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I've taken a few probability classes and now understand how to calculate some statistical measures like mean and confidence intervals. What I don't know is the what, when, and why of using these measures for specific situations. I'm hoping to put together a good collection of each of these measures, what they're used for, and what situations these are good to use. Specifically I'm looking for these (but not limited to):

  • Mean (average)
  • Standard Deviation
  • Variance
  • Confidence Intervals
  • Median
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General Advice

  • Start analysing data and reading the analyses of other researchers. This should assist you in mapping statistical techniques onto data analytic problems.
  • Read some applied statistics textbooks related to a domain that you are interested in.
  • If you have specific questions (e.g., when would you report the SD versus the variance? or when would you use the median rather than the mean), do a search and see if a question already exists on the site. If no such question exists, ask it here.

Mean, SD, Var, CI, Median

I'd broadly classify the five things you mentioned into

  • Measures of central tendency: Mean, Median
    • There are questions on this site that discuss when to use mean versus median such as this one.
  • Measures of spread: SD, Var

  • Measures of confidence in parameter estimation: CI

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