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	<title>Comments on: Statistical error</title>
	<atom:link href="http://www.bit-player.org/2010/statistical-error/feed" rel="self" type="application/rss+xml" />
	<link>http://bit-player.org/2010/statistical-error</link>
	<description>An amateur's outlook on computation and mathematics.</description>
	<pubDate>Tue, 07 Feb 2012 07:55:42 +0000</pubDate>
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		<title>By: 0x69</title>
		<link>http://bit-player.org/2010/statistical-error#comment-2776</link>
		<dc:creator>0x69</dc:creator>
		<pubDate>Sat, 10 Apr 2010 21:35:57 +0000</pubDate>
		<guid isPermaLink="false">http://bit-player.org/?p=604#comment-2776</guid>
		<description>Regarding Tom Siegfried view about "rigorous mathematical methods". Somehow i think that he did not thought about classical mechanics, but rather about mathematical methods involved in classical mechanics and in that time math in general. Let me explain.
To my knowledge, Galileo was fascinated by the works of Descartes which in turn helped Newton and Leibniz to create calculus. Indeed, classical physics methods are calculus based. For example, well known F=ma, can be written as body momentum derivative over time F = dp/dt. So, that being said, I rather think that Siegfried's "mathematical paradise" is ... calculus. But I can be wrong about his view.


Regarding statistics - I agree, in one way or another we need statistical methods. And there are cases, where without statistics we could say nothing about problem at hand. For example,- I can't imagine better alternative to Maxwell distribution - which helps to predict properties of gases-&#62;
http://en.wikipedia.org/wiki/Maxwell%E2%80%93Boltzmann_distribution
According to wikipedia- Maxwell distribution was first-ever statistical law in physics. After that the whole new physics field based on statistics borned -&#62;
http://en.wikipedia.org/wiki/Statistical_mechanics
And there are a lot of physical theories which uses statistical or probabilistic approach, take a look at quantum mechanics or chaos theory... Without statistics whole fields of physics should be destroyed, which would be ridiculous given the fact that these fields gave remarkable ideas and new technological inventions. So statistics should survive.</description>
		<content:encoded><![CDATA[<p>Regarding Tom Siegfried view about &#8220;rigorous mathematical methods&#8221;. Somehow i think that he did not thought about classical mechanics, but rather about mathematical methods involved in classical mechanics and in that time math in general. Let me explain.<br />
To my knowledge, Galileo was fascinated by the works of Descartes which in turn helped Newton and Leibniz to create calculus. Indeed, classical physics methods are calculus based. For example, well known F=ma, can be written as body momentum derivative over time F = dp/dt. So, that being said, I rather think that Siegfried&#8217;s &#8220;mathematical paradise&#8221; is &#8230; calculus. But I can be wrong about his view.</p>
<p>Regarding statistics - I agree, in one way or another we need statistical methods. And there are cases, where without statistics we could say nothing about problem at hand. For example,- I can&#8217;t imagine better alternative to Maxwell distribution - which helps to predict properties of gases-&gt;<br />
<a href="http://en.wikipedia.org/wiki/Maxwell%E2%80%93Boltzmann_distribution" rel="nofollow">http://en.wikipedia.org/wiki/Maxwell%E2%80%93Boltzmann_distribution</a><br />
According to wikipedia- Maxwell distribution was first-ever statistical law in physics. After that the whole new physics field based on statistics borned -&gt;<br />
<a href="http://en.wikipedia.org/wiki/Statistical_mechanics" rel="nofollow">http://en.wikipedia.org/wiki/Statistical_mechanics</a><br />
And there are a lot of physical theories which uses statistical or probabilistic approach, take a look at quantum mechanics or chaos theory&#8230; Without statistics whole fields of physics should be destroyed, which would be ridiculous given the fact that these fields gave remarkable ideas and new technological inventions. So statistics should survive.</p>
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		<title>By: brian</title>
		<link>http://bit-player.org/2010/statistical-error#comment-2774</link>
		<dc:creator>brian</dc:creator>
		<pubDate>Fri, 09 Apr 2010 17:51:27 +0000</pubDate>
		<guid isPermaLink="false">http://bit-player.org/?p=604#comment-2774</guid>
		<description>@David Eisner: Oops! Make that 2-sigma, not 1-sigma. And note that the error is all mine, not Siegfried's.</description>
		<content:encoded><![CDATA[<p>@David Eisner: Oops! Make that 2-sigma, not 1-sigma. And note that the error is all mine, not Siegfried&#8217;s.</p>
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		<title>By: David Eisner</title>
		<link>http://bit-player.org/2010/statistical-error#comment-2771</link>
		<dc:creator>David Eisner</dc:creator>
		<pubDate>Thu, 08 Apr 2010 21:12:25 +0000</pubDate>
		<guid isPermaLink="false">http://bit-player.org/?p=604#comment-2771</guid>
		<description>I shouldn't be surprised that we can read the same words and come to entirely different conclusions about the intended meaning. My original interpretation of Siegfried's article (which I read before your blog post) was that by "mutant form of math" he meant the "widespread misuse of statistical methods."  

