Showing posts with label sampling. Show all posts
Showing posts with label sampling. Show all posts

22 December 2018

Data Science: Significance (Just the Quotes)

"What the use of P [the significance level] implies, therefore, is that a hypothesis that may be true may be rejected because it has not predicted observable results that have not occurred." (Harold Jeffreys, "Theory of Probability", 1939)

"As usual we may make the errors of I) rejecting the null hypothesis when it is true, II) accepting the null hypothesis when it is false. But there is a third kind of error which is of interest because the present test of significance is tied up closely with the idea of making a correct decision about which distribution function has slipped furthest to the right. We may make the error of III) correctly rejecting the null hypothesis for the wrong reason." (Frederick Mosteller, "A k-Sample Slippage Test for an Extreme Population", The Annals of Mathematical Statistics 19, 1948)

"Errors of the third kind happen in conventional tests of differences of means, but they are usually not considered, although their existence is probably recognized. It seems to the author that there may be several reasons for this among which are 1) a preoccupation on the part of mathematical statisticians with the formal questions of acceptance and rejection of null hypotheses without adequate consideration of the implications of the error of the third kind for the practical experimenter, 2) the rarity with which an error of the third kind arises in the usual tests of significance." (Frederick Mosteller, "A k-Sample Slippage Test for an Extreme Population", The Annals of Mathematical Statistics 19, 1948)

"If significance tests are required for still larger samples, graphical accuracy is insufficient, and arithmetical methods are advised. A word to the wise is in order here, however. Almost never does it make sense to use exact binomial significance tests on such data - for the inevitable small deviations from the mathematical model of independence and constant split have piled up to such an extent that the binomial variability is deeply buried and unnoticeable. Graphical treatment of such large samples may still be worthwhile because it brings the results more vividly to the eye." (Frederick Mosteller & John W Tukey, "The Uses and Usefulness of Binomial Probability Paper?", Journal of the American Statistical Association 44, 1949)

"It will, of course, happen but rarely that the proportions will be identical, even if no real association exists. Evidently, therefore, we need a significance test to reassure ourselves that the observed difference of proportion is greater than could reasonably be attributed to chance. The significance test will test the reality of the association, without telling us anything about the intensity of association. It will be apparent that we need two distinct things: (a) a test of significance, to be used on the data first of all, and (b) some measure of the intensity of the association, which we shall only be justified in using if the significance test confirms that the association is real." (Michael J Moroney, "Facts from Figures", 1951)

"The main purpose of a significance test is to inhibit the natural enthusiasm of the investigator." (Frederick Mosteller, "Selected Quantitative Techniques", 1954)

"The null-hypothesis significance test treats ‘acceptance’ or ‘rejection’ of a hypothesis as though these were decisions one makes. But a hypothesis is not something, like a piece of pie offered for dessert, which can be accepted or rejected by a voluntary physical action. Acceptance or rejection of a hypothesis is a cognitive process, a degree of believing or disbelieving which, if rational, is not a matter of choice but determined solely by how likely it is, given the evidence, that the hypothesis is true." (William W Rozeboom, "The fallacy of the null–hypothesis significance test", Psychological Bulletin 57, 1960)

"The null hypothesis of no difference has been judged to be no longer a sound or fruitful basis for statistical investigation. […] Significance tests do not provide the information that scientists need, and, furthermore, they are not the most effective method for analyzing and summarizing data." (Cherry A Clark, "Hypothesis Testing in Relation to Statistical Methodology", Review of Educational Research Vol. 33, 1963)

"Science usually amounts to a lot more than blind trial and error. Good statistics consists of much more than just significance tests; there are more sophisticated tools available for the analysis of results, such as confidence statements, multiple comparisons, and Bayesian analysis, to drop a few names. However, not all scientists are good statisticians, or want to be, and not all people who are called scientists by the media deserve to be so described." (Robert Hooke, "How to Tell the Liars from the Statisticians", 1983)

"The idea of statistical significance is valuable because it often keeps us from announcing results that later turn out to be nonresults. A significant result tells us that enough cases were observed to provide reasonable assurance of a real effect. It does not necessarily mean, though, that the effect is big enough to be important." (Robert Hooke, "How to Tell the Liars from the Statisticians", 1983)

"A tendency to drastically underestimate the frequency of coincidences is a prime characteristic of innumerates, who generally accord great significance to correspondences of all sorts while attributing too little significance to quite conclusive but less flashy statistical evidence." (John A Paulos, "Innumeracy: Mathematical Illiteracy and its Consequences", 1988)

