With the rapid development of computer science, internet and computing techniques,mankind has entered the big data age.“Big data” will revolutionise the way people understand and cognize nature, change the ideas and methods of scientific research, it will become a new engine for scientific research. However large quantity of data is not necessary but sufficient condition to big data, its essence is to analyse problems and make the correct decisions by the way of data mining. Big data could be applied in various fields in the society, it’s a kind of thought or research method which analyse problems and make the correct decisions based on mass data. Big data has brought three aspects of the change of ideas：All the data（all samples,all variables）is the study object for big data instead of traditional random sampling in statistics; Exploring the correlation between data is the method and purpose of big data instead of studying the cause and effect of the matter; The research of big data is oriented to make decisions with high probability instead of getting exact results. Accordingly, researched results of big data are more efficacious and truer.