Consider the modifying phrase in this sentence: "Even when performed correctly, statistical tests are widely misunderstood and frequently misinterpreted." To me this demonstrates that, up to this point, Siegried is criticizing the *incorrect* use of statistical tests.  That is, there are two problems: a) incorrect application of statistical methods, and b) misinterpretation of correctly applied methods.  Neither is an indictment of statistics per se.  The rest of the article seems to confirm this interpretation.

One of the money grafs: "Correctly phrased, experimental data yielding a P value of .05 means that there is only a 5 percent chance of obtaining the observed (or more extreme) result if no real effect exists (that is, if the no-difference hypothesis is correct). But many explanations mangle the subtleties in that definition. A recent popular book on issues involving science, for example, states a commonly held misperception about the meaning of statistical significance at the .05 level: “This means that it is 95 percent certain that the observed difference between groups, or sets of samples, is real and could not have arisen by chance.”"

This has tripped me up, too.  It's a subtle point.

By the way, you write "when a result is reported as statistically significant at the 1-sigma level (or in other words with a P value of 0.05)" -- isn't the 1-sigma level closer to 68%, not 95%?</description>
		<content:encoded><![CDATA[<p>I shouldn&#8217;t be surprised that we can read the same words and come to entirely different conclusions about the intended meaning. My original interpretation of Siegfried&#8217;s article (which I read before your blog post) was that by &#8220;mutant form of math&#8221; he meant the &#8220;widespread misuse of statistical methods.&#8221;  </p>
<p>Consider the modifying phrase in this sentence: &#8220;Even when performed correctly, statistical tests are widely misunderstood and frequently misinterpreted.&#8221; To me this demonstrates that, up to this point, Siegried is criticizing the *incorrect* use of statistical tests.  That is, there are two problems: a) incorrect application of statistical methods, and b) misinterpretation of correctly applied methods.  Neither is an indictment of statistics per se.  The rest of the article seems to confirm this interpretation.</p>
<p>One of the money grafs: &#8220;Correctly phrased, experimental data yielding a P value of .05 means that there is only a 5 percent chance of obtaining the observed (or more extreme) result if no real effect exists (that is, if the no-difference hypothesis is correct). But many explanations mangle the subtleties in that definition. A recent popular book on issues involving science, for example, states a commonly held misperception about the meaning of statistical significance at the .05 level: “This means that it is 95 percent certain that the observed difference between groups, or sets of samples, is real and could not have arisen by chance.”&#8221;</p>
<p>This has tripped me up, too.  It&#8217;s a subtle point.</p>
<p>By the way, you write &#8220;when a result is reported as statistically significant at the 1-sigma level (or in other words with a P value of 0.05)&#8221; &#8212; isn&#8217;t the 1-sigma level closer to 68%, not 95%?</p>
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		<title>By: Jim Ward</title>
		<link>http://bit-player.org/2010/statistical-error#comment-2760</link>
		<dc:creator>Jim Ward</dc:creator>
		<pubDate>Mon, 05 Apr 2010 19:03:35 +0000</pubDate>
		<guid isPermaLink="false">http://bit-player.org/?p=604#comment-2760</guid>
		<description>Is it science's failure to come up with new physical laws? Why are medicine and economics still relying on statistics?</description>
		<content:encoded><![CDATA[<p>Is it science&#8217;s failure to come up with new physical laws? Why are medicine and economics still relying on statistics?</p>
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		<title>By: David S. Mazel</title>
		<link>http://bit-player.org/2010/statistical-error#comment-2727</link>
		<dc:creator>David S. Mazel</dc:creator>
		<pubDate>Wed, 24 Mar 2010 22:11:06 +0000</pubDate>
		<guid isPermaLink="false">http://bit-player.org/?p=604#comment-2727</guid>
		<description>A thank you to Brian for pointing out the article.  I come to this blog regularly and enjoy Brian's writings as well as the links he provides.