"A little thought reveals a fact widely understood among statisticians: The null hypothesis, taken literally (and that’s the only way you can take it in formal hypothesis testing), is always false in the real world. [...] If it is false, even to a tiny degree, it must be the case that a large enough sample will produce a significant result and lead to its rejection. So if the null hypothesis is always false, what’s the big deal about rejecting it?" (Jacob Cohen,"Things I Have Learned (So Far)", American Psychologist, 1990)

"Statistical significance testing can involve a tautological logic in which tired researchers, having collected data on hundreds of subjects, then conduct a statistical test to evaluate whether there were a lot of subjects, which the researchers already know, because they collected the data and know they are tired. This tautology has created considerable damage as regards the cumulation of knowledge." (Bruce Thompson, "Two and One-Half Decades of Leadership in Measurement and Evaluation", Journal of Counseling & Development 70 (3), 1992)

"[…] an honest exploratory study should indicate how many comparisons were made […] most experts agree that large numbers of comparisons will produce apparently statistically significant findings that are actually due to chance. The data torturer will act as if every positive result confirmed a major hypothesis. The honest investigator will limit the study to focused questions, all of which make biologic sense. The cautious reader should look at the number of ‘significant’ results in the context of how many comparisons were made." (James L Mills, "Data torturing", New England Journal of Medicine, 1993)

"Graphic misrepresentation is a frequent misuse in presentations to the nonprofessional. The granddaddy of all graphical offenses is to omit the zero on the vertical axis. As a consequence, the chart is often interpreted as if its bottom axis were zero, even though it may be far removed. This can lead to attention-getting headlines about 'a soar' or 'a dramatic rise (or fall)'. A modest, and possibly insignificant, change is amplified into a disastrous or inspirational trend." (Herbert F Spirer et al, "Misused Statistics" 2nd Ed, 1998)

"When significance tests are used and a null hypothesis is not rejected, a major problem often arises - namely, the result may be interpreted, without a logical basis, as providing evidence for the null hypothesis." (David F Parkhurst, "Statistical Significance Tests: Equivalence and Reverse Tests Should Reduce Misinterpretation", BioScience Vol. 51 (12), 2001)

"If you flip a coin three times and it lands on heads each time, it's probably chance. If you flip it a hundred times and it lands on heads each time, you can be pretty sure the coin has heads on both sides. That's the concept behind statistical significance - it's the odds that the correlation (or other finding) is real, that it isn't just random chance." (T Colin Campbell, "The China Study", 2004)

"The dual meaning of the word significant brings into focus the distinction between drawing a mathematical inference and practical inference from statistical results." (Charles Livingston & Paul Voakes, "Working with Numbers and Statistics: A handbook for journalists", 2005)

"A type of error used in hypothesis testing that arises when incorrectly rejecting the null hypothesis, although it is actually true. Thus, based on the test statistic, the final conclusion rejects the Null hypothesis, but in truth it should be accepted. Type I error equates to the alpha (α) or significance level, whereby the generally accepted default is 5%." (Lynne Hambleton, "Treasure Chest of Six Sigma Growth Methods, Tools, and Best Practices", 2007)

"For the study of the topology of the interactions of a complex system it is of central importance to have proper random null models of networks, i.e., models of how a graph arises from a random process. Such models are needed for comparison with real world data. When analyzing the structure of real world networks, the null hypothesis shall always be that the link structure is due to chance alone. This null hypothesis may only be rejected if the link structure found differs significantly from an expectation value obtained from a random model. Any deviation from the random null model must be explained by non-random processes." (Jörg Reichardt, "Structure in Complex Networks", 2009)

"There are three possible reasons for [the] absence of predictive power. First, it is possible that the models are misspecified. Second, it is possible that the model’s explanatory factors are measured at too high a level of aggregation [...] Third, [...] the search for statistically significant relationships may not be the strategy best suited for evaluating our model’s ability to explain real world events [...] the lack of predictive power is the result of too much emphasis having been placed on finding statistically significant variables, which may be overdetermined. Statistical significance is generally a flawed way to prune variables in regression models [...] Statistically significant variables may actually degrade the predictive accuracy of a model [...] [By using] models that are constructed on the basis of pruning undertaken with the shears of statistical significance, it is quite possible that we are winnowing our models away from predictive accuracy." (Michael D Ward et al, "The perils of policy by p-value: predicting civil conflicts" Journal of Peace Research 47, 2010)

"If the group is large enough, even very small differences can become statistically significant." (Victor Cohn & Lewis Cope, "News & Numbers: A writer’s guide to statistics" 3rd Ed, 2012)

