for proofs to
the original memoirs. Denoting the frequency of the combination
of deviations xv x2, x3, . . . , x„ by y12 n, we must have
in the notation of Chapter XII., if the uncorrelated deviations xv
x„v x312, etc. be completely independent (c/. § 3 of the present

chapter),
„ -„' e-Wp\*v.— *n) • • • (12)
yi2 . . . . n — y 12 . . . , n e
where
°1 "al °3.12 ""o., .... (n-1)
(13)
and y12 „="« w« . (14)
The expression (13) for the exponent cf> may be reduced to a
general form corresponding to that given for two variables, viz.—
ct> = Z5 + 3 ~ +---+^ ~ .... (15)
O1.23 . . . . n 0^2.13 . . . . n "n.12 . . . (n-1)
+ 2.»\2.3. . . „— Z + " ■ • + 2r(n-1)n.12. . . ,„-2)
°'l.33 . .. t0-2.i3 . .. „ "0"(„ . ij.i. . . (n-JJntr^, . . . („-,)
Several important results may be deduced directly from the form
(13) for the exponent. Clearly this might have been written in
a great variety of ways, commencing with any deviation of the

first order, allotting any primary subscript to the second deviation
(except the subscript of the first), and so on, just as in § 3 we
arrived at precisely the same final form for the exponent whether
we started with the two deviations xx and #2.i or with x2 and xlv
Our assumption, then, that the deviations xv x2v xs 12, etc. are
normally distributed amounts to the assumption that all devia-
tions of any order and with any suffixes are normally distributed,
i.e. in the general normal distribution for n variables every array
of every order is a normal distribution. It will also follow, gen-
eralising the deduction of § 6, that any linear function of xv x2
. . . . x„ is normally distributed. Further, if in (13) any fixed
X
values be assigned to x312 and all the following deviations, the
correlation between x1 and x2, on expanding x2v is, as we have
seen, normal correlation. Similarly, if any fixed values be
assigned to xv to «4.123, and all the following deviations, on
reducing x3l2 to the second order we shall find that the correla-
tion between x21 and x3l is normal correlation, the correlation
coefficient being r231, and so on. That is to say, using h to
denote any group of secondary suffixes, (1) the correlation between
any tivo deviations xmk and xnk is normal correlation; (2) the correla-
tion between the said deviations is rmnk whatever the particular
fixed values assigned to the remaining deviations. The latter
conclusion, it will be seen, renders the meaning of partial
correlation coefficients much more definite in the case of normal

correlation than in the general case. In the general case rmnjc
represents merely the average correlation, so to speak, between
xmk and x„k: in the normal case rmi^k is constant for all the sub-
groups corresponding to particular assigned values of the other
variables. Thus in the case of three variables which are normally
correlated, if we assign any given value to x3, the correlation
between the associated values of x1 and x2 is r123: in the general
case r123, if actually worked out for the various sub-groups
corresponding, say, to increasing values of x3, would probably
exhibit some continuous change, increasing or decreasing as the
case might be. Finally, we have to note that if, in the expression
(15) for <j>, we assign fixed values, say h2, h3, etc., to all the
deviations except xv and then throw <j> into the form of a perfect
square (as in § 4 for the case of two variables), we obtain a normal
distribution for x1 in which the mean is displaced by
°"l.23.. -», , °"l.23...»r. °"l.23. . , n ,
''12.34 ...n_. "» + rl3.24 .. . n _ «3 + . . . rln 2 • (W_i)_ "„.

°2.13 ...n °3.12 . . . n "n.12 . . . (r1-1)
But this is a linear function of h2, h3, etc., therefore in the case of
normal correlation the regression of any one variable on any or all
of the others is strictly linear. The expressions r12 M ....«.
""1.23 .... n/02.13.... in etc. are of course the partial regressions
^12.34 .. . . n, "to.
REFERENCES.
General.
(1) Bbavais, A., "Analyse mathematique sur les probabilites des erreurs de
situation d'un point," Acad• des Sciences: Memoires presentes par divers
savants, II8 serie, ix., 1846, p. 255.
(2) Galton, Francis, " Family Likeness in Stature," Proc. Soy. Soc., vol. xl.,
1886, p. 42.
(3) Galton, Francis, Natural Inheritance; Macmillan & Co., 1889.

(4) Dickson, J. D. Hamilton, Appendix to (2), Proc. Roy. Soc , vol. xl.,
1886, p. 63.
(5) Edgeworth, F. Y., "On Correlated Averages," Phil. Mag., 5th Series,
vol. xxxiv., 1892, p. 190.
(7) Pearson, Karl, "On Lines and Planes of Closest Fit to Systems of Points
in Space," Phil. Mag., 6th Series, vol. ii., 1901, p. 559. (On the fitting
of " principal axes" and the corresponding planes in the case of more
than two variables.)
(8) Pearson, Karl, "On the Influence of Natural Selection on the Variability
and Correlation of Organs," Phil. Trans. Roy. Soc., Series A, vol. cc,
1902, p. 1. (Based on the assumption of normal correlation.)

(9) Pearson, Karl, and Alice Lee, "On the Generalised Probable Error in
Multiple Normal Correlation," Biometrika, vol. vi., 1908, p. 59.
(10) Yule, G. U., "On the Theory of Correlation," Jour. Rmj. Stat. Soc,
vol. lx., 1897, p. 812.
(11) Yule, G. U., "On the Theory of Correlation for any number of Variables
treated by a New System of Notation," Proc Roy. Soc, Series A, vol.
lxxix., 1907, p. 182.
(12) Sheppard, W. F., "On the Application of the Theory of Error to Cases
Soc, Series A, vol. excii., 1898, p. 101.
(13) Sheppard, W. F., "On the Calculation of the Double-integral
expressing Normal Correlation," Cambridge Phil. Trans., vol. xix.,
1900, p. 23.
Applications to the Theory of Attributes, etc.
(14) Pearson, Karl, "On the Correlation of Characters not Quantitatively
Measurable," Phil. Trans. Roy. Soc, Series A, vol. exev., 1900, p. 1.
(15) Pearson, Karl, " On a New Method of Determining Correlation between

a Measured Character A and a Character B, of which only the Percent-
age of Cases wherein B exceeds (or falls short of) a given Intensity is
recorded for each grade of A," Biometrika, vol. vii., 1909, p. 96.
(16) Pearson, Karl, "On a New Method of Determining Correlation, when
one Variable is given by Alternative and the other by Multiple
Categories," Biometrika, vol. vii., 1910, p. 248.
See also the memoir (12) by Sheppard.
Various Methods and their Relation to Normal Correlation.
(17) Pearson, Karl, "On the Theory of Contingency and its Relation to
Association and Normal Correlation," Drapers' Company Research
Memoirs, Biometric Series I. ; Dulau & Co., London, 1904.
(18) Pearson, Karl, "On Further Methods of Determining Correlation,"
Drapers' Company Research Memoirs, Biometric Series IV. (Methods
based on correlation of ranks: difference methods.) Dulau & Co.,
London, 1907.
(19) Spearman, C, "A Footrule for Measuring Correlation," Brit. Jour• of
Psychology, vol. ii., 1906, p. 89. (The suggestion of a " rank "method:
see Pearson's criticism and improved formula in (18) and Spearman's
reply on some points in (20).)
(20) Spearman, C, "Correlation calculated from Faulty Data," Brit. Jour.
of Psychology, vol. iii., 1910, p. 271.
(21) Thorndike, E. L., "Empirical Studies in the Theory of Measurement,"
Archives of Psychology (New York), 1907.

EXERCISES.
1. Deduce equation (11) from the equations for transformation of co-ordinates
without assuming the normal distribution. (A proof will be found in ref. 10.)
2. Hence show that if the pairs of observed values of a;1 and x2 are repre-
sented by points on a plane, and a straight line drawn through the mean, the
sum of the sqnares of the distances of the points from this line is a minimum
if the line is the major principal axis.
3. The coefficient of correlation with reference to the principal axes being
zero, and with reference to other axes something, there must be some pair of
axes at right angles for which the correlation is a maximum, i. e. is numerically
greatest without regard to sign. Show that these axes make an angle of 45°
with the principal axes, and that the maximum value of the correlation is—
4. (Sheppard, ref. 12.) A fourfold table is formed from a normal correla-

tion table, taking the points of division between A and a, B and ft, at the
medians, so that (A) = (o) = (B) = [$) = N/2. Show that
'= cos (
,_2U£)\
N)
CHAPTER XVII.
THE SIMPLER CASES OF SAMPLING FOR VARIABLES:
PERCENTILES AND MEAN.
1-2. The problem of sampling for variables; the conditions assumed—
3. Standard error of a percentile—4. Special values for the percentiles
of a normal distribution—5. Effect of the form of the distribution
generally—6. Simplified formula for the case of a grouped frequency-
distribution—7. Correlation between errors in two percentiles of the
same distribution—8. Standard error of the interquartile range
for the normal curve—9. Effect of removing the restrictions of simple
sampling, and limitations of interpretation—10. Standard error of
the arithmetic mean—11. Relative stability of mean and median in
sampling—12. Standard error of the difference between two means—
13. The tendency to normality of a distribution of means—14. Effect

of removing the restrictions of simple sampling—15. Statement of the
standard errors of standard deviation, coefficient of variation, corre-
lation coefficient and regression—16. Restatement of the limitations
of interpretation if the sample be small.
1. In Chapters XIII.-XVI. we have been concerned solely with
the theory of sampling for the case of attributes and the frequency-
distributions appropriate to that case. We now proceed to
consider some of the simpler theorems for the case of variables
(cf. Chap. XIII. § 2). Suppose that we have a bag containing a
practically infinite number of tickets or cards bearing the recorded
values of some variable X, and that we draw a ticket from this
bag, note the value that it bears, draw another, and so on until
we have drawn n cards (a number small compared with the whole
number in the bag). Let us continue this process until we have
N such samples of n cards each, and then work out the mean,
standard-deviation, median, etc., for each of the samples. No one
of these measures will prove to be absolutely the same for every

sample, and our problem is to determine the standard-deviation
that each such measure will exhibit.
2. In solving this problem, we must be careful to define
precisely the conditions which are assumed to subsist, so as to
realise the limitations of any solution obtained. These conditions
331
were discussed very fully for the case of attributes (Chap. XIII.
§ 8), and we would refer the student to the discussion then given.
Here it is sufficient to state the assumptions briefly, using the
letters (a), (6) and (c) to denote the corresponding assumptions
indicated by the same letters in the section cited.
(a) We assume that we are drawing from precisely the same
record throughout the experiment, so that the chance of drawing
a card with any given value of X, or a value within any assigned
limits, is the same at each sampling.
(b) We assume not only that we are drawing from the same
record throughout, but that each of our cards at each drawing
may be regarded quite strictly as drawn from the same record (or
from identically similar records): e.g. if our card-record is con-

tained in a series of bundles, we must not make it a practice to
take the first card from bundle number 1, the second card from
bundle number 2, and so on, or else the chance of drawing a
card with a given value of X, or a value within assigned limits,
may not be the same for each individual card at each drawing.
(c) We assume that the drawing of each card is entirely
independent of that of every other, so that the value of X recorded
on card 1, at each drawing, is uncorrelated with the value of X
recorded on card 2, 3, 4, and so on. It is for this reason that we
spoke of the record, in § 1, as containing a practically infinite
number of cards, for otherwise the successive drawings at each
sampling would not be independent: if the bag contain ten
tickets only, bearing the numbers 1 to 10, and we draw the card
bearing 1, the average of the following cards drawn will be higher
than the mean of all cards drawn; if, on the other hand, we draw
the 10, the average of the following cards will be lower than the mean
of all cards—i.e. there will be a negative correlation between the

number on the card taken at any one drawing and the card taken
at any other drawing. Without making the number of cards in
the bag indefinitely large, we can, as already pointed out for the
case of attributes (Chap. XIII. § 3), eliminate this correlation by
replacing each card before drawing the next.
Sampling conducted under these conditions we shall, as before,
speak of as simple sampling. We do not, it should be noticed,
make the further assumption that the sample is unbiassed, i.e.
that the chance of inclusion in the sample is independent of the
value of X recorded on the card (c/. the last paragraph in § 8,
Chap. XIII., and the discussion in §§ 4-8, Chap. XIV.). This
assumption is unnecessary. If it be true, the interpretation of
our results becomes simpler and more straightforward, for we
can substitute for such phrases as "the standard-deviation of X
in a very large sample," "the form of the frequency-distribution

