research is to study something for a stretch of time (any subject) and establish thesis(or findings) on that for which u have to essentially gather lots of information, go places if necessary etc. An investigation on the other hand is a logical and comprehensive establishment/derivation of facts etc. of an event or happening (e.g a murder) to pin pointedly prove how it all happened. Statistics play an important role in research while logic and intelligence play a vital role in Investigation.
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