"Another way to secure statistical significance is to use the data to discover a theory. Statistical tests assume that the researcher starts with a theory, collects data to test the theory, and reports the results - whether statistically significant or not. Many people work in the other direction, scrutinizing the data until they find a pattern and then making up a theory that fits the pattern." (Gary Smith, "Standard Deviations", 2014)

"These practices - selective reporting and data pillaging - are known as data grubbing. The discovery of statistical significance by data grubbing shows little other than the researcher’s endurance. We cannot tell whether a data grubbing marathon demonstrates the validity of a useful theory or the perseverance of a determined researcher until independent tests confirm or refute the finding. But more often than not, the tests stop there. After all, you won’t become a star by confirming other people’s research, so why not spend your time discovering new theories? The data-grubbed theory consequently sits out there, untested and unchallenged." (Gary Smith, "Standard Deviations", 2014)

"With fast computers and plentiful data, finding statistical significance is trivial. If you look hard enough, it can even be found in tables of random numbers." (Gary Smith, "Standard Deviations", 2014)

"In short, statistical significance does not mean your result has any practical significance. As for statistical insignificance, it doesn’t tell you much. A statistically insignificant difference could be nothing but noise, or it could represent a real effect that can be pinned down only with more data." (Alex Reinhart, "Statistics Done Wrong: The Woefully Complete Guide", 2015)

"Statistical significance is a concept used by scientists and researchers to set an objective standard that can be used to determine whether or not a particular relationship 'statistically' exists in the data. Scientists test for statistical significance to distinguish between whether an observed effect is present in the data (given a high degree of probability), or just due to chance. It is important to note that finding a statistically significant relationship tells us nothing about whether a relationship is a simple correlation or a causal one, and it also can’t tell us anything about whether some omitted factor is driving the result." (John H Johnson & Mike Gluck, "Everydata: The misinformation hidden in the little data you consume every day", 2016)

"Statistical significance refers to the probability that something is true. It’s a measure of how probable it is that the effect we’re seeing is real (rather than due to chance occurrence), which is why it’s typically measured with a p-value. P, in this case, stands for probability. If you accept p-values as a measure of statistical significance, then the lower your p-value is, the less likely it is that the results you’re seeing are due to chance alone." (John H Johnson & Mike Gluck, "Everydata: The misinformation hidden in the little data you consume every day", 2016)

More quotes on "Significance" at the-web-of-knowledge.blogspot.com.

21 December 2018

Data Science: Variability (Just the Quotes)

"It is now beginning to be generally understood, even by merely practical statisticians, that there is truth in the theory that all variability is much the same kind." (Francis Galton, "Kinship and Correlation", North American Review Vol. 150 (11), 1890)

"It is clear that one who attempts to study precisely things that are changing must have a great deal to do with measures of change." (Charles Cooley, "Observations on the Measure of Change", Journal of the American Statistical Association (21), 1893)

"If significance tests are required for still larger samples, graphical accuracy is insufficient, and arithmetical methods are advised. A word to the wise is in order here, however. Almost never does it make sense to use exact binomial significance tests on such data - for the inevitable small deviations from the mathematical model of independence and constant split have piled up to such an extent that the binomial variability is deeply buried and unnoticeable. Graphical treatment of such large samples may still be worthwhile because it brings the results more vividly to the eye." (Frederick Mosteller & John W Tukey, "The Uses and Usefulness of Binomial Probability Paper?", Journal of the American Statistical Association 44, 1949)

"By sampling we can learn only about collective properties of populations, not about properties of individuals. We can study the average height, the percentage who wear hats, or the variability in weight of college juniors [...]. The population we study may be small or large, but there must be a population - and what we are studying must be a population characteristic. By sampling, we cannot study individuals as particular entities with unique idiosyncrasies; we can study regularities (including typical variabilities as well as typical levels) in a population as exemplified by the individuals in the sample." (Frederick Mosteller et al, "Principles of Sampling", Journal of the American Statistical Association Vol. 49 (265), 1954)

"We realize that if someone just 'grabs a handful', the individuals in the handful almost always resemble one another (on the average) more than do the members of a simple random sample. Even if the 'grabs' [sampling] are randomly spread around so that every individual has an equal chance of entering the sample, there are difficulties. Since the individuals of grab samples resemble one another more than do individuals of random samples, it follows (by a simple mathematical argument) that the means of grab samples resemble one another less than the means of random samples of the same size. From a grab sample, therefore, we tend to underestimate the variability in the population, although we should have to overestimate it in order to obtain valid estimates of variability of grab sample means by substituting such an estimate into the formula for the variability of means of simple random samples. Thus using simple random sample formulas for grab sample means introduces a double bias, both parts of which lead to an unwarranted appearance of higher stability." (Frederick Mosteller et al, "Principles of Sampling", Journal of the American Statistical Association Vol. 49 (265), 1954)