THE SIMPLER CASES OF SAMPLING FOR VARIABLES. 333
in a very large sample," the phrases "the standard-deviation of
X in the original record" "the form of the frequency-distribution
in the original record": but in very many, perhaps the majority
of, practical cases the very question at issue is the nature of the
relation between the distribution of the sample and the distribu-
tion of the record from which it is drawn. As has already been
emphasised in the passages to which reference is made above, no
examination of samples drawn under the same conditions can
give any evidence on this head.
3. Standard Error of a Percentile.—Let us consider first the
fluctuations of sampling for a given percentile, as the problem is
intimately related to that of Chaps. XIII.-XIV.
Let Xp be a value of X such that pN of the values of X in

an indefinitely large sample drawn under the same conditions lie
above it and qN below it.
If we note the proportions of observations above Xp in samples
of n drawn from the record, we know that these observed values
will tend to centre round p as mean, with a standard-deviation
•Jpq/n. If now at each drawing, as well as observing the pro-
portion of X's above Xp, say p + 8, for the sample, we also proceed
to note the adjustment e required in Xp to make the proportion
of observations above Xv + e in the sample pn, the standard-
deviation of t will bear to the standard-deviation of 8 the same
ratio that t on an average bears to 8. But this ratio is quite
simply determinable if the number of observations in the sample
is sufficiently large to justify us in assuming that 8 is small—so
small that we may regard the element of the frequency curve
(for a very large sample) over which Xv +t ranges as approximately
a rectangle. If this assumption be made, and we denote the
standard-deviation of X in a very large sample by tr, and the

ordinate of the frequency curve at Xp when drawn with unit area
and unit standard-deviation by yp,
Vv
Therefore for the standard-deviation of « or of the percentile
corresponding to a proportion p we have
Vvy n
4. If the frequency-distribution for the very large sample be a
normal curve, the values of yp for the principal percentiles may be
taken from the published tables. A table calculated by Mr
Sheppard (Table IV., ref. 14, in Appendix I.), gives the values
334
directly, and these have been utilised for the following: the
student can estimate the values roughly by a combined use of the
area and ordinate tables for the normal curve given in Chapter
XV., remembering to divide the ordinates given in that table by
J2ir so as to make the area unity—
Value of yp
Median .
Deciles 4 and 6
„ 3 and 7
2 and 8
„ 1 and 9
Quartiles
0-3989423
0-3863425
0-3476926
0-2799619
0-1754983
0-3177766
Inserting these values of yp in equation (1), we have thr.
following values for the standard errors of the median, deciles,
etc., and the values given in the second column for their probable
errors (Chap. XV. § 17), which the student may sometimes find
useful:—
Standard error is Probable error is
tr/Vn multiplied by ,r/Vre multiplied by
Median
. 1-25331
0-84535
Deciles 4 and 6 .
. 1-26804
0-85528
„ 3 and 7 .
. 1-31800
0-88897
2 and 8 .
. 1-42877
0-96369
„ 1 and 9 .
. 1-70942
1-15298
Quartiles
. 1-36263
0-91908
It will be seen that the influence of fluctuations of sampling on
the several percentiles increases as we depart from the median:
the standard error of the quartiles is nearly one-tenth greater than
that of the median, and the standard error of the first or ninth
deciles more than one-third greater.
5. Consider further the influence of the form of the frequency-
distribution on the standard error of the median, as this is an
important form of average. For a distribution with a given
number of observations and a given standard-deviation the
standard error varies inversely as yp. Hence for a distribution in
which yp is small, for example a U-shaped distribution like that
of fig. 18 or fig. 19, the standard error of the median will be
relatively high, and it will, in so far, be an undesirable form of
average to employ. On the other hand, in the case of a distribu-
tion which has a high peak in the centre, so as to exhibit a value
of yp large compared with the standard-deviation, the standard
error of the median will be relatively low. We can create such a

THE SIMPLER CASES OF SAMPLING FOE VARIABLES. 335
"peaked" distribution by superposing a normal curve with a
small standard-deviation on a normal curve with the same mean
and a relatively large standard-deviation. To give some idea of
the reduction in the standard error of the median that may be
effected by a moderate change in the form of the distribution, let
us find for what ratio of the standard-deviations of two such curves,
having the same area, the standard error of the median reduces to
°7\/n, where o- is of course the standard-deviation of the com-
pound distribution.
Let o-1, o-2 be the standard-deviations of the two distributions,
and let there be n/2 observations in each. Then
(a)
On the other hand, the value of yp is—

Hence the standard error of the median is
-J
2* ^ . . . . (c)
= 1.
n o-1 + o-2
(c) is equal to a/Jn if
(o"! + g-2) y/o-.i + ar\
2 s/Tr(ri<r2
Writing o-j/o-1 = p, that is if
2 ijirp
or
p4 + 2p3 + (2-4ir)p2 + 2p + l=0.
This equation may be reduced to a quadratic and solved by
taking p + —as a new variable. The roots found give p = 2-2360
.... or 0.4472 . . . ., the one root being merely the reciprocal of
the other. The standard error of the median will therefore be
o-/^/n, in such a compound distribution, if the standard-deviation

of the one normal curve is, in round numbers, about 2\ times
that of the other. If the ratio be greater, the standard error
of the median will be less than <r1jn. The distribution

for which the standard error of the median is exactly equal to
o-/Jn is shown in fig. 53: it will be seen that it is by no means
a very striking form of distribution; at a hasty glance it might
almost be taken as normal. In the case of distributions of a form
more or less similar to that shown, it is evident that we cannot
at all safely estimate by eye alone the relative standard error of
the median as compared with o-/Jn.
6. In the case of a grouped frequency-distribution, if the
number of observations is sufficient to make the class-frequencies
run fairly smoothly, i.e. to enable us to regard the distribution
Fig. 53.
as nearly that of a very large sample, the standard error of any
percentile can be calculated very readily indeed, for we can

eliminate a from equation (1). Let fp be the frequency-per-
class-interval at the given percentile—simple interpolation will
give us the value with quite sufficient accuracy for practical
purposes, and if the figures run irregularly they may be smoothed.
Let o- be the value of the standard-deviation expressed in class-
intervals, and let n be the number of observations as before.
Then since yp is the ordinate of the frequency-distribution when
drawn with unit standard-deviation and unit area, we must
have
f-
But this gives at once for the standard error expressed in terms
of the class-interval as unit
% = ^F .... (2)
As an example in which we can compare the results given by
the two different formulae (1) and (2), take the distribution of
stature used as an illustration in Chaps. VII. and VIII. and in
§§ 13, 14 of Chap. XV. The number of observations is 8585,
and the standard-deviation 2-57 in., the distribution being
approximately normal: o-/v/w = 0'027737, and, multiplying by the
factor 1-253 .... given in the table in § 4, this gives 0-0348
as the standard error of the median, on the assumption of
normality of the distribution. Using the direct method of
equation (2), we find the median to be 6747 (Chap. VII. § 15),

which is very nearly at the centre of the interval with a
frequency 1329. Taking this as being, with sufficient accuracy
for our present purpose, the frequency per interval at the median,
the standard error is
As we should expect, the value is practically the same as that
obtained from the value of the standard-deviation on the assump-
tion of normality.
Let us find the standard error of the first and ninth deciles
as another illustration. On the assumption that the distribu-
tion is normal, these standard errors are the same, and equal to
0-027737 x 1-70942 = 0-0474. Using the direct method, we
find by simple interpolation the approximate frequencies per
interval at the first and ninth deciles respectively to be 590 and
570, giving standard errors of 0-0471 and 0-0488, mean 00479,
slightly in excess of that found on the assumption that the fre-
quency is given by the normal curve. The student should notice
that the class-interval is, in this case, identical with the unit of
measurement, and consequently the answer given by equation (2)
does not require to be multiplied by the magnitude of the
interval.
In the case of the distribution of pauperism (Chap. VII.,
Example i.), the fact that the class-interval is not a unit must
be remembered. The frequency at the median (3-195 per cent.)
is approximately 96, and this gives for the standard error of the
median by (2) (the number of observations being 632) 0-1309
intervals, that is 0-0655 per cent.
7. In finding the standard error of the difference between two
22
percentiles in the same distribution, the student must be care-
ful to note that the errors in two such percentiles are not
independent. Consider the two percentiles, for which the values
of p and q are p, qv p2 q2 respectively, the first-named being the
lower of the two percentiles. These two percentiles divide the
whole area of the frequency curve into three parts, the areas of
which are proportional to qv 1 - q1 -p2, and p2. Further, since
the errors in the first percentile are directly proportional to the
errors in qv and the errors in the second percentile are directly
proportional but of opposite sigh to the errors in p2, the corre-
lation between errors in the two percentiles will be the same as
the correlation between errors in ql and p2 but of opposite sign.
But if there be a deficiency of observations below the lower

percentile, producing an error 8l in qv the missing observations
will tend to be spread over the two other sections of the curve
in proportion to their respective areas, and will therefore tend to
produce an error
2 pi l
in p2. If then r be the correlation between errors in q1 and p,,,
t, and e2 their respective standard errors, we have
fi pi
Or, inserting the values of the standard errors,
■Jm
The correlation between the percentiles is the same in magni-
tude but opposite in sign: it is obviously positive, and consequently
correlation between errors 1 - , Ip2i\ ,„.
in two percentiles J V q<g>, • v*f
If the two percentiles approach very close together, q1 and q1,
p1 and p2 become sensibly equal to one another, and the correla-
tion becomes unity, as we should expect.

8. Let us apply the above value of the correlation between
percentiles to find the standard error of the semi-interquartile
range for the normal curve. Inserting q, =p2 = \, q2 =p1 = |, we
find r = J. Hence the standard error of the interquartile range
is, applying the- ordinary formula for the standard-deviation of a
difference, 2/^3 times the standard error of either quartile, or

the standard error of the semi-interquartile range l/»/3 times
the standard error of a quartile. Taking the value of the
standard error of a quartile from the table in § 4, we have, finally,
standard error of the semi- \ &
interquartile range in a V =0.78672~~r . . (4)
normal distribution ) v
Of course the standard-deviation of the inter-quartile, or semi-
interquartile, range can readily be worked out in any particular
case, using equation (2) and the value of the correlation
given above: it is best to work out such standard errors
from first principles, applying the usual formula for the standard
deviation of the difference of two correlated variables (Chap. XI.
§ 2, equation (1)).
9. If there is any failure of the conditions of simple sampling,
the formulte of the preceding sections cease, of course, to hold
good. We need not, however, enter again into a discussion of
the effect of removing the several restrictions, for the effect on
the standard error of p was considered in detail in §§ 9-14 of
Chap. XIV., and the standard error of any percentile is directly
proportional to the standard error ol p (cf. § 3). Further, the
student may be reminded that the standard error of any per-
centile measures solely the fluctuations that may be expected in
that percentile owing to the errors of simple sampling alone: it
has no bearing, therefore, save on the one question, whether an
observed divergence of the percentile, from a certain value that
might be expected to be yielded by a more extended series of
observations or that had actually been observed in some other
series, might or might not be due to fluctuations of simple
sampling alone. It cannot and does not give any indication of
the possibility of the sample being biassed or unrepresentative of

the material from which it has been drawn, nor can it give any
indication of the magnitude or influence of definite errors of
observation—errors which may conceivably be of greater im-
portance than errors of sampling. In the case of the distribution
of statures, for instance, the standard error almost certainly gives
quite a misleading idea as to the accuracy attained in determining
the average stature for the United Kingdom: the sample is not
representative, the several parts of the kingdom not contributing
in their true proportions. The student should refer again to the
discussion of these points in §§ 4-8 of Chap. XIV. Finally, we
may note that the standard error of a percentile cannot be
evaluated unless the number of observations is fairly large—large
enough to determine fp (eqn. 2) with reasonable accuracy, or

to test whether we may treat the distribution as approximately
normal (cf. also § 16 below).
(As regards the theory of sampling for the median and per-
centiles generally, cf. ref. 12, Laplace, Supplement II. (standard
error of the median), Edgeworth, refs. 4, 5, 6, and Sheppard, ref.
21: the preceding sections have been based on the work of
Edgeworth and Sheppard.)
10. Standard Error of the Arithmetic Mean.—Let us now pass
to a fresh problem, and determine the standard error of the
arithmetic mean.
This is very readily obtained. Suppose we note separately at
each drawing the value recorded on the first, second, third ....
and nth card of our sample. The standard-deviation of the values

on each separate card will tend in the long run to be the same
and identical with the standard-deviation o- of x in an indefinitely
large sample, drawn under the same conditions. Further, the
value recorded on each card is (as we assume) uncorrelated with
that on every other. The standard-deviation of the sum of the
values recorded on the n cards is therefore Jn.o-, and the
standard-deviation of the mean of the sample is consequently
1/nth of this; or,
Jn
(5)
This is a most important and frequently cited formula, and the
student should note that it has been obtained without any
reference to the size of the sample or to the form of the frequency-
distribution. It is therefore of perfectly general application, if
o- be known. We can verify it against our formula for the
standard-deviation of sampling in the case of attributes. The
standard-deviation of the number of successes in a sample of m

