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Statistical Theory Analysis

Analyze the theoretical properties of statistical methods: bias, variance, consistency, coverage, and more.

Stars
14,802
Licence
MIT
Files
1 file

What it does

This skill tells an AI agent to reason about statistical methods in a formal, mathematical way. When asked about a method, the agent looks at properties such as identifiability, bias and variance, consistency, asymptotic behaviour, coverage, error bounds, robustness and limitations. It can then lay out a structured proposition with assumptions, a proof sketch, an interpretation and the scope where the result does not hold. It also suggests experiments that would test each theoretical claim.

Great for

  • Researchers who need a structured theoretical analysis of a proposed statistical method before running experiments
  • Students checking the assumptions and properties behind an estimator or test
  • Authors preparing the theory section of a simulation or methods paper

Skip it if

  • Quick practical data analysis, since it focuses on formal theory rather than running code on datasets (it is not a substitute for checking proofs by a qualified statistician)
  • Situations where the agent's mathematical claims will be published or relied on without expert review, because the agent may produce plausible but incorrect proofs

Try asking

  • “Analyze the consistency and asymptotic normality of this estimator under the stated assumptions.”
  • “What are the bias and variance trade-offs of this regularised method, and where does coverage fail?”
  • “Draft a proposition and proof sketch for the robustness of our proposed estimator to outliers.”
  • “Suggest empirical predictions that would test the theoretical claims about our method.”
Step-by-step guide: how to use Statistical Theory AnalysisInstall, first run, examples, tips and FAQs

Install in 3 steps

  1. 1

    Download the skill

    The ZIP contains the 1 original files, the MIT licence and an attribution note.

    statistical-theory-analysis.zip
  2. 2

    Add it to your agent

    Claude Code (all projects)

    mkdir -p ~/.claude/skills && unzip statistical-theory-analysis.zip -d ~/.claude/skills/

    Claude Code / Agent SDK (this project only)

    mkdir -p .claude/skills && unzip statistical-theory-analysis.zip -d .claude/skills/

    Claude apps (web/desktop): Settings → Capabilities → Skills → Upload skill, and choose the ZIP.

  3. 3

    Ask for the task

    No special command needed — the agent reads the skill's description and loads it when your request matches. Try one of the prompts above.

Get better results

  • State your model, assumptions and estimator precisely so the agent reasons from concrete definitions.
  • Ask for the explicit assumptions and limitations section, and check each assumption against your setting.
  • Treat the proof sketch as a starting point and verify key steps independently or with a statistician.

What's inside

  • SKILL.md

Redistributed unmodified from aiming-lab/AutoResearchClaw under the MIT licence. The assessment was drafted with AI from the skill's files on 2026-10-29. Skills can instruct your agent to run code — read SKILL.md and any scripts before installing.