"To the author the main charm of probability theory lies in the enormous variability of its applications. Few mathematical disciplines have contributed to as wide a spectrum of subjects, a spectrum ranging from number theory to physics, and even fewer have penetrated so decisively the whole of our scientific thinking." (Mark Kac, "Lectures in Applied Mathematics" Vol. 1, 1959)

"[...] in a state of dynamic equilibrium with their environments. If they do not maintain this equilibrium they die; if they do maintain it they show a degree of spontaneity, variability, and purposiveness of response unknown in the non-living world. This is what is meant by ‘adaptation to environment’ […] [Its] essential feature […] is stability - that is, the ability to withstand disturbances." (Kenneth Craik, 'Living organisms', “The Nature of Psychology”, 1966)

"Adaptive system - whether on the biological, psychological, or sociocultural level - must manifest (1) some degree of 'plasticity' and 'irritability' vis-a-vis its environment such that it carries on a constant interchange with acting on and reacting to it; (2) some source or mechanism for variety, to act as a potential pool of adaptive variability to meet the problem of mapping new or more detailed variety and constraints in a changeable environment; (3) a set of selective criteria or mechanisms against which the 'variety pool' may be sifted into those variations in the organization or system that more closely map the environment and those that do not; and (4) an arrangement for preserving and/or propagating these 'successful' mappings." (Walter F Buckley," Sociology and modern systems theory", 1967)

"Statistical methods of analysis are intended to aid the interpretation of data that are subject to appreciable haphazard variability." (Sir David R Cox & David V Hinkley, "Theoretical Statistics", 1974)

"The term chaos is used in a specific sense where it is an inherently random pattern of behaviour generated by fixed inputs into deterministic (that is fixed) rules (relationships). The rules take the form of non-linear feedback loops. Although the specific path followed by the behaviour so generated is random and hence unpredictable in the long-term, it always has an underlying pattern to it, a 'hidden' pattern, a global pattern or rhythm. That pattern is self-similarity, that is a constant degree of variation, consistent variability, regular irregularity, or more precisely, a constant fractal dimension. Chaos is therefore order (a pattern) within disorder (random behaviour)." (Ralph D Stacey, "The Chaos Frontier: Creative Strategic Control for Business", 1991)

"What is so unconventional about the statistical way of thinking? First, statisticians do not care much for the popular concept of the statistical average; instead, they fixate on any deviation from the average. They worry about how large these variations are, how frequently they occur, and why they exist. [...] Second, variability does not need to be explained by reasonable causes, despite our natural desire for a rational explanation of everything; statisticians are frequently just as happy to pore over patterns of correlation. [...] Third, statisticians are constantly looking out for missed nuances: a statistical average for all groups may well hide vital differences that exist between these groups. Ignoring group differences when they are present frequently portends inequitable treatment. [...] Fourth, decisions based on statistics can be calibrated to strike a balance between two types of errors. Predictably, decision makers have an incentive to focus exclusively on minimizing any mistake that could bring about public humiliation, but statisticians point out that because of this bias, their decisions will aggravate other errors, which are unnoticed but serious. [...] Finally, statisticians follow a specific protocol known as statistical testing when deciding whether the evidence fits the crime, so to speak. Unlike some of us, they don’t believe in miracles. In other words, if the most unusual coincidence must be contrived to explain the inexplicable, they prefer leaving the crime unsolved." (Kaiser Fung, "Numbers Rule the World", 2010) 

"The data is a simplification - an abstraction - of the real world. So when you visualize data, you visualize an abstraction of the world, or at least some tiny facet of it. Visualization is an abstraction of data, so in the end, you end up with an abstraction of an abstraction, which creates an interesting challenge. […] Just like what it represents, data can be complex with variability and uncertainty, but consider it all in the right context, and it starts to make sense." (Nathan Yau, "Data Points: Visualization That Means Something", 2013)

"Statistics is a science that helps us make decisions and draw conclusions in the presence of variability." (Douglas C Montgomery & George C Runger, "Applied Statistics and Probability for Engineers" 6th Ed., 2014)