observations is Jm.pq: the standard-deviation of the total
number of successes in n samples of m observations each is there-
fore Jnm.pq: dividing by n we have the standard-deviation of
the mean number of successes in the n samples, viz. Jmpq/ Jn,
agreeing with equation (5).
11. For a normal curve the standard error of the mean is to
the Standard error of the median approximately as 100 to 125
(cf- § 4), and in general the standard errors of the two stand in
a somewhat similar ratio for a distribution not differing largely
from the normal form. For the distribution of statures used as
an illustration in § 6 the standard error of the median was found
to be 0.0349: the standard error of the mean is only 0.0277.
The distribution being very approximately normal, the ratio of

the two standard errors, viz. 1 "26, assumes almost exactly the theo-
retical magnitude. In the case of the asymmetrical distribution of
rates of pauperism, also used as an illustration in § 6, the standard
error of the median was found to be 0-0655 per cent. The
standard error of the mean is only 0-0493 per cent., which bears
to the standard error of the median a ratio of 1 to 1-33. As
such cases as these seem on the whole to be the more common
and typical, we stated in Chap. VII. § 18 that the mean is in
general less affected than the median by errors of sampling. At
the same time we also indicated the exceptional cases in which
the median might be the more stable—cases in which the mean
might, for example, be affected considerably by small groups of
widely outlying observations, or in which the frequency-distri-

bution assumed a form resembling fig. 53, but even more
exaggerated as regards the height of the central "peak" and the
relative length of the "tails." Such distributions are not un-
common in some economic statistics, and they might be expected
to characterise some forms of experimental error. If, in these
cases, the greater stability of the median is sufficiently marked
to outweigh its disadvantages in other respects, the median
may be the better form of average to use. Fig. 53 represents
a distribution in which the standard errors of the mean and of the
median are the same. Further, in some experimental cases it is
conceivable that the median may be less affected by definite
experimental errors, the average of which does not tend to be
zero, than is the mean,—this is, of course, a point quite distinct
from that of errors of sampling.
12. If two quite independent samples of nl and n2 observations
respectively be drawn from a record, evidently e12, the standard
error of the difference of their means is given by

(6)
If an observed difference exceed three times the value of e12
given by this formula it can hardly be ascribed to fluctuations
of sampling. If, in a practical case, the value of o- is not known
a priori, we must substitute an observed value, and it would seem
natural to take as this value the standard-deviation in the two
samples thrown together. If, however, the standard-deviations
of the two samples themselves differ more than can be accounted
for on the basis of fluctuations of sampling alone (see below, § 15),
we evidently cannot assume that both samples have been drawn
from the same record: the one sample must have been drawn
from a record or a universe exhibiting a greater standard-deviation

than the other. If two samples be drawn quite independently
from different universes, indefinitely large samples from which
exhibit the standard-deviations o-l and o-2, the standard error of
the difference of their means will be given by
4=^+ff' • . • - (7)
This is, indeed, the formula usually employed for testing the
significance of the difference between two means in any case:
seeing that the standard error of the mean depends on the
standard-deviation only, and not on the mean, of the distribution,
we can inquire whether the two universes from which samples
have been drawn differ in mean apart from any difference in
dispersion.
If two quite independent samples be drawn from the same

universe, but instead of comparing the mean of the one with the
mean of the other we compare the mean m1 of the first with the
mean m0 of both samples together, the use of (6) or (7) is not
justified, for errors in the mean of the one sample are correlated
with errors in the mean of the two together. Following precisely
the lines of the similar problem in § 13, Chap. XIII., case III., we
find that this correlation is Ju1/fa + n2), and hence
4l = o* 7 \ s - - - • (8)
(For a complete treatment of this problem in the case of samples
drawn from two different universes cf. ref. 19.)
13. The distribution of means of samples drawn under the
conditions of simple sampling will always be more symmetrical
than the distribution of the original record, and the symmetry
will be the greater the greater the number of observations in the
sample. Further, the distribution of means (and therefore also of
the differences between means) tends to become not merely sym-
metrical but normal. We can only illustrate, not prove, the

point here; but if the student will refer to§ 13, Chap. XV., he will
see that the genesis of the normal curve in this case is in accord-
ance with what we then stated, viz. that the distribution tends to
be normal whenever the variable may be regarded as the sum
(or some slightly more complex function) of a number of other
variables. In the present instance this condition is strictly ful-
filled. The mean of the sample of n observations is the sum of
the values in the sample each divided by n, and we should expect
the distribution to be the more nearly normal the larger n. As
an illustration of the approach to symmetry even for small values

of n, we may take the following case. If the student will turn to
the calculated binomials, given as illustrations of the forms of
binomial distributions in Chap. XV. § 3, he will find there the
distribution of the number of successes for twenty events when
q = 0'9, p = 0-l: the distribution is extremely skew, starting at
zero, rising to high frequencies for 1 and 2 successes, and thence
tailing off to 20 cases of 7 successes in 10,000 throws, 4 cases of 8
successes and 1 case of 9 successes. But now find the distribu-
tion for the mean number of successes in groups of five throws,
under the same conditions. This will be equivalent to finding
the distribution of the number of successes for 100 such events,
and then dividing the observed number of successes by five—the
last process making no difference to the form of the distribution,

but only to its scale. But the distribution of the number of
successes for 100 events when g• = 0.9, jb = 0'1, is also given in
Chap. XV. § 3, and it will be seen that, while it is appreciably
asymmetrical, the divergence from symmetry is comparatively
small: the distribution has gained very greatly in symmetry
though only five observations have been taken to the sample.
We may therefore reasonably assume, if our sample is large,
that the distribution of means is approximately a normal dis-
tribution, and we may calculate, on that assumption, the fre-
quency with which any given deviation from a theoretical value
or a value observed in some other series, in an observed mean, will
arise from fluctuations of simple sampling alone.
The warning is necessary, however, that the approach to
normality is only rapid if the condition that the several drawings
for each sample shall be independent is strictly fulfilled. If the
observations are not independent, but are to some extent positively
correlated with each other, even a fairly large sample may con-
tinue to reflect any asymmetry existing in the original distribution
(cf. ref. 24 and the record of sampling there cited).
If the original distribution be normal, the distribution of
means, even of small samples, is strictly normal. This follows at
once from the fact that any linear function of normally distributed
variables is itself normally distributed (Chap. XVI. § 6). The
distribution will not in general, however, be normal if the
deviation of the mean of each sample is expressed in terms of the
standard-deviation of that sample (cf. ref. 22).
14. Let us consider briefly the effect on the standard error of
the mean if the conditions of simple sampling as laid down in
§ 2 cease to apply.
(a) If we do not draw from the same record all the time, but
first draw a series of samples from one record, then another
series from another record with a somewhat different mean and

standard-deviation, and so on, or if we draw the successive
samples from essentially different parts of the same record, the
standard error will be greatly increased. For suppose we draw
&1 samples from the first record, for which the standard-deviation
(in an indefinitely large sample) is o-v and the mean differs by
d1 from the mean of all the records together (as ascertained by
large samples in numbers proportionate to those now taken); k2
samples from the second record, for which the standard-deviation
is o-2, and the mean differs by d2 from the mean of all the records
together, and so on. «Then for the samples drawn from the first
record the standard error of the mean will be <rJJn, but the
distribution will centre round a value differing by dl from the
mean for all the records together: and so on for the samples
drawn from the other records. Hence, if o-m be the standard error
of the mean, If the total number of samples,
Krt^k^ + ^.cP).
But the standard-deviation o-0 for all the records together is given
by
Hence, writing 2(W2) = N.s2m,
.?+^4 .... (9)
This equation corresponds precisely to equation (2) of § 9, Chap.
XIV. The standard error of the mean, if our samples are drawn
from different records or from essentially different parts of the
entire record, may be increased indefinitely as compared with the
value it would have in the case of simple sampling. If, for
example, we take the statures of samples of n men in a number
of different districts of England, and the standard-deviation of all
the statures observed is o-0, the standard-deviation of the means
for the different districts will not be <rjjn, but will have some
greater value, dependent on the real variation in mean stature
from district to district.
(b) If we are drawing from the same record throughout, but
always draw the first card from one part of that record, the
second card from another part, and so on, and these parts differ
more or less, the standard error of the mean will be decreased.
For if, in large samples drawn from the subsidiary parts of the
record from which the several cards are taken, the standard-
deviations are o-v <r2, . . . . o-„, and the means differ by dv d2,
. . . . dn from the mean for a large sample from the entire record,
we have
Hence
-*?-£ .... (10)
The last equation again corresponds precisely with that given for
the same departure from the rules of simple sampling in the case
of attributes (Chap. XIV. § 11., eqn. 4). If, to vary our previous
illustration, we had measured the statures of men in each of re
different districts, and then proceeded to form a set of samples
by taking one man from each district for the first sample, one
man from each district for the second sample, and so on, the
standard-deviation of the means of the samples so formed would
be appreciably less than the standard error of simple sampling

<rjjn. As a limiting case, it is evident that if the men in each
district were all of precisely the same stature, the means of all the
samples so compounded would be identical: in such a case, in fact,
o-0 = *„„ and consequently o-m = 0. To give another illustration, if
the cards from which we were drawing samples had been arranged
in order of the magnitude of X recorded on each, we would get
a much more stable sample by drawing one card from each
successive nth part of the record than by taking the sample
according to our previous rules—e.g. shaking them up in a bag
and taking out cards blindfold, or using some equivalent process.
The result is perhaps of some practical interest. It shows that,
if we are actually taking samples from a large area, different
districts of which exhibit markedly different means for the
variable under consideration, and are limited to a sample of re
observations; if we break up the whole area into re sub-districts,
each as homogeneous as possible, and take a contribution to the
sample from each, we will obtain a more stable mean by this

orderly procedure than will be given, for the same number of
observations, by any process of selecting the districts from which
samples shall be taken by chance. There may, however, be a
greater risk of biassed error. The conclusions seem in accord
with common-sense.
(c) Finally, suppose that, while our conditions (a) and (b) of § 2
hold good, the magnitude of the variable recorded on one card
drawn is no longer independent of the magnitude recorded on

another card, e.g. that if the first card drawn at any sampling
bears a high value, the next and following cards of the same
sample are likely to bear high values also. Under these circum-
stances, if r,2 denote the correlation between the values on the
first and second cards, and so on,
& = -+2-a(ra + ra+ .... +ra+ ....).
There are n(n-l)/2 correlations; and if, therefore, r is the
arithmetic mean of them all, we may write
■j
.-[l+r(n-l)] . . . (11)
As the means and standard-deviations of xv jc2, .... xn are all
identical, r may more simply be regarded as the correlation
coefficient for a table formed by taking all possible pairs of the

n values in every sample. If this correlation be positive, the
standard error of the mean will be increased, and for a given
value of r the increase will be the greater, the greater the size of
the samples. If r be negative, on the other hand, the standard
error will be diminished. Equation (11) corresponds precisely to
equation (6), § 13, of Chap. XIV.
As was pointed out in that chapter, the case when r is positive
covers the case discussed under (a): for if we draw successive
samples from different records, such a positive correlation is at
once introduced, although the drawings of the several cards at
each sampling are quite independent of one another. Similarly,
the case discussed under (6) is covered by the case of negative
correlation, for if each card is always drawn from a separate and
distinct part of the record, the correlation between any two x's will
on the average be negative: if some one card be always drawn
from a part of the record containing low values of the variable,
the others must on an average be drawn from parts containing

relatively high values. It is as well, however, to keep the cases
(a), (b), and (c) distinct, since a positive or negative correlation
may arise for reasons quite different from those considered under
(a) and (6).
15. With this discussion of the standard error of the arithmetic
mean we must bring the present work to a close. To indicate
briefly our reasons for not proceeding further with the discussion
of standard errors, we must remind the student that in order to
express the standard error of the mean we require to know, in
addition to the mean itself, the standard-deviation about the mean,
or, in other words, the mean (deviation)2 with respect to the mean.
Similarly, to express the standard error of the standard-deviation
we require to know, in the general case, the mean (deviation)4
with respect to the mean. Either, then, we must find this quantity
for the given distribution—and this would entail entering on a
field of work which hitherto we have intentionally avoided—or we
must, if that be possible, assume the distribution to be of such a
form that we can express the mean (deviation)4 in terms of the
mean (deviation)2. This can be done, as a fact, for the normal
distribution, but the proof would again take us rather beyond
the limits that we have set ourselves. To deal with the standard
error of the correlation coefficient would take us still further
afield, and the proof would be laborious and difficult, if not
impossible, without the use of the differential and integral cal-

culus. We must content ourselves, therefore, with a simple
statement of the standard errors of the three most important
constants, standard-deviation, correlation coefficient, and regres-
sion. [The fundamental memoirs are refs. 15, 17, 21.]
Standard-deviation.—If the distribution be normal.
standard error of the
tandard-deviation in .
normal distribution )
standard-deviation in > = #„- . . (12)
This is generally given as the standard error in all cases: it is,
however, by no means exact: the general expression is
standard error of the standard- ) I' - «
deviation in a distribution > =v/ t "(13)
of any form ) ^'
where fi4 is the mean (deviation)4—deviations being, of course,
measured from the mean—and /x2 the mean (deviation)2 or the

square of the standard-deviation: n is assumed sufficiently large
to make the errors in the standard-deviation small compared with
that quantity itself. Equation (13) may in some cases give
values considerably greater—twice as great or more—than (12).
(Cf. ref. 14.) If, however, the distribution be normal, equation
(12) gives the standard error not merely of standard-deviations of
order zero, to use the terminology of Chap. XII., but of standard-
deviations of any order (ref. 25). It will be noticed, on reference
to equation (4) above, § 8, that the standard error of the standard-
deviation is absolutely greater but relatively less than that of the
semi-interquartile range for a normal distribution.
For a normal distribution, again, we have—
standard error of the co- ) - v j , 9/ v \2 )' ,, ..
efficient of variation v J J2n I V100/ 1'