I read Brian's post as well as the article and frankly I'm not surprised by either. The reality is that statistics and probability are not well understood, even by experts.  And, as Mr. Siegfried notes, many scientists who compute statistics haven't the faintest idea of what they are doing or why.  They run some software, get a result, and write a report. The public is expected and encouraged to accept the result.

The reality is that analysts (and I am one and have worked on system testing) use statistics because it was mandated somewhere by someone to do so. The applicability and validity are not important; what's important is to get a number.  Further, the distributions on which statistics rest are completely disregarded in most studies.  You simply have to read reports to see this and Mr. Siegfried provides ample examples both of mis-applied statistics and wrong interpretations of results.

To see that probability is so greatly misunderstood one has only to look at the Monty Hall problem.  Wikipedia has a good entry on this and, frankly, the results are counter-intuitive such that mathematicians have argued about it furiously. To see more of this, there are articles in, I think, the current issue of either Mathematics Magazine or the College Mathematics Journal.  Plus, the Mathematical Intelligensia just had an article about Bayesian methods that also shows the counter-intuitive nature of this approach.

With reference to statistics, we can see the shortcomings in a simple example if we look at a data, say some sampling, and compute (blindly) the mean and standard deviation.  These calculations are simple to do, but to use them as a descriptor means the data have to be Gaussian and sometimes data are and sometimes they are not. Yet, how often do we see a plot of data with the Gaussian overlaid so that one can see (and with analysis, know) if the Gaussian is the right distribution.  Not often.  (For that matter, how often does a reader even have the raw data for his/her own analysis?)

In short, Mr. Siegfried is doing science a service by pointing out the issues with statistics and probability.   Hopefully, scientists will be more careful to report just what a statistic implies AND what it does not imply.

Brian, you, too, are doing us all a service with your posts and comments.</description>
		<content:encoded><![CDATA[<p>A thank you to Brian for pointing out the article.  I come to this blog regularly and enjoy Brian&#8217;s writings as well as the links he provides.</p>
<p>I read Brian&#8217;s post as well as the article and frankly I&#8217;m not surprised by either. The reality is that statistics and probability are not well understood, even by experts.  And, as Mr. Siegfried notes, many scientists who compute statistics haven&#8217;t the faintest idea of what they are doing or why.  They run some software, get a result, and write a report. The public is expected and encouraged to accept the result.</p>
<p>The reality is that analysts (and I am one and have worked on system testing) use statistics because it was mandated somewhere by someone to do so. The applicability and validity are not important; what&#8217;s important is to get a number.  Further, the distributions on which statistics rest are completely disregarded in most studies.  You simply have to read reports to see this and Mr. Siegfried provides ample examples both of mis-applied statistics and wrong interpretations of results.</p>
<p>To see that probability is so greatly misunderstood one has only to look at the Monty Hall problem.  Wikipedia has a good entry on this and, frankly, the results are counter-intuitive such that mathematicians have argued about it furiously. To see more of this, there are articles in, I think, the current issue of either Mathematics Magazine or the College Mathematics Journal.  Plus, the Mathematical Intelligensia just had an article about Bayesian methods that also shows the counter-intuitive nature of this approach.</p>
<p>With reference to statistics, we can see the shortcomings in a simple example if we look at a data, say some sampling, and compute (blindly) the mean and standard deviation.  These calculations are simple to do, but to use them as a descriptor means the data have to be Gaussian and sometimes data are and sometimes they are not. Yet, how often do we see a plot of data with the Gaussian overlaid so that one can see (and with analysis, know) if the Gaussian is the right distribution.  Not often.  (For that matter, how often does a reader even have the raw data for his/her own analysis?)</p>
<p>In short, Mr. Siegfried is doing science a service by pointing out the issues with statistics and probability.   Hopefully, scientists will be more careful to report just what a statistic implies AND what it does not imply.</p>
<p>Brian, you, too, are doing us all a service with your posts and comments.</p>
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		<title>By: Kaiser</title>
		<link>http://bit-player.org/2010/statistical-error#comment-2725</link>
		<dc:creator>Kaiser</dc:creator>
		<pubDate>Wed, 24 Mar 2010 00:15:51 +0000</pubDate>
		<guid isPermaLink="false">http://bit-player.org/?p=604#comment-2725</guid>
		<description>Brian: Agree with your take... I have a similar critique on my blog. http://bit.ly/bgSqnZ