"Stochastic variability and tipping points in the catch are two different dynamical phenomena. Yet they are both compatible with real-world data [...]" (John D W Morecroft, "Strategic Modelling and Business Dynamics: A Feedback Systems Approach", 2015)

"The lack of variability is often a hallmark of faked data. […] The failure of faked data to have sufficient variability holds as long as the liar does not know this. If the liar knows this, his best approach is to start with real data and use it cleverly to adapt it to his needs." (David S Salsburg, "Errors, Blunders, and Lies: How to Tell the Difference", 2017)

19 December 2018

Data Science: Errors in Statistics (Just the Quotes)

"[It] may be laid down as a general rule that, if the result of a long series of precise observations approximates a simple relation so closely that the remaining difference is undetectable by observation and may be attributed to the errors to which they are liable, then this relation is probably that of nature." (Pierre-Simon Laplace, "Mémoire sur les Inégalites Séculaires des Planètes et des Satellites", 1787)

"It is surprising to learn the number of causes of error which enter into the simplest experiment, when we strive to attain rigid accuracy." (William S Jevons, "The Principles of Science: A Treatise on Logic and Scientific Method", 1874)

"Some of the common ways of producing a false statistical argument are to quote figures without their context, omitting the cautions as to their incompleteness, or to apply them to a group of phenomena quite different to that to which they in reality relate; to take these estimates referring to only part of a group as complete; to enumerate the events favorable to an argument, omitting the other side; and to argue hastily from effect to cause, this last error being the one most often fathered on to statistics. For all these elementary mistakes in logic, statistics is held responsible." (Sir Arthur L Bowley, "Elements of Statistics", 1901)

"If the number of experiments be very large, we may have precise information as to the value of the mean, but if our sample be small, we have two sources of uncertainty: (I) owing to the 'error of random sampling' the mean of our series of experiments deviates more or less widely from the mean of the population, and (2) the sample is not sufficiently large to determine what is the law of distribution of individuals." (William S Gosset, "The Probable Error of a Mean", Biometrika, 1908)

"We know not to what are due the accidental errors, and precisely because we do not know, we are aware they obey the law of Gauss. Such is the paradox." (Henri Poincaré, "The Foundations of Science", 1913)

"No observations are absolutely trustworthy. In no field of observation can we entirely rule out the possibility that an observation is vitiated by a large measurement or execution error. If a reading is found to lie a very long way from its fellows in a series of replicate observations, there must be a suspicion that the deviation is caused by a blunder or gross error of some kind. [...] One sufficiently erroneous reading can wreck the whole of a statistical analysis, however many observations there are." (Francis J Anscombe, "Rejection of Outliers", Technometrics Vol. 2 (2), 1960)

"It might be reasonable to expect that the more we know about any set of statistics, the greater the confidence we would have in using them, since we would know in which directions they were defective; and that the less we know about a set of figures, the more timid and hesitant we would be in using them. But, in fact, it is the exact opposite which is normally the case; in this field, as in many others, knowledge leads to caution and hesitation, it is ignorance that gives confidence and boldness. For knowledge about any set of statistics reveals the possibility of error at every stage of the statistical process; the difficulty of getting complete coverage in the returns, the difficulty of framing answers precisely and unequivocally, doubts about the reliability of the answers, arbitrary decisions about classification, the roughness of some of the estimates that are made before publishing the final results. Knowledge of all this, and much else, in detail, about any set of figures makes one hesitant and cautious, perhaps even timid, in using them." (Ely Devons, "Essays in Economics", 1961)

"The art of using the language of figures correctly is not to be over-impressed by the apparent ai

"Measurement, we have seen, always has an element of error in it. The most exact description or prediction that a scientist can make is still only approximate." (Abraham Kaplan, "The Conduct of Inquiry: Methodology for Behavioral Science", 1964)

"A mature science, with respect to the matter of errors in variables, is not one that measures its variables without error, for this is impossible. It is, rather, a science which properly manages its errors, controlling their magnitudes and correctly calculating their implications for substantive conclusions." (Otis D Duncan, "Introduction to Structural Equation Models", 1975)

"Pencil and paper for construction of distributions, scatter diagrams, and run-charts to compare small groups and to detect trends are more efficient methods of estimation than statistical inference that depends on variances and standard errors, as the simple techniques preserve the information in the original data." (William E Deming, "On Probability as Basis for Action" American Statistician Vol. 29 (4), 1975)