The expression in the bracket is usually very nearly unity, for
a normal distribution, and in that case may be neglected.
Correlation coefficient.—If the distribution be normal,
standard error of the cor- I \ - ■,-
relation coefficient for J- =—»=■ . . (15)
a normal distribution | x"
This is the value always given: the use of a more general formula
which would entail the use of higher moments does not appear
to have been attempted. As regards the case of small samples,
cf. ref. 23. Equation (15) gives the standard error of a coefficient
of any order, total or partial (ref. 25).
Coefficient of regression.—If the distribution be normal,
standard error of the co- | (7l J\ -^ „lt

efficient of regression b1 2 > = ~j=~ = J . (16)
for a normal distribution ) 2 J
This formula again applies to a regression coefficient of any order,
total or partial: i.e. in terms of our general notation, k denoting
any collection of secondary subscripts,
standard error of bV2t for 1 -. .??•*
a normal distribution J o-.lk Jn.
To convert any standard error to the probable error multiply by
the constant 0-674489 ....
16. We need hardly restate once more the warnings given in
Chap. XIV., and repeated in § 9 above, that a standard error can
give no evidence as to the biassed or representative character of
a sample, nor as to the magnitude of errors of observation, but
we may, in conclusion, again emphasise the warnings given
in §§ 1-3, Chap. XIV., as to the use of standard errors when
the number of observations in the sample is small.
In the first place, if the sample be small, we cannot in general

assume that the distribution of errors is approximately normal:
it would only be normal in the case of the median (for which p
and q are equal) and in the case of the mean of a normal distri-
bution. Consequently, if n be small, the rule that a range of
three times the standard error includes the majority of the
fluctuations of simple sampling of either sign does not strictly
apply, and the "probable error" becomes of doubtful significance.
Secondly, it will be noted that the values of o- and yp in (1), of
fp in (2), and of o- in (4) and (5), i.e. the values that would be
given for these constants by an indefinitely large sample drawn

under the same conditions, or the values that they possess in
the original record if the sample is unbiassed, are assumed to be
known a priori. But this is only the case in dealing with the
problems of artificial chance: in practical cases we have to use
the values given us by the sample itself. If this sample is based
on a considerable number of observations the procedure is safe
enough, but if it be only a small sample we may possibly mis-
estimate the standard error to a serious extent. Following the
procedure suggested in Chap. XIV., some rough idea as to the
possible extent of under-estimation or over-estimation may be
obtained, e.g. in the case of the mean, by first working out the
standard error of o- on the assumption that the values for the
necessary moments are correct, and then replacing o- in the

expression for the standard error of the mean by o- ± three times
its standard error so obtained.
Finally, it will be remembered that unless the number of
observations is large, we cannot interpret the standard error of
any constant in the inverse sense, i.e. the standard error ceases
to measure with reasonable accuracy the standard-deviation of
true values of the constant round the observed value (Chap.
XIV. § 3). If the sample be large, the direct and inverse
standard errors are approximately the same.
REFERENCES.
(1) Blakeman, J., and Karl Pearson, "On the Probable Error of the
Coefficient of Mean Square Contingency," Biometrika, vol. v., 1906, p.
191.
(2) Bowley, A. L., The Measurement of Groups and Scries ; C. & E Layton,
London, 1903.
(3) Bowley, A. L., Address to Section F of the British Association, 1906.
(4) Edgewokth, F. Y., "Observations and Statistics: An Essay on the

Theory of Errors of Observation and the First Principles of Statistics,"
Cambridge Phil. Trans., vol. xiv., 1885, p. 139.
(5) Edgeworth, F. Y., "Problems in Probabilities," Phil. Mag., 5th Series,
vol. xxii., 1886, p. 371.
(6) Edgeworth, F. Y., "The Choice of Means," Phil. Mag., 5th Series,
vol. xxiv., 1887, p. 268.
(7) Edgeworth, F. Y., "On the Probable Errors of Frequency Constants,"
Jour. Roy. Stat. Soc, vol. lxxi., 1908, pp. 381, 499, 651; and
Addendum, vol. Ixxii., 1909, p. 81.
(8) Elderton, W. Palin, "Tables for Testing the Goodness of Fit of Theory
to Observation," Biometrika, vol. i., 1902, p. 155.
(9) Gibson, Winifred, "Tables for Facilitating the Computation of
Probable Errors," Biometrika, vol. iv., 1906, p. 385.
(10) Heron, D., "An Abac to determine the Probable Errors of Correlation
Coefficients," Biometrika, vol. vii., 1910, p. 411. (A diagram giving
the probable error for any number of observations up to 1000.)

(11) Heron, D., "On the Probable Error of a Partial Correlation Coefficient,"
Biometrika, vol. vii., 1910, p. 411. (A proof, on ordinary algebraic
lines, for the case of three variables, of the result given in (25).)
(12) Laplace, Pierre Simon, Marquis de, Theorie des probabilites, 2e edn.,
1814. (With four supplements.)
(13) Pearl, Raymond, "The Calculation of the Probable Errors of Certain
Constants of the Norm-' Curve," Biometrika, vol. v., 1906, p. 190.
(14) Pearl, Raymond, "On certain Points concerning the Probable Error
ofthe Standard-deviatirn," Biometrika, vol. vi., 1908, p. 112. (On
the amount of divergence, in certain cases, from the probable error
o-/V2M in the case of a normal distribution.)
(15) Pearson, Karl, and L. N. G. Filon, "On the Probable Errors of
Frequency Constants, and on the Influence of Random Selection on

V iriation and Correlation," Phil. Trans. Roy. Soc., Series A, vol. cxci.,
1"98, p. 229.
(16) Pe; rson, Karl, "On the Criterion that a given System of Deviations
fi ,m the Probable in the Case of a Correlated System of Variables is
such that it can be reasonably supposed to have arisen from Random
Sampling," Phil. Mag., 5th series, vol. 1., 1900, p. 157.
(17) Pe. rson, Karl, and others (editorial), "On the Probable Errors of
F iquency Constants," Biometrika, vol. ii., 1903, p. 273. (Useful for
tl "eneral formulae given, based on the general case without respect to
t1 in of the frequency-distribution.)
(18) Pea , Karl, "On the Curves which are most suitable for describing
tl. quency of Random Samples of a Population," Biometrika, vol.
v. J6, p. 172.
(19) Pea tsoN, Karl, "Note on the Significant or Non-significant Character
of i Sub-sample drawn from a Sample," Biometrika, vol. v., 1906, p.
181.
(20) Rhind, A., "Tables for Facilitating the Computation of Probable Errors
of the Chief Constants of Skew Frequency-distributions," Biometrika,
vol. vii., 1909-10, p. 127 and p. 386.
(21) Sheppard, W. F., " On the Application ofthe Theory of Error to Cases
Soc., Series A, vol. cxcii., 1898, p. 101.
(22) "Student," " On the Probable Error of a Mean," Biometrika, vol. vi.,
1Q08, p. 1. (The standard error ofthe mean in terms ofthe standard
en 1r of the sample.)
(23) "Student," "On the Probable Error of a Correlation Coefficient,"
Biometrika, vol. vi., 1908, p. 302. (The problem of the probable error
with small samples.)
(24) "Student," " On the Distribution of Means of Samples which are not
drawn at Random," Biometrika, vol. vii., 1909, p. 210.
(25) Yule, G. U., "On the Theory of Normal Correlation for any number of
Variables treated by a New System of Notation," Proc. Roy. Soc.,
Series A, vol. lxxix., 1907, p. 182. (See pp. 192-3 at end.)
Reference may also be made to the following, which deals for the
most part with the effects of errors other than errors of sampling:—
(26) BoWLEY, A. L., "Relations between the Accuracy of an Average and
that of its Constituent Parts," Jour. Roy. Slat. Soc, vol. lx., 1897,
p. 855.
THE SIMPLEK CASES OF SAMPLING FOE VARIABLES. 351
EXERCISES.
1. For the data in the last column of Table IX., Chap. VI. p. 95, find
the standard error of the median (164-7 lbs.).
2. For the same distribution, find the standard errors of the two quartiles
(142-5 lbs., 168-4 lbs.).
3. For the same distribution, find the standard error of the semi-inter-
quartile range.
4. The standard-deviation of the same distribution is 21 "3 lbs. Find the
standard error of the mean, and compare its magnitude with that of the
standard error of the median (Qn. 1).
5. Work out the standard error of the standard-deviation for the distribu-
tion of statures used as an illustration in § 6. (Standard-deviation 2,^7 in.:
8585 observations.) Compare the ratio of standard error of s(indard-

deviation to the standard-deviation, with the ratio of the standard jerror of
the semi-interquartile range to the semi-interquartile range, assunj.jng the
distribution normal."
6. Calculate a small table giving the standard errors of the correlation
coefficient, based on (1) 100, (2) 1000 observations, for values of r = 0, .1.2, 04,
0-6, 0 8, assuming the distribution normal. v'
161 ,
APPENDIX I.
TABLES FOR FACILITATING STATISTICAL WORK.
A. CALCULATING TABLES.
For heavy arithmetical work an arithmometer is, of course,
invaluable; but, owing to their cost, arithmetic machines are, as a
rule, beyond the reach of the student. For a great deal of simple
work, especially work not intended for publication, the student
will find a slide-rule exceedingly useful: particulars and prices
will be found in any instrument maker's catalogue. A plain
25-cm. rule will serve for most ordinary purposes, or if greater
accuracy is desired, a 50-cni. rule, a Fuller spiral rule, or one of
Hannyngton-pattern rules (Aston it Mander, London), in which
the scale is broken up into a number of parallel segments, may be
preferred. For greater exactness in multiplying or dividing,

logarithms are almost essential: five-figure tables suffice if answers
are only desired true to five digits; if greater accuracy is needed,
seven-figure tables must be used. It is hardly necessary to cite
special editions of tables of logarithms here, but attention may
perhaps be directed to the recently issued eight-figure tables of
Bauschinger and Peters (W. Engelmann, Leipzig, and Asher & Co.,
London, 1910; vol. i. containing logarithms of all numbers from
1 to 200,000, price 18s. 6d. net.; vol. ii. to contain logs, of
trigonometric functions).
If it is desired to avoid logarithms, extended multiplication
tables are very useful. There are many of these, and four of
different forms are cited below. Zimmermann's tables are inex-
pensive and recommended for the elementary student, Cotsworth's,
Crelle's, or Peters' tables for more advanced work. Barlow's tables
are invaluable for calculating standard-deviations of ungrouped
observations and similar work.
(1) Barlow's Tables of Squares, Cubes, Square-roots, Cube-roots, and Recip-

rocals of all Integer Numbers up to 10,000; E. & F. N. Spon,
London and New York; stereotype edition, price 6s.
352
X
APPENDIX I.—SPECIAL TABLES OF FUNCTIONS, ETC. 353
(2) Cotsworth, M. B., The Direct Calculator, Series 0. (Product table to
1000 x 1000.) M'Corquodale & Co., London ; price with thumb index,
25s.; without index, 21s.
(3) Ceelle, A. L., Rechentafeln. (Multiplication table giving all products up
to 1000x1000.) Can be obtained with explanatory introduction in
German or in English. G. Eeimer, Berlin; price 15s.
(4) Elderton, W. P. "Tables of Powers of Natural Numbers, and of the
Sums of Powers of the Natural Numbers from 1 to 100" (gives
powers up to seventh), Biometrika, vol. ii. p. 474.
(5) Peters, J., Neue Eechcntafeln fur Multiplikation und Division. (Gives
products up to 100 x 10,000: more convenient than Crelle for forming
four-figure products. Introduction in English, French or German.)
G. Eeimer, Berlin; price 15s.

