Why Oracle not using the correct indexes after running table stats

I created an index on the table and ran the a sql statement. I found that via the explain plan that index is being used and is cheaper which I wanted.
Latter I ran all tables stats and found out again via explain plan that the same sql is now using different index and more costly plan. I don't know what is going on. Why this is happening. Any suggestions.
Thx

I just wanted to know the cost using the index.
To gather histograms use (method_opt is the one that causes the package to collect histograms)
DBMS_STATS.GATHER_SCHEMA_STATS (
ownname => 'SCHEMA',
estimate_percent => DBMS_STATS.AUTO_SAMPLE_SIZE,
block_sample => TRUE,
method_opt => 'FOR ALL COLUMNS SIZE AUTO',
degree => 4,
granularity => 'ALL',
cascade => TRUE,
options => 'GATHER'
);

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