Anscombe’s Quartet is a set of four 2D datasets which have the same mean and variance in both X & Y as well as the same relationship between the two variables, even though they look very different.
I built a little animation to show all four datasets and a smooth transition between them:
The black line is the mean Y value and the two dotted lines represent the mean ± std dev., the blue line is the least square regression between x and y. These are recomputed at each frame. In a sense, all the frames are like Anscombe sets.
The script for generating these is on github. I enjoyed playing around with theano for easy automatic differentiation (these type of derivatives are easy, but somehow I always get a sign wrong or a factor of 2 missing in the first try).