(6) Zimmermann, H., Bechentafel, nebst Sammlung haufig gebrauchter
Zahlenwerthe. (Products of all numbers up to 100 x 1000: subsidiary
tables of squares, cubes, square-roots, cube-roots and reciprocals, etc.
for all numbers up to 1000 at the foot of the page.) W. Ernst & Son,
Berlin; price 5s. ; English edition, Asher & Co., London, 6s.
B. SPECIAL TABLES OF FUNCTIONS, ETC.
Several tables of service will be found in the works cited in
Appendix II., e.g., a table of Gamma Functions in Elderton's
book (10) and a table of six-figure logarithms of the factorials
of all numbers from 1 to 1100 in De Morgan's treatise (9). The
tables cited below from Biometrika are to be included with others
in a volume entitled Tables for the Use of Statisticians and
Biometricians, now in the press, to be issued for the Biometric
Laboratory of University College, London, by Messrs Dulau & Co.
(7) Davenport, C. B., Statistical Methods, with especial reference to
Biological Variation ; New York, John Wiley; London, Chapman &
Hall; second edition, 1904. (Tables of area and ordinates of the

normal curve, gamma functions, probable errors of the coefficient of
correlation, powers, logarithms, etc.)
(8) Elderton, W. P., "Tables for Testing the Goodness of Fit of Theory to
Observation," Biometrika, vol. i., 1902, p. 155.
(9) Everitt, P. F., "Tables of the Tetrachoric Functions for Fourfold
Correlation Tables," Biometrika, vol. vii., 1910, p. 437. (Tables for
facilitating the calculation of the correlation coefficient of a fourfold
table by Pearson's method on the assumption that it is a grouping
of a normally distributed table; cf. ref. 14 of Chap. XVI.)
(10) Gibson, Winifred, "Tables for Facilitating the Computation of Prob-
able Errors," Biometrika, vol. iv., 1906, p. 385.
(11) Heron, D., " An Abac to determine the Probable Errors of Correlation
Coefficients," Biometrika, vol. vii., 1910, p. 411. (A diagram giving
the probable error for any number of observations up to 1000.)
{12) Lee, Alice, "Tables of F(r, v) and H(r, v) Functions," British Associa-
tion Report, 1899. (Functions occurring in connection with Professor
Pearson's frequency curves.)
{13 Rhind, A., " Tables for Facilitating the Computation of Probable Errors
of the Chief Constants of Skew Frequency-distributions," Biometrika,
vol. vii., 1909-10, p. 127 and p. 386.
23
(14) Sheppard, W. F., "New Tables of the Probability Integral," Biometrika,
vol. ii., 1903, p. 174. (Includes not merely table of areas of the normal
curve (to seven figures), but also a table of the ordinates to the same
degree of accuracy.)
(15) Sheppard, W. F., "Table of Deviates of the Normal Curve" (with
introductory article on Grades and Deviates by Sir Francis Galton),
Biometrika, vol. v., 1907, p. 404. (A table giving the deviation of
the normal curve, in terms of the standard-deviation as unit, for the
ordinates which divide the area into a thousand equal parts.)

APPENDIX II.
SHORT LIST OF WORKS ON THE MATHEMATICAL
THEORY OF STATISTICS AND THE THEORY OF
PROBABILITY.
The student may find the following short list of service, as
supplementing the lists of references given at the ends of the
several chapters, the latter containing, as a rule, original memoirs
only. The economic student who wishes to know more of the
practical side of statistics may be referred to Mr A. L. Bowley's
"Elements" (5 below), to An Elementary Manual of Statistics
(Macdonald & Evans, London, 1910), by the same writer (useful
as a general guide to English statistics), and to M. Jacques
Bertillon's @ours elementaire de statistique (Soci^te' d'^ditions
scientifiques, 1895: international in scope). Dr A. Newsholme's

Vital Statistics (Swan Sonnenschein, 3rd edn., 1899) will also be
of service to students of that subject.
All the works mentioned in the following list, with others which
it has not been thought necessary to include, are in the library
of the Royal Statistical Society.
(1) Aiky, Sir 6. B., On the Algebraical and Numerical Theory of Errors of
Observations; lstedn., 1861 ; 3rd edn., 1879.
(2) Bernoulli, J., Ars conjectandi, opus posthumum: Accedit tractatus de
seriebus infinitis, et epistola gallice scripta de ludo pilae reticularis,'
1713. (A German translation in Ostwald's Klassiker der exakten
Wissenschaften, Nos. 107, 108.)
(3) Bertrand, J. L. F., Calcul'.desprobability ; Gauthier-Villars, Paris, 1889.
(4) Borel, E., Elements de la thAorie des probability; Hermann, Paris,
1909.
(5) Bowley, A. L., Elements of Statistics; P. S. King, London; 1st edn.,
1901 ; 3rd edn., 1907.
(6) Brtjns, H., Wahrscheinlichkeitsrechnung und Kollektivmasslehre;

Teubner, Leipzig, 1906.
(7) Cournot, A. A., Exposition de la thiorie des chances et des probabilite's,
1843.
(8) Czuber, E., Wahrscheinlichkeitsrechnung und ihre Anwendung auf
Fehlerausgleichung, Statistik und Lebensversicherung; Teubner,
Leipzig, 2nd edn., vol. i., 1908-10.
355
(9) De Morgan, A., Treatise on the Theory of Probabilities (extracted from
the Encyclopuedia Metropolitana), 1837.
(10) Elderton, W. P., Frequency Curves and Correlation; C. & E. Layton,
London, 1906. (Deals with Professor Pearson's frequency curves and
correlation, with illustrations chiefly of actuarial interest.)
(11) Fechner, G. T., Kollektivmasslehre (posthumously published; edited
by G. F. Lipps); Engelmann, Leipzig, 1897.
(12) Galloway, T., Treatise on Probability (republished from the 7th edn.
of the Encyclopuedia Britannica), 1839.
(13) Gauss, C. F., Mithode des moindres carres: Mimoires sur la comhinaison
des observations, traduits par J. Bertrand, 1855.
(14) Laplace, Pierre Simon, Marquis de, Essai philosophique sur les
probabilitis, 1814. (The introduction to 15, separately printed with

some modifications.)
(15) Laplace, Pierre Simon, Marquis de, Thiorie analytique desprobabilitis;
2nd edn., 1814, with supplements 1 to 4.
(16) Lexis, W., Abhandlungen zur Theorie der Bevblkerungs- und Moral-
statistik; Fischer, Jena, 1903.
(17) Poincare, H., CaUul des probabilitis; Gauthier-Villars, Paris, 1896.
(18) Poisson, S. D., Recherches sur la probabiliti des jugements en matiere
criminelle et en matiere civile, pricidies des regies ginirales du calcul
des probabilites, 1837. (German translation by C. H. Schnuse, 1841.)
(19) Quetelet, L. A. J., Lettres sur la thiorie des probabilitis, appliquie aux
sciences morales et politiques, 1846. (English translation by 0. G.
Downes, 1849.)
(20) Thorndike, E. L., An Introduction to the Theory of Mental and Social
Measurements, Science Press, New York, 1904.
(21) Venn, J., The Logic of Chance: an Essay on the Foundations and
Province of the Theory of Probability, with especial reference to its
Logical Bearings and Us Application to Moral and Social Science and to

Statistics; 3rd edn., Macmillan, London, 1888.
(22) Westeroaard, H., Die Grundziige der Theorie der Statistik; Fischer,
Jena, 1890.
"t
ANSWERS
TO, AND HINTS ON THE SOLUTION OF, THE EXERCISES GIVEN.
CHAPTER I.
26,287
(AB)
(AC)
(BC)
(ABC)
SS7
374
353
149
(A)
(B)
(C)
2,308
2,853
749
(ABC)
(ABy)
(A$C)
(A$y)
156
431
272
759
(aBC)
(aBy)
179
1,249
(a&C)
163
(*$v)
20,504
3. The frequencies not given in the question itself are—
(a) (AB) 107 (AC) 405 (BC) 525.
(6) (A$y) 22,980 (aBy) 13,585 (a$C) 96,478 (o/37) 28,868,495.
(AB) (B) . (AB) (B)
(A$) (0) -- (AB) + (Afsf(B) + (f})'
a <. • (AB) (A) .• . . (AB) (A)
that is -gf >iy, that is (B]_(AB) >JfZ(A)
«. * • (AB) (A)
that is Vm > rV
(aB) (a)
5. (AB) + (BC) - (B), i.e., the sum of the excesses of (AB) and (BC) over (B)/2.
8. 160. Take A = husband exceeding wife in first measurement, B =
husband exceeding wife in second measurement, and find (a/8).
CHAPTER II.
1. 80/263 or 304 per thousand.
2. 55/85 or 65 per cent.
3. 32 per cent. and 30 per cent.
4. 117.
5. 108.
8- ?>i (l-2?),.p<ti(l + 2?). i.e.,p must lie between 0 and i (l-2g) or
between J (1 + 2q) and J.
9. As a hint, remember the condition that—
(BC)^(B) + (C)-N.
357
358
CHAPTER III.
1. Deaf-mutes from childhood per million among males 222; among
females 183; there is therefore positive association between deaf-mntism and
male sex: if there had been no association between deaf-mutism and sex, there
would have been 3176 male and 3393 female deaf-mutes.
2. (a) positive association, since (AB)0 = 1457.
(6) negative association, since 294/490 = 3/5, 380/570 = 2/3.
(c) independence, since 256/768 = 1/3, 48/144 = 1/3.
3.
Percentage of Plants above the Average Height.
Parentage Crossed.
Self-fertilised
. 86 per cent.
25 per cent.
17 „
34 „
45
• 79 „
• 78 „
• 71 „
• 50 ,,
35
1 pom a;a purpurea.
Petunia violacea .
Reseda lutea
Reseda odorata
Lobelia fulgens .
The association is much less for the species at the end than for those at the
beginning of the list.

4. Percentage of dark-eyed amongst the sons of dark-eyed fathers 39 per
cent.
Percentage of dark-eyed amongst the sons of not dark-eyed fathers 10 per
cent.
If there had been no heredity, the frequencies to the nearest unit would
have been (AB\ 18, (^4/8)0 111, (aB)0 121, (a/3)o 750.
5. Percentage of light-eyed amongst the wives of light-eyed husbands 59
per cent.
Percentage of light-eyed amongst the wives of not light-eyed husbands 53
per cent.
If there had been no association: (AB\=29&, (^0)o = 225, (a.B)0=143, (a/3)o
= 108.
6. The following are the proportions of the insane per thousand in
successive age groups :—
In general population: 0-9, 2-3, 4-1, 57, 6-9, 7.5, 77, 6"8.
Amongst the blind: 2091, 16-0, 16-3, 207, 18-3, 17-8, 11-4, 5 "3.
Note the diminishing association, which is especially clear in the age-group
65—, and the negative association in the last age-group. The association
coefficient gives the values below, which decrease continuously :—
Association coefficient: +0-92, +075, +0-61, +0-57, +0-46, +0-41,
+ 0-20, -0-18.
CHAPTER IV.
(D)/N =6-9 percent.
(AD)/(A) =45-0 „
(/3£)/03) = 3.6 ,,
(AHD)/(A$) =41-2 „
(BD)/(B) =427 „
(ABD)/(AB) = 5V6 „
(A)/N = 6-8 per cent.
(AD)/(D) =44-6
M/3)/(/3) = 47
(A$D)/($D) =54-9
(AB)/(B) =29-2
(ABD)/(BD)=35-3
The above give two legitimate comparisons. The general results are the same
as for the boys, i.e. a very small association between development-defects and
dulness amongst those exhibiting nerve-signs, as compared with those who do

ANSWERS, ETC., TO EXERCISES GIVEN.
359
not exhibit nerve-signs, or with the girls in general. As the association
amongst those who do not exhibit nerve-signs is quite as high as for the girls
in general, the "conclusion " quoted does not seem valid.
2. (1)
(2)
(1)
(2)
per
thousand.
per
thousand.
per
thousand.
per
thousa
(B)/N 3-2
(AB)/(A) 14-9
7-5
117
(A)/N) 0-9
(AB)/(B) 4-0
4-0
6-3
(BC)/(C) 38-8
(ABC)/(AC) 216
63-0
214
(AC)ftC) 6-6
(ABC)/(BC) 36-8
18-8
63-8
The above give the two simplest comparisons, either of which is sufficient to
show that there is a high association between blindness and mental derange-
ment amongst the deaf-mutes as well as in the general population; amongst
the old, the association is, in fact, small for the general population, but well-
marked for deaf-mutes. This result stands in direct contrast with that of
Qu. 1, where the association between the two defects A and D was much
smaller in the defective universe B than in the universe at large. As previously
stated, no great reliance can be placed on the census data as to these infirmities.
3. If the cancer death-rates for farmers over 45 and under 45 respectively
were the same as for the population at large, the rate for all farmers 15—
would be I.ll. This is slightly less than the actual rate 1-20, but the excess
would not justify the statement that'' farmers were peculiarly liable to cancer."
It is, in point of fact, due to the further differences of age-distribution that we
have neglected, e.g. amongst those over 45 there are more over 55 amongst
farmers than amongst the general population, and so on.
4. 15 percent.
6. If A and B were independent in both C and y universes, we would have
(A B) equal to
471x419 • 151xl39_OT;,„
-6T7"+-383~-3747-
Actually (AB) only = 358. Therefore A and B must be disassociated in one or
both partial universes.
9. (1) 68.1 per cent. (2) 42.5 per cent. The fallacy discussed in § 2 is
now avoided, and there seems no reason for declining to consider this as evidence
of the effect of expenditure on election results.
10. The limits to y are—
y<&Zx-x*-\)
subject to the conditions y^p-x, y<£0, y^2x -1. No inference of a positive
association from two negatives is possible unless x lies between the limits
•382 . . . , -618 ....
11. The limits to y are:—
<1) 'y< $6x-Sx*-$
>l(x + 6xi),
subject to conditions 2/«£0, <£ix - 1, .Jp-x.
An inference is only possible from positive associations of AB and A C if aCf>
i ; an inference is only possible from two negative associations if x lies between
•211 .... and -274. . . . Note that x cannot exceed J.