"When the statistician looks at the outside world, he cannot, for example, rely on finding errors that are independently and identically distributed in approximately normal distributions. In particular, most economic and business data are collected serially and can be expected, therefore, to be heavily serially dependent. So is much of the data collected from the automatic instruments which are becoming so common in laboratories these days. Analysis of such data, using procedures such as standard regression analysis which assume independence, can lead to gross error. Furthermore, the possibility of contamination of the error distribution by outliers is always present and has recently received much attention. More generally, real data sets, especially if they are long, usually show inhomogeneity in the mean, the variance, or both, and it is not always possible to randomize." (George E P Box, "Some Problems of Statistics and Everyday Life", Journal of the American Statistical Association, Vol. 74 (365), 1979)

"Under conditions of uncertainty, both rationality and measurement are essential to decision-making. Rational people process information objectively: whatever errors they make in forecasting the future are random errors rather than the result of a stubborn bias toward either optimism or pessimism. They respond to new information on the basis of a clearly defined set of preferences. They know what they want, and they use the information in ways that support their preferences." (Peter L Bernstein, "Against the Gods: The Remarkable Story of Risk", 1996)

"Linear regression assumes that in the population a normal distribution of error values around the predicted Y is associated with each X value, and that the dispersion of the error values for each X value is the same. The assumptions imply normal and similarly dispersed error distributions." (Fred C Pampel, "Linear Regression: A primer", 2000)

"Compound errors can begin with any of the standard sorts of bad statistics - a guess, a poor sample, an inadvertent transformation, perhaps confusion over the meaning of a complex statistic. People inevitably want to put statistics to use, to explore a number's implications. [...] The strengths and weaknesses of those original numbers should affect our confidence in the second-generation statistics." (Joel Best, "Damned Lies and Statistics: Untangling Numbers from the Media, Politicians, and Activists", 2001)

"Trimming potentially theoretically meaningful variables is not advisable unless one is quite certain that the coefficient for the variable is near zero, that the variable is inconsequential, and that trimming will not introduce misspecification error." (James Jaccard, "Interaction Effects in Logistic Regression", 2001)

"The central limit theorem says that, under conditions almost always satisfied in the real world of experimentation, the distribution of such a linear function of errors will tend to normality as the number of its components becomes large. The tendency to normality occurs almost regardless of the individual distributions of the component errors. An important proviso is that several sources of error must make important contributions to the overall error and that no particular source of error dominate the rest." (George E P Box et al, "Statistics for Experimenters: Design, discovery, and innovation" 2nd Ed., 2005)

"Two things explain the importance of the normal distribution: (1) The central limit effect that produces a tendency for real error distributions to be 'normal like'. (2) The robustness to nonnormality of some common statistical procedures, where 'robustness' means insensitivity to deviations from theoretical normality." (George E P Box et al, "Statistics for Experimenters: Design, discovery, and innovation" 2nd Ed., 2005)

"There are many ways for error to creep into facts and figures that seem entirely straightforward. Quantities can be miscounted. Small samples can fail to accurately reflect the properties of the whole population. Procedures used to infer quantities from other information can be faulty. And then, of course, numbers can be total bullshit, fabricated out of whole cloth in an effort to confer credibility on an otherwise flimsy argument. We need to keep all of these things in mind when we look at quantitative claims. They say the data never lie - but we need to remember that the data often mislead." (Carl T Bergstrom & Jevin D West, "Calling Bullshit: The Art of Skepticism in a Data-Driven World", 2020)

"Always expect to find at least one error when you proofread your own statistics. If you don’t, you are probably making the same mistake twice." (Cheryl Russell)

[Murphy’s Laws of Analysis:] "(1) In any collection of data, the figures that are obviously correct contain errors. (2) It is customary for a decimal to be misplaced. (3) An error that can creep into a calculation, will. Also, it will always be in the direction that will cause the most damage to the calculation." (G C Deakly)

Data Science: Sampling (Just the Quotes)

"By a small sample we may judge of the whole piece." (Miguel de Cervantes, "Don Quixote de la Mancha", 1605–1615)

"If the number of experiments be very large, we may have precise information as to the value of the mean, but if our sample be small, we have two sources of uncertainty: (I) owing to the 'error of random sampling' the mean of our series of experiments deviates more or less widely from the mean of the population, and (2) the sample is not sufficiently large to determine what is the law of distribution of individuals." (William S Gosset, "The Probable Error of a Mean", Biometrika, 1908)

"The postulate of randomness thus resolves itself into the question, 'of what population is this a random sample?' which must frequently be asked by every practical statistician." (Ronald Fisher, "On the Mathematical Foundation of Theoretical Statistics", Philosophical Transactions of the Royal Society of London Vol. A222, 1922)