Frak: the lead-in of an article lays out the argument the author is trying to make, and is absolutely the most important part of any piece. If the rest of the article is inconsistent with the lead-in (which I agree is true in many spots), then the author has failed to support his thesis.
No one is saying that statistical methods do not have limitations. The so-called "facts" in the article are subject to similar limitations, and in most cases, he only gave one side of the issue. I find the analysis to be superficial - and he offers no semblance of a solution.</description>
		<content:encoded><![CDATA[<p>Brian: Agree with your take&#8230; I have a similar critique on my blog. <a href="http://bit.ly/bgSqnZ" rel="nofollow">http://bit.ly/bgSqnZ</a></p>
<p>Frak: the lead-in of an article lays out the argument the author is trying to make, and is absolutely the most important part of any piece. If the rest of the article is inconsistent with the lead-in (which I agree is true in many spots), then the author has failed to support his thesis.<br />
No one is saying that statistical methods do not have limitations. The so-called &#8220;facts&#8221; in the article are subject to similar limitations, and in most cases, he only gave one side of the issue. I find the analysis to be superficial - and he offers no semblance of a solution.</p>
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		<title>By: Frak</title>
		<link>http://bit-player.org/2010/statistical-error#comment-2722</link>
		<dc:creator>Frak</dc:creator>
		<pubDate>Tue, 23 Mar 2010 17:51:46 +0000</pubDate>
		<guid isPermaLink="false">http://bit-player.org/?p=604#comment-2722</guid>
		<description>I find it amusingly ironic that your critique focuses on the first 3 paragraphs --- just the lead-in --- and disregards most of the article's 60+ paragraphs.  Are you applying some sort of statistical 5% rule here?

On a more serious note: Siegfried's lead-in does make several inflammatory statements.  The rest of the article is factual and discusses well-known mis-uses of statistical methods, including summaries and citations of more thorough research on the issue.  I do not see how someone reading the article in its entirety could take your critique seriously.</description>
		<content:encoded><![CDATA[<p>I find it amusingly ironic that your critique focuses on the first 3 paragraphs &#8212; just the lead-in &#8212; and disregards most of the article&#8217;s 60+ paragraphs.  Are you applying some sort of statistical 5% rule here?</p>
<p>On a more serious note: Siegfried&#8217;s lead-in does make several inflammatory statements.  The rest of the article is factual and discusses well-known mis-uses of statistical methods, including summaries and citations of more thorough research on the issue.  I do not see how someone reading the article in its entirety could take your critique seriously.</p>
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		<title>By: Ian</title>
		<link>http://bit-player.org/2010/statistical-error#comment-2719</link>
		<dc:creator>Ian</dc:creator>
		<pubDate>Tue, 23 Mar 2010 11:23:12 +0000</pubDate>
		<guid isPermaLink="false">http://bit-player.org/?p=604#comment-2719</guid>
		<description>I did not read the first article on which you are writing. However I think he was probably not slamming stats but rather some scientists sloppy use of stats.</description>
		<content:encoded><![CDATA[<p>I did not read the first article on which you are writing. However I think he was probably not slamming stats but rather some scientists sloppy use of stats.</p>
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		<title>By: John</title>
		<link>http://bit-player.org/2010/statistical-error#comment-2718</link>
		<dc:creator>John</dc:creator>
		<pubDate>Tue, 23 Mar 2010 01:27:57 +0000</pubDate>
		<guid isPermaLink="false">http://bit-player.org/?p=604#comment-2718</guid>
		<description>I agree with the main point of your article. As Fred Mosteller said "It's easy to lie with statistics. It's easier to lie without them."

But I believe there's plenty of room for improvement in the kinds of statistical methods we use. Traditional statistics is stretched to its limits or beyond by some new types of data.</description>
		<content:encoded><![CDATA[<p>I agree with the main point of your article. As Fred Mosteller said &#8220;It&#8217;s easy to lie with statistics. It&#8217;s easier to lie without them.&#8221;</p>
<p>But I believe there&#8217;s plenty of room for improvement in the kinds of statistical methods we use. Traditional statistics is stretched to its limits or beyond by some new types of data.</p>
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