No inference is possible from positive associations of AB and BG.
An inference is only possible from negative associations if x lie between
"183 .... and "215 .... Note that x cannot exceed J.
(3) y<H6z-to*-l)
>l(3x + 2x2),
subject to the conditions j/«£0, «£5a: - 1, ^>0.
As in (2), no inference is possible from positive associations of A C and BC;
an inference is possible from negative associations if 2 lie between .177 . . . .
and '224 .... Note that x cannot exceed J.
CHAPTER V.
1. A, 0 68. B, 0-36.
CHAPTER VI.
1. 1200; 200. 2. 100; 20. 3. 146-25. 4. 216.5.

CHAPTER VII.
2. Mean, 156-73 lb. Median, 154-67 lb. Mode (approx.) 150-6 lb. (Note
that the mean and the median should be taken to a place of decimals further
than is desired for the mode: the true mode, found by fitting a theoretical
frequency curve, is 151-1 lb.)
3. Mean, 0-6330. Median, 0-6391. Mode (approx.), 0-651. (True mode
is 0 653.)
4. £35-5 approximately.
5. (1) 116-0. (2) Means 77.4, 89-0, ratio 114-9. (3) Geometrical means 77"2,
88-9, ratio 115-2. (4)115-2.
6. (1) 921,507. (2) 916,963.
7. 1st qual. 10s. 6|d. 2nd qual. 9s. 2|d.
8. n.p. If the terms of the given binomial series are multiplied by 0, 1, 2, 3
. . . , note that the resulting series is also a binomial when a common factor
is removed. [The full proof is given in Chapter XV. § 6.]
CHAPTER VIII.
2. Standard deviation 21-3 lb. Mean deviation 16-4 lb. Lower quartile
142-5, upper quartile 168-4; whence $ = 12-95. Ratios: m.d./s.d. =077,
Q/bA. = 0-61. Skewness, 0-29.
3. Approximately lower quartile=£26-l, upper quartile = £54"6, ninth
5. (1) M=73-2, ff=17-3. (2) M=TS2, <r = 17-5. (3) if=73-2, <r = 18-0.
(Note that while the mean is unaffected in the second place of decimals, the
standard deviation is the higher the coarser the grouping.)
6. \Jn.pq. The proof is given in Chapter XV. § 6.
7. The assumption that observations are evenly distributed over the

ANSWERS, ETC., TO EXERCISES GIVEN. 361
intervals does not affect the sum of deviations, except for the interval in which
the mean or median lies: for that interval the sum is n2 (0 -25 + d2), hence the
entire correction is
rf(n! -n3) + n2(0 -25 + di).
In this expression d is, of course, expressed as a fraction of the class-interval,
and is given its proper sign. Notice that the % and % of this question are
not the same as the iVi and JV2 of § 16.
CHAPTER IX.
1. <rI=l-414, ov=2-280, r=+0-81. X=0-5Y+0-5. Y=ISX+V\.
2. Using the subscripts 1 for earnings, 2 for pauperism, 3 for out-relief ratio,
Jlf3 = 5-79, <r3 = 3-09: r13=-0-13, r23=+0•60.
CHAPTER XI.
1. 1"232 per cent. (against I.240 per cent.): 2-556 in. against 2p572 in.
2. The corrected standard-deviation is 0-9954 of the rough value.
3. Estimated true standard-deviation 6 "91: standard-deviation of fluctua-
tions of sampling 9 "38. (The latter, which can be independently calculated,
is too low, and the former consequently probably too high. Cf. Chap. XIV.
§10.)
4. 0'43.
5. 58 per cent.
6. ovVVK' + oVW + O-
8. 0-30.
The others may be written down from symmetry.
10. (1) No effect at all. (2) If the mean value of the errors in variables is
d, and in the weights e, the value found for the weighted mean is—
The true value + d-r.<Tx.(rw
ic(w + e)
If r is small, d is the important term, and hence errors in the quantities are
usually of more importance than errors in the weights. If r become con-
siderable, errors in the weights may be of consequence, but it does not seem
probable that the second term would become the most important in practical
CHAPTER XII.
1. r12.3 = +0759, r13.2= +0-097, ria.1= -0-436.
<r1.23=2-64, en, 13 = 0-594, <r3.12=70-l.
Jf1 = 9-31+3-37 Xj-0-00364 Xs.

362 THEORY OP STATISTICS.
2- ru-34= +0-680, r13.M= +0-803, ^4.23= +0 397.
r2M4= -0-438, rM.13= -0-553, rM.li= -0-149.
(r1.234=9-17, iri!.1M = 49-2, o-s.ia4=12-5, o-4.i23=105-4.
X1 = 53 + 0-127 Xt + 0-587 Xs + 0-0345 X4.
3. The correlation of the pth order is r/(l+pr). Hence if r be negative, the
correlation of order n - 2 cannot be numerically greater than unity and r
cannot exceed (numerically) l/(n - 1).
4. -ri2.
5- »-12-3= - 1i r13'S = r23-l= +!-
"- r12.3 = r18i2=:''23■l= - !•
CHAPTEE XIII.
1. Theo. if=6, <r = 1732 : Actual j)/=6-116, <r=1732.
(a) Theo. M=2-5, 0 = 1-118

(6) „ ^=3, o-=1225
(c) „ i»/=3-5, <r = 1323
Actual J/=2-48, ff = l-14.
i/=2'97, ir=l-26.
J/=347, <r = l:40.
3. Theo. M=W, ff = 5 : Actual .¥=50-11, <r = 5-23.
4. The standard deviation of the proportion is 0-00179, and the actual
-divergence is 5-4 times this, and therefore almost certainly significant.
5. The standard deviation of the number drawn is 32, and the actual
difference from expectation 18. There is no significance.
6. p = l-a2/M, n = M/p :p=0-5W, n = 12-0 :p = 0'454, n=110-4.
8. Standard deviation of simple sampling 23-0 per cent. The actual
standard-deviation does not, therefore, seem to indicate any real variation, but
only fluctuations of sampling.
9. Difference from expectation 7 "5 : standard error 10 "0. The difference
might therefore occur frequently as a fluctuation of sampling.
10. The test can be applied either by the formulae of Case II. or Case III.
Case II. is taken as the simplest.
(a) (AB)/(B) = 69-1 per cent.: (A$)/($) = &0-0 per cent. Difference 10-9
percent. (Ji )/iV= 71 "1 percent. and thence ei2=12-9 per cent. The actual
difference is less than this, and would frequently occur as a fluctuation of
simple sampling.
(b) (AB)/(B) = l§-\ per cent.: (,4/3)/(/3) = 64-3 per cent. Difference 5-8 per
cent. (A)/N=67.G per cent., and thence «12 = 3.40 per cent. The actual
difference is 1 '7 times this, and might, rather infrequently, occur as a fluctua-
tion of simple sampling.
CHAPTER XIV.
Row.
(Tp.
Group of Rows.
ffjj.
3-1
5, 6, and 7
1-8
2-1
8, 9, 10, and 11
1-6
1-7
12, 13, and 14
1.2
2-7
15 and upwards
1-1
a-p is given in units per 1000 births, as s and s0.
2. s0 = 7-02, and <rp=2.5 units.
3. a2=n.pq as if the chance of success were p in all cases (but the mean is
n/2notp.n).
4. Mean number of deaths per annum = o-0a = 680,
az=566,582. r=0-000029.
ANSWERS, ETC., TO EXERCISES GIVEN. 363
CHAPTER XV.
(l)
(2)
(3)
7 792
12
8 495
66
9 220
2-20
10 66
495
11 12
792
12 1
924
Total, 4096
459-4
5 116-4
1102-6
6 27-2
1212-8
7 4-7
808-6
8 -6
-1
363 9
Total, 4096-2
192
288
141
24
Total, 648
2. The frequency of r successes is greater than that of r -1 so long as
r<np+p: if *ip is an integer, r=np gives the greatest term and also the mean.
3. This follows at once from a consideration of the Galton-Pearson apparatus.
4.
Binomial.
Normal curve.
1-7
10
10-5
45
42-7
120
116-1
210
211-5
252
258-4
210
211-5
4. In fig. 50, suppose every horizontal array to be given a slide to the right
until its mean lies on the vertical axis through the mean of the whole distribu-
tion: then suppose the ellipses to be squeezed in the direction of this vertical
axis until they become circles. The original quadrant has now become a
sector with an angle between one and two right angles, and the question is
solved on determining its magnitude.
CHAPTER XVII.
1. Estimated frequency 1512, standard error 0-29 lb. 2. Lower Q,
frequency 1472, standard error 026 lb.; upper Q, frequency 1116, standard
error 0-34 lb. 3. 0-18 lb. 4. 0.24 lb., 17 per cent• less than the standard
error of the median. 5. 0 0196 in or 0 76 per cent. of the standard-deviation:
the standard error of the semi-interquartile range is 1-23 per cent• of that
range.
6 r. n = 100. n = 1000.
o-o
o-i
0-0316
0-2
0-096
0-0304
0-4
0-084
0-0266
0.6
0-064
0-0202
0-8
0-036
0-0114
INDEX.
£The references are to pages. The subject matter of the Exercises given at
the ends of the chapters has been indexed only when such exercises (or
the answers thereto) give the constants for statistical tables in the text,
or theoretical results of general interest; in all such cases the number of
the question cited is given. In the case of authors' names, citations in
the text are given first, followed by citations of the authors' papers or
books in the lists of references. ]
Accident, deaths from (law of small
chances), 261-262.
Achenwall, Gottfried, Abriss der
Staatswissenschaft, 2.
Ages, at death of certain women
(table), 78; of husband and wife

(correlation), 159; diagram, 173;
constants (qu. 3), 189.
Aggregate, of classes, 10-11.
Agricultural labourers' earnings. See
Earnings.
Airy, Sir G. B., use of terms "error
of mean square" and "modulus,"
144. Refs., Tlimry of Errors of
Observation, 355.
Amman, 0., hair and eye-colour data
cited from, 61.
Annual value of dwelling-houses
(table), 83; of estates in 1715,
table 100, diagram, 101.
Arithmetic mean. See Mean, arith-
metic.
Array, def., 164; standard-deviation

of, 177, 204, 232-233, in normal
correlation, 315-316.
Association, generally, 25-59; def.,
28; degrees of, 29-30; testing by
comparison of percentages, 30-35;
constancy of difference from in-
dependence values for the second-
order frequencies, 35-36; co-
efficient of, 37-38; illusory or
misleading, 48-51; total possible
number of, for n attributes, 54-56;
case of complete independence,
56-57 ; use of ordinary correlation-
coefficient as measure of association,
212-213 ; Pearson's coefficient based
on normal correlation (refs.), 39,
329 ; refs., 15, 39, 329.
Association, partial, generally, 42-59;
the problem, 42-43 ; total and par-
tial, def., 44; arithmetical treat-
ment, 44-48 ; testing, in ignorance
of third-order frequencies, 51-54;
refs., 57.
examples: deaths and sex, 32-
33 ; deaths and occupation, 52-53;
deaf-mutism and imbecility, 33-34;
eye-colour of father and son, 34-35;
eye-colour of grandparent, parent,
and offspring, 46-48, 53-54; colour
and prickliness of Daturu, fruits, 3,6-
37; defectsinschool-children, 45-46.
Asymmetricalfrequency-distributions,
90-102 ; relative positions of mean,
median and mode in, 121-122,
diagrams, 113-114. See also Fre-
quency-distributions.
Asymmetry in frequency-distribu-
tions, measures of, 107, 149-50.
Attributes, theory of, generally, 1-59;