"The principle underlying sampling is that a set of objects taken at random from a larger group tends to reproduce the characteristics of that larger group: this is called the Law of Statistical Regularity. There are exceptions to this rule, and a certain amount of judgment must be exercised, especially when there are a few abnormally large items in the larger group. With erratic data, the accuracy of sampling can often be tested by comparing several samples. On the whole, the larger the sample the more closely will it tend to resemble the population from which it is taken; too small a sample would not give reliable results." (Lewis R Connor, "Statistics in Theory and Practice", 1932)

"If the chance of error alone were the sole basis for evaluating methods of inference, we would never reach a decision, but would merely keep increasing the sample size indefinitely." (C West Churchman, "Theory of Experimental Inference", 1948)

"If significance tests are required for still larger samples, graphical accuracy is insufficient, and arithmetical methods are advised. A word to the wise is in order here, however. Almost never does it make sense to use exact binomial significance tests on such data - for the inevitable small deviations from the mathematical model of independence and constant split have piled up to such an extent that the binomial variability is deeply buried and unnoticeable. Graphical treatment of such large samples may still be worthwhile because it brings the results more vividly to the eye." (Frederick Mosteller & John W Tukey, "The Uses and Usefulness of Binomial Probability Paper?", Journal of the American Statistical Association 44, 1949)

"A good sample-design is lost if it is not carried out according to plans." (W Edwards Deming, "Some Theory of Sampling", 1950)

"Sampling is the science and art of controlling and measuring the reliability of useful statistical information through the theory of probability." (William E Deming, "Some Theory of Sampling", 1950)

"Almost any sort of inquiry that is general and not particular involves both sampling and measurement […]. Further, both the measurement and the sampling will be imperfect in almost every case. We can define away either imperfection in certain cases. But the resulting appearance of perfection is usually only an illusion." (Frederick Mosteller et al, "Principles of Sampling", Journal of the American Statistical Association Vol. 49 (265), 1954)

"By sampling we can learn only about collective properties of populations, not about properties of individuals. We can study the average height, the percentage who wear hats, or the variability in weight of college juniors [...]. The population we study may be small or large, but there must be a population - and what we are studying must be a population characteristic. By sampling, we cannot study individuals as particular entities with unique idiosyncrasies; we can study regularities (including typical variabilities as well as typical levels) in a population as exemplified by the individuals in the sample." (Frederick Mosteller et al, "Principles of Sampling", Journal of the American Statistical Association Vol. 49 (265), 1954)

"In many cases general probability samples can be thought of in terms of (1) a subdivision of the population into strata, (2) a self-weighting probability sample in each stratum, and (3) combination of the stratum sample means weighted by the size of the stratum." (Frederick Mosteller et al, "Principles of Sampling", Journal of the American Statistical Association Vol. 49 (265), 1954)

"Precision is expressed by an international standard, viz., the standard error. It measures the average of the difference between a complete coverage and a long series of estimates formed from samples drawn from this complete coverage by a particular procedure or drawing, and processed by a particular estimating formula." (W Edwards Deming, "On the Presentation of the Results of Sample Surveys as Legal Evidence", Journal of the American Statistical Association Vol 49 (268), 1954)

"The purely random sample is the only kind that can be examined with entire confidence by means of statistical theory, but there is one thing wrong with it. It is so difficult and expensive to obtain for many uses that sheer cost eliminates it." (Darell Huff, "How to Lie with Statistics", 1954)

"To be worth much, a report based on sampling must use a representative sample, which is one from which every source of bias has been removed." (Darell Huff, "How to Lie with Statistics", 1954)

"Null hypotheses of no difference are usually known to be false before the data are collected [...] when they are, their rejection or acceptance simply reflects the size of the sample and the power of the test, and is not a contribution to science." (I Richard Savage, "Nonparametric statistics", Journal of the American Statistical Association 52, 1957)

"[A] sequence is random if it has every property that is shared by all infinite sequences of independent samples of random variables from the uniform distribution." (Joel N Franklin, 1962)

"Weighing a sample appropriately is no more fudging the data than is correcting a gas volume for barometric pressure." (Frederick Mosteller, "Principles of Sampling", Journal of the American Statistical Association Vol. 49 (265), 1964)

"Entropy theory is indeed a first attempt to deal with global form; but it has not been dealing with structure. All it says is that a large sum of elements may have properties not found in a smaller sample of them." (Rudolf Arnheim, "Entropy and Art: An Essay on Disorder and Order", 1974) 

"The fact must be expressed as data, but there is a problem in that the correct data is difficult to catch. So that I always say 'When you see the data, doubt it!' 'When you see the measurement instrument, doubt it!' [...]For example, if the methods such as sampling, measurement, testing and chemical analysis methods were incorrect, data. […] to measure true characteristics and in an unavoidable case, using statistical sensory test and express them as data." (Kaoru Ishikawa, Annual Quality Congress Transactions, 1981)

"The law of truly large numbers states: With a large enough sample, any outrageous thing is likely to happen." (Frederick Mosteller, "Methods for Studying Coincidences", Journal of the American Statistical Association Vol. 84, 1989)

"A little thought reveals a fact widely understood among statisticians: The null hypothesis, taken literally (and that’s the only way you can take it in formal hypothesis testing), is always false in the real world. [...] If it is false, even to a tiny degree, it must be the case that a large enough sample will produce a significant result and lead to its rejection. So if the null hypothesis is always false, what’s the big deal about rejecting it?" (Jacob Cohen,"Things I Have Learned (So Far)", American Psychologist, 1990)

"When looking at the end result of any statistical analysis, one must be very cautious not to over interpret the data. Care must be taken to know the size of the sample, and to be certain the method forg athering information is consistent with other samples gathered. […] No one should ever base conclusions without knowing the size of the sample and how random a sample it was. But all too often such data is not mentioned when the statistics are given - perhaps it is overlooked or even intentionally omitted." (Theoni Pappas, "More Joy of Mathematics: Exploring mathematical insights & concepts", 1991)

"Forget 'large-sample' methods. In the real world of experiments samples are so nearly always 'small' that it is not worth making any distinction, and small-sample methods are no harder to apply." (George Dyke, "How to avoid bad statistics", 1997)

"When the sample size is small or the study is of one organization, descriptive use of the thematic coding is desirable." (Richard Boyatzis, "Transforming qualitative information", 1998)

"Statisticians can calculate the probability that such random samples represent the population; this is usually expressed in terms of sampling error [...]. The real problem is that few samples are random. Even when researchers know the nature of the population, it can be time-consuming and expensive to draw a random sample; all too often, it is impossible to draw a true random sample because the population cannot be defined. This is particularly true for studies of social problems.[...] The best samples are those that come as close as possible to being random." (Joel Best, "Damned Lies and Statistics: Untangling Numbers from the Media, Politicians, and Activists", 2001)

"There are two problems with sampling - one obvious, and  the other more subtle. The obvious problem is sample size. Samples tend to be much smaller than their populations. [...] Obviously, it is possible to question results based on small samples. The smaller the sample, the less confidence we have that the sample accurately reflects the population. However, large samples aren't necessarily good samples. This leads to the second issue: the representativeness of a sample is actually far more important than sample size. A good sample accurately reflects (or 'represents') the population." (Joel Best, "Damned Lies and Statistics: Untangling Numbers from the Media, Politicians, and Activists", 2001)

"Traditional statistics is strong in devising ways of describing data and inferring distributional parameters from sample. Causal inference requires two additional ingredients: a science-friendly language for articulating causal knowledge, and a mathematical machinery for processing that knowledge, combining it with data and drawing new causal conclusions about a phenomenon." (Judea Pearl, "Causal inference in statistics: An overview", Statistics Surveys 3, 2009)

"Be careful not to confuse clustering and stratification. Even though both of these sampling strategies involve dividing the population into subgroups, both the way in which the subgroups are sampled and the optimal strategy for creating the subgroups are different. In stratified sampling, we sample from every stratum, whereas in cluster sampling, we include only selected whole clusters in the sample. Because of this difference, to increase the chance of obtaining a sample that is representative of the population, we want to create homogeneous groups for strata and heterogeneous (reflecting the variability in the population) groups for clusters." (Roxy Peck et al, "Introduction to Statistics and Data Analysis" 4th Ed., 2012)

"Bias in sampling is the tendency for samples to differ from the corresponding population in some systematic way. Bias can result from the way in which the sample is selected or from the way in which information is obtained once the sample has been chosen. The most common types of bias encountered in sampling situations are selection bias, measurement or response bias, and nonresponse bias." (Roxy Peck et al, "Introduction to Statistics and Data Analysis" 4th Ed., 2012)

"The goal of random sampling is to produce a sample that is likely to be representative of the population. Although random sampling does not guarantee that the sample will be representative, it does allow us to assess the risk of an unrepresentative sample. It is the ability to quantify this risk that will enable us to generalize with confidence from a random sample to the corresponding population." (Roxy