tion</em> that is one of the most important concepts in statistics. When it was first advanced, this was revolutionary: If we throw out all of the details about every one of the participants, then how can we be sure that we aren’t missing something important?</p>
<p>As we will see, statistics provides us ways to characterize the structure of aggregates of data, with theoretical foundations that explain why this usually works well. However, it’s also important to keep in mind that aggregation can go too 