366
aggregate of classes, 10-11; ulti-
mate classes, 12; positive classes,
13-14; consistence of class-fre-
quencies, 17-24 (see Consistence);
association of, 25-59 (see Associa-
tion); sampling of, 250-830 (see
Sampling, of attributes).
Averages, generally, 106-32; def.,
107; desirable properties of, 107-
108; forms of, 108; average in
sense of arithmetic mean, 109;
refs., 129-130. See Mean, Median,

Mode.
Axes, principal, in correlation, 317-
318.
Barlow, P., tables of squares, etc.,
67. Kefs., 352.
Barometer heights, table, 96; dia-
gram, 97; means, medians, and
modes, 122.
Bateman, II.• refs., law of small
chances, 269.
Bateson, W., data cited from, 87.
Beeton, Miss M., data cited from, 78.
Bernoulli, J., refs., Ars Conjectandi,
355.
Bertillon, J., ref., Cours élémentaire
de statistique, 365.
Bertrand, J. L. F., refs., Calcul des

probabilités, 355.
Bias in sampling, 257-258, 275-277,
332, 339, 348.
Binomial series, 287-296 ; genesis of
in sampling of attributes, 287-289;
calculated series for different values
of p and n, 290, 291 ; experimental
illustrations of, 254-255, (qu. 1
and qu. 2) 270; graphic method
of forming a representation of series,
291-293; mechanical method of
forming a representation of series,
293-295, refs., 309; direct deter-
mination of mean and standard-
deviation, 295-296; deduction of
normal curve from, 297-298; refs.,
310.
Blakeman, J., refs., tests for linearity
of regression, 206; probable error
of contingency coefficient, 349.
Boole, G., refs., Laws of Thought,
23.
Booth, Charles, on pauperism, 193,
195.
Borel, E., refs., Théorie des 2>roba-
bilités, 355.
Bortkewitsch, L. von., refs., law of
small chances, 269.
Bowley, A. L., refs., effect of errors
on an average, 850 ; on sampling,
849; Measurement of Groups and
Series, 349; Elements of Statistics,
355; Elementary Manual of Sta-
tistics, 355.
Bravais, A., refs., correlation, 188,
328.
British Association, data cited from,
stature, 88 ; weight, 95, see Stature,
Weight; Reports on index-num-

INDEX.
367
Cloudiness at Breslau, frequency dis-
tribution, 103; diagram, 104.
Coefficient, of association, 37-38; of
contingency, 64-67; of variation,
149, standard error, 347; of cor-
relation, see Correlation.
Consistence, of class-frequencies for
attributes, generally, 17-24; def.,
18-19 ; conditions, for one or two
attributes, 20; for three attributes,
21-22; refs., 23.
Consistence of correlation-coefficients.
246-247.
Contingency tables, def., 60; treat-
ment of, by elementary methods,
61-63 ; isotropy, C8-71, 324-327.
coefficient of, 64-67; applica-
tion to correlation tables, 167, (qu.
3) 189; standard error of (refs.),
349.
Contrary classes and frequencies (for
attributes), 10 ; case of equality of
contrary frequencies (qu. 6, 7, 8),
16 ; (qu. 8), 24; (qu. 7, 8, 9), 59.
Correction of death-rates, etc., for
age and sex-distribution, 219-221;
refs., 222.
of standard-deviation for group-
ing of observations, 208; refs.

(including correction of moments
generally), 221.
of correlation-coefficient for
errors of observation, 209-210;
refs., 221-222.
Correlation, generally, 157-249; con-
struction of tables, 164; represen-
tation of frequency-distribution by
surface, 165-167; treatment of
table by coefficient of contingency,
167; correlation-coefficient, 170-
174, def. 174, direct deduction
227-229; regressions, 175-177,
def. 175; standard-deviations of
arrays, 177, 204; calculation of
coefficient for ungrouped data, 177-
181, for a grouped table, 181-188:
between movements of two variables.
197-201; elementary methods for
cases of non-linear regression, 201-
202; rough methods for estimating
coefficient, 202-205; correlation-
ratio, 205 ; effect of errors of ob-
servation on the coefficient, 209-
210; correlation between indices,
211-212; coefficient for a fourfold
table, direct, 212-213, on assump-
tion of normal correlation (Pearson's
coefficient) (refs.), 39, 329; for all
possible pairs of N values, 213-
214; correlation due to hetero-
geneity of material, 214-215 ; effect
of adding uncorrelated pairs to a
given table, 215-216 ; application
to theory of weighted mean, 216-
218; correlation in theory of sam-
pling, 267, 282-285, 338, 345-
346 ; standard error of coefficient,
348. Refs., 188,205-206, 221-222.

368
Movements of infantile and
general mortality, 197-199.
11 ovements of marriage-rate and
foreign trade, 199-201.
Correlation, normal, 313-330: deduc-
tion of expression for two variables,
310-315; constancy of standard-
deviation of arrays and linearity
of regression, 315-316; contour
lines, 316-317 ; normality of linear
functions of two normally distri-
buted variables, 317; principal

axes, 317-318; testingfornormality
of correlation table for stature,
318-324; isotropy of normal cor-
relation table, 324-327; outline
of theory for any number of
variables, 327-328; coefficient for
a normal distribution grouped to
fourfold form round medians
(Sheppard's theorem), (qu. 4) 330;
applications to theory of qualitative
observations (refs.), 329. Refs.,
328-329.
partial, 225-249; the pro-
blem, partial regressions and cor-
relations, 225-227; notation and
definitions, 229-230 ; normal equa-
tions, fundamental theorems on

product-sums, 230-231; signifi-
cance of generalised regressions
and correlations, 232; reduction
of standard-deviation, 232-233, of
regression 233-234, of correlation
2-34; arithmetical treatment 234-
241; representation by a model,
241-243; coefficient of M-fold cor-
relation, 243-245; expression of
correlations and regressions in terms
of those of higher order, 245-246;
consistence of coefficients, 246-7;
fallacies, 247-248 ; limitations in
interpretation of the partial correla-
tion coefficient, partial association
and partial correlation, 248; par-
tial correlation in case of normal
distribution of frequency, 327-328.
Refs., 248-249, 328-329.
ratio, 205 ; refs., 206.
Cosin, values of estates in 1715,
100.
Cotsworth, M. B., refs., multiplica-
tion table, 353.
Cournot, A. A., refs., theory of
probability, 355.
Crawford, G. E., refs., proof that
arithmetic mean exceeds geometric,
130.
Crelle, A. L., refs., multiplication
table, 353.
Crops and weather, correlation, 196-
197.
Czuber, E., refs., Wahrscheinlich-
keitsrechnung, 355.
Dakbishire, A. D., data cited from,
128, 261. Refs., illustrations of
correlation, 188, 269.
Darwin, Charles, data cited from,

INDEX.
369
Deviation, root-mean-square. See
Deviation, standard.
standard, 134-144; def. 134;
relation to root-mean-square devi-
ation from any origin, 134-135;
is the least possible root-mean-
square deviation, 135; little affected
by small errors in the mean, 135;
calculation for ungrouped data,
135-137, for a grouped distribu-
tion, 138-141 ; influence of group-
ing, 140, 208 ; range of six times

the s.d. contains the bulk of the
observations, 140-142, 305 ; of a
series compounded of others, 142-
143; of N consecutive natural
numbers, 143; of a rectangle, 143;
of arrays in theory of correlation,
177, 204, 315-316; of generalised
deviations (arrays), 230, 232-233;
other names for, 144; of a sum or
difference, 207-208 ; effect of errors
of observation on, 209 ; of an index,
210-211; of binomial series, 295-
296. For standard-deviations of
sampling, see Error, standard.
De Vries, H., data cited from, 102.
Dice, records of throwing, 254-255,
(qu. 1, 2, 3) 270; testing for

significance of divergence from
theory, 263; refs., 269.
Dickson, J. D. Hamilton, normal
correlation surface, 324. Refs.,
normal correlation, 329.
Diphtheria, ages at death from, table,
98; diagram, 97.
Discounts and reserves in American
banks, table, 162; diagram, facing
166.
Dispersion, measures of, 107, 133-
156; unsuitability of range as
a measure, 133; relative, 149;
refs., 154. See Deviation, mean;
Deviation, standard; Quartiles.
Distribution of Frequency. See Fre-
quency-distribution.
Earnings of agricultural labourers:
calculation of standard-deviation,
135-137; mean deviation, 145;
quartiles, 147; correlation with
pauperism and out-relief, 178-181,
constants, (qu. 2) 189, 235; dia-
gram, 180; by partial correlation,
235-243 ; diagram of model, 242.
Edgeworth, F. Y., terms for measures
of dispersion, 144 ; dice-throwings
(Weldon), 254; probable error of
median, etc., 340. Refs., Index-
numbers, 130-131; correlation,
188, 248, 329; law of error
(normal law), 269, 310; theory of
sampling, probable errors, etc.,
269, 349; dissection , of normal
curve, 311.
Elderton, W. Palin, refs., calculation
of moments, 154 ; table of powers,
353; tables for testing fit, 349,
353; Frequency Curves and Cor-

370
Falkner, R. P., refs., translation of
Meitzen's Theorie der Statistik, 6.
Fallacies, in interpreting associations
—theorem on, 48-49, illustrations,
49-50 ; owing to changes of classi-
fication, actual or virtual, 72; in
interpreting correlations—"spuri-
ous" correlation between indices,
211-212; correlation due to hetero
geneity of material, 214-215; dif-
ference of sign of total and partial
correlations, 247-248.
Fay, E. A., data cited from Mar-
riages of the Deaf in America, 104.
Fechner, G. T., refs., frequency-dis-
tributions, averages, measures of
dispersion, etc., 129, 154; Kol-
lektivmasslehre, 129, 310, 356.
Fecundity of brood-mares, table, 96;
diagram, 94; mean, median, and
mode, (qu. 3) 131; inheritance
(ref.), 222.
Fertility of mother and daughter,
correlation, 161, 195-196; dia-
gram, 175 ; constants, (qu. 3) 189;
ref., 222.
Filon, L. N. G., ref., probable errors,
350.
Fit of a theoretical to an actual fre-

quency-distribution, testing (ref.),
311 ; tables for, 353.
Fluctuation, measure of dispersion,
144.
Fountain, H., ref., index-numbers
of prices, 131.
Frequency of a class, 10, 76.
Frequency-curve, def., 87; ideal forms
of, 87-105; normal curve (q.v.),
297-309; refs., 105, 310.
Frequency-distributions, 76; forma-
tion of, 79-83; graphic represen-
tation of, 83-87; ideal forms-
symmetrical, 87-90, moderately
asymmetrical, 90-98, extremely
asymmetrical (J-shaped), 98-102,
U-shaped, 102-105 ; binomial series,
287-296; hypergeometrical series
(ref.), 285; normal curve, 297-
309; theoretical forms, refs., 285,
310. See Binomial series; Normal
curve; Correlation, normal.
illustrations: of death-rates in
England and Wales, 77 ; of ages at
death of certain women, 78; of
stigmatic rays on poppies, 78; of
annual values of dwelling-houses
in Great Britain, 83; of head-
breadths of Cambridge students,
84; of statures of males in the
U.K., 88, 90; of pauperism in
different districts of England and
Wales, 93 ; of weights of males in
the U.K., 95; of fecundity of
brood-mares, 96; of barometer
heights at Southampton, 96; of
ages at death from diphtheria, 98;
of annual values of estates, 100;
of petals in Ranunculus bulbosus,

INDEX.
371
centiles, 118, 151-152; of repre-
senting correlation between two
variables, 180-181; of estimating
correlation coefficient, 203-204 ; of
forming one binomial polygon from
another, 291-293.
Graunt, John, Observations on the
Bills of Mortality, 6.
Gray, John, data cited from, 266.
Grouping of observations to form
frequency - distribution, choice of
class-interval, 79-80 ; influence on

mean, 113-114, 115, 116 ; influence
on standard-deviation, 140, 208.
Hair-colour: and eye-colour, ex-
ample of contingency, 61, 63, 66-
68; theory of sampling applied to
certain data, 266-267, 268.
Harmonic mean. See Mean, har-
monic.
Harris, J. A., rets., short method
of calculating coefficient of cor-
relation, 206.
Head-breadths of Cambridge students,
table, 84 ; diagram, 85.
Helguero, F. de, refs., dissecting
compound normal curve, 311.
Heron, D., refs., relation between
fertility and social status, 205;

defective physique and intelli-
gence, application of correction
for age-distribution, etc., 222;
abac giving probable errors of
correlation coefficient, 349, 353;
probable error of a partial correla-
tion coefficient, 350.
Histogram, construction of, 84.
Hollis, T., cited re Cosin's Names of
the Roman Catholics, etc., 100.
Hooker, R. H., correlation between
weather and crops, 196; between
movements of two variables, 201.
Refs., correlation between move-
ments of two variables, 205;
weather and crops, 205, 249;
theory of partial correlation, 248.
Houses, inhabited and uninhabited,
in rural and urban districts, 61-
62; annual value of, table, 83;
median, (qu. 4) 131; quartiles,
(qu. 3) 155.
Hull, C. H., ref., The Economic
Writings of Sir William Petty,
together with the Observations on
the Bills of Mortality more probably
by Captain John Qraunt, 6.
Husbands and wives, correlation be-
tween ages, table, 159; diagram,
173; constants, (qu. 3) 189.
Hypergeometrical Series, ref., 285.
Illusory associations, 48-51.
Imbecility, association with deaf-
mutism, 33-34, 38.
Inclusive and exclusive notations for
statistics of attributes, 14-15.
Independence, criterion of, for attri-
butes, 25-28 ; case of complete, for
attributes, 56-57 ; form of contin-

372
Laplace, Pierre Simon, Marquis de,
probable error of median, 340.
Refs., normal curve, 310; mean
deviation least about the median,
154; Théorie analytiquc des pro-
bability, 154, 350, 356.
Larmor, Sir J., use of word "statis-
tical," 4.
Lee, Alice, data cited from, 96, 122,
160, 161. Refs., inheritance of
fertility and fecundity, 222.
Lemna Minor, correlation between

lengths of mother- and daughter-
frond, 185-187.
Lexis, W., use of term "precision,"
144. Refs., Theorie der Massen-
erscheinungen, 269; Abhandlungen
zur Theorie der Beyblkcrungs und
Moral-statistik, 269, 356.
Lipps, G. F., refs., measures of
dependence (association, correla-
tion, contingency, etc.), 39; Fech-
ner's Kollektivmasslchre, 129, 356.
Little, W., data as to agricultural
labourers' earnings cited from, 137.
Lobelia, application of theory of
sampling to certain data, 265-266,
268.
Logarithmic increase of population,

125-126 ; logarithmic mode, 128.
Macalister, Sir Donald, ref., law
of geometric mean, 130, 310.
Macdonell, W. R., data cited from,
84, 90.
Marriage-rate and trade, correlation
of movements, 199-201.
Maxwell, Clerk, use of word "stat-
istical," 4.
Mean, arithmetic, generally, 108-116;
def., 108-109; nature of, 109 ; cal-•
culation of, for a grouped distribu-
tion, 109-113; influence of group-
ing, 113-114, 115, 116; position
relatively to mode and median, 121_
122, diagrams, 113, 114; sum of
deviations from, is zero, 114; of
series compounded of others, 115; of
sum or difference, 115-116; com-
parison with median, 119; sum-
mary comparison with median and
mode, mean is the best for all
general purposes, 122-123; weight-
ing of, 216-221 ; of binomial series,
295 ; standard error of, 340-346.
deviation. See Deviation, mean.
Mean, error, 144.
geometric, 108; generally,
123-128; def., 123; calculation,
124; less than arithmetic mean,
123; difference from arithmetic
mean in terms of dispersion, (qu. 8)
156; of series compounded of
others, 124; of series of ratios or
products, 124 ; in estimating inter-
censal populations, 125-126; con-
venience for index-numbers, 126-
127 ; use on ground that deviations
vary with absolute magnitude, 127-

INDEX.
373
Mode, 108 ; generally, 120-123; def.,
120; approximate determination,
from mean and median, 121-122;
diagrams showing position re-
latively to mean and median 113,
114 ; logarithmioorgeometric mode,
128 ; weighting of, 221; refs., 130.
Modulus, as measure of dispersion,
144; origin from normal curve,
300.
Mohl, Robert von, refs., Geschichte
unit Literatur der Staatswissen-

schaflen, 5.
Moment, first, def., 110 ; second and
general, def., 135; calculation of
moments (ref.), 154.
Moore, L. Bramley, data cited from,
96, 161. Ref., inheritance of fer-
tility and fecundity, 222.
Mortality. See Death-rates.
Movements, correlation of, in two
variables, methods, 197-201 ; refs.,
205.
Negative classes and attributes, 10.
Newsholme, A., refs., birth-rates, cor-
rection for age-distribution, etc.,
222; Vital Statistics, 355.
Normal curve of errors: deduction
from binomial series, 297-298;

value of central ordinate, 300;
table of ordinates, 299; mean
deviation and modulus, 300;
comparison with binomial series
for moderate value of n, 300-301;
outline' of more general methods
of deduction, 301-303; fitting to
a given distribution, 303-304 ; the
table of areas, 306, and its use,
305-306; quartile deviation and
probable error, 306-307 ; numerical
examples of use of tables, 307-309
normality in fluctuations of sam
pling of the mean, 342-343. Refs.
general, 310; dissection of com
pound curve, 310-311; tables.
353-354. For normal correlation.
see Correlation, normal.
Norton, J. P., data cited from, 162.
Ref., Statistical Studies in the New
York Money Market, 205.
Order, of a class, 10 ; of generalised
correlations, regressions, devia-
tions, and standard-deviations,
229-230.
Palgrave, Sir R. H. I., Dictionary
of Political Economy, 6.
Pareto, V., refs., Cours aVe.conomic
politique, 105.
Partial association. See Association,
partial.
Partial correlation. See Correlation,
partial.
Pauperism, in England and Wales,
table 93 ; diagrams, 92, 113; cal-
culation of mean, 111 ; of median,
117, 118; means, medians, and
modes for other years, 122 ; stand-
ard-deviation, 139-140; mean

374
diameters of shell, 158 ; constants,
(qu. 3) 189.
Percentage, standard error of, 252-
253; when numbers in samples
vary, 260-261. See also Sampling,
of attributes.
Percentiles, 150-153; def., 150 ; de-
termination, 151-152; advantages
and disadvantages, 152-153; use
for unmeasured characters, 152-
153, refs., 329; standard errors
of, 333-337; correlation between

errors of sampling in, 337-338;
refs., 154.
Petals of Ranuncuhis bidbosus, fre-
quency of, 102; unsuitability of
median in case of such a distribu-
tion, 117.
Peters, J., refs., multiplication table,
353.
Petty, Sir W., refs., Economic
Writings, 6.
Poincare, H., refs., Calcul des pro-
bability, 356.
Poisson, S. D., refs., sex-ratio, 269;
Recherches snr la probabilite des
jugements, 209, 356.
Poppies, stigmatic rays on, frequency,
78; unsuitability of median in

such a distribution, 116.
Population, estimation of between
censuses, 125-126 ; refs., 130.
Positive classes and attributes, def.,
10; number of positive classes, 13;
sufficiency of for tabulation, 13;
expression of other frequencies, in
terms of, 13-14.
Precision, 144, 253, 300.
Prices, index-numbers of, 126; use of
geometric mean, 126; of harmonic
mean, 129 ; refs., 130-131.
Principal axes, in correlation, 317-
318 ; ref., 329.
Quartile deviation. See Quartiles.
Quartiles, quartile deviation and semi-
interquartile range, 134; generally,
147-149; defs., 147; determina-
tion, 147-148; ratio of q.d. to
standard-deviation, 148, 306; ad-
vantages of q.d. as a measure of
dispersion, 148-149; difference be-
tween deviations of quartiles from.,
median as measure of skewness,
150; ratio of q.d. to median as
measure of relative dispersion, 149;
q.d. of normal curve, 306; stan-
dard errors, 333-337, 337-339.
Quetelet, L. A. J., refs., Lettres sur
la théorie des probabilités, 269, 356.
Random sampling, in sense of simple
sampling, 285.
Range, unsuitability of, as a measure
of dispersion, 133.
Ranks, 143, 153 ; methods of corre-
lation based on (refs.), 329.
Ranunculus, frequency of petals, 102;
unsuitability of median for such
distributions, 117.
INDEX.
375
measure of untrustworthiness, 275-
277 ; effect of removing conditions
of simple sampling, 277-285; sam-
pling from limited material, 283;
binomial distribution, 287-296;
normal curve, 297-309; normal
correlation, 313-330. See also
Binomial series; Hypergeometrical
series; Normal curve; Correlation,
normal.
Sampling, of variables, conditions
assumed in simple sampling, 331-

333; standard errors of percentiles
(median and quartiles), 333-337;
dependence of standard error of
median on the form of the distribu-
tion, 334-336; of difference between
two percentiles, 337-339 ; of arith-
metic mean, 340-346; of difference
between two means, 341-342; nor-
mality of distribution of mean,
342-343; effect of removing con-
ditions of simple sampling on
standard error of mean, 343-346;
standard error of standard-devia-
tion and coefficient of variation,
347; of coefficients of correlation
and regression, 348.
Saunders, Miss E. R., data cited

from, 37.
Scheibner, W., difference between
arithmetic and geometric, arith-
metic and harmonic means, (qu. 8
and qu. 9) 156.
Scripture, E. W., use of word
"statistics," 3.
Semi-interquartile range. See Quar-
tiles.
Sex-ratio of births: correlation with
total births, 163, 175; diagram,
176; constants, (qu. 3) 189;
application of the theory of samp-
ling to, 258-260, (qu. 7) 271, (qu.
1, 2) 285, refs., 269; standard
error of ratio male to female births,
(qu. 11) 271
Shakespeare, W., use of word
"statist," 1.
Sheppard, W. F., correction of the
standard-deviation for grouping,
208, 303; theorem on correlation
of a normal distribution grouped
round medians, (qu. 4) 330;
normal curve tables, 333; standard
errors of percentiles, 340. Refs.,
calculation and correction of
moments, 221; normal curve and
correlation, theory of sampling,
310, 329, 350; tables of normal
function and its integral, 354.
Significant differences, 262.
Sinclair, Sir John, use of words
"statistics," " statistical," 2.
Skew or asymmetrical frequency-
distributions, 90-102. See also
Frequency-distributions.
Skewness of frequency-distributions,
107; measures of, 149-150.

376
Stigmatic rays on poppies, frequency,
78; unsuitability of median for
such distributions, 116.
Stirling, James, expression for fac-
torials of large numbers, 300.
"Student" (pseudonym), refs., law
of small chances, 269; probable
errors, 350.
Symmetrical frequency-distributions,
87-90. See also Frequency-dis-
tributions; Normal curve.
Symons, G. J., use of word '' sta-

tistics " in British Rain/all, 3.
Tabulation, of statistics of attri-
butes, 11-15, 37; of a frequency-
distribution, 81; of a correlation
table, 164.
Tatham, John, refs., correction of
death-rates, 222.
Thorndike, E. L., refs., methods of
measuring correlation, 329 ; Theory
of Mental and Social Measurements,
356.
Todhunter, I., refs., History of
the Mathematical Theory of Prob-
ability, 6.
Type of array, def., 164.
Ultimate classes and frequencies,
def., 12 ; sufficiency of, for tabula-

tion, 12-13.
Universe, def., 17; specification of,
17, 18.
U-shaped frequency distributions,
102-105.
Value, annual, of dwelling-houses,
table, 83; median, (qu. 4) 131;
quartiles, (qu. 3) 155.
of estates, in 1715, table, 100;
diagram, 101.
Variables, theory of, generally, 75-
249 ; def., 7, 75.
Variates, def., 150.
Variation, coefficient of, 149; stan-
dard error of, 347.
Venn, John, refs., Logic of Chance,
sex-ratio, 269, 356.
Verschaeffelt, E., relative dispersion,
149. Kefs., measure of relative dis-
persion, 154.
Vigor, H. D., data cited from, 163.
Refs., sex-ratio, 269.
Wages of agricultural labourers, see
Earnings.
Warner, F., refs., study of defects in
v school-children, notation for stat-
istics of attributes, 15.
Waters, A. C, refs., estimating in-
tercensal populations, 130.
Weather and crops, correlation, 196-
197.
Weighted Mean, see Mean, weighted;
also Mean, geometric; Median;
Mode.
Weights of males in U.K., table, 95;
diagram, 94; mean, median, and
mode, (qu. 2) 131; standard-devia-
tion, mean deviation and quartiles,
(qu. 2) 155.
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An introduction to the theory of statistics,

Yule, G. Udny (George Udny), 1871-1951.

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The following chapters are based on the courses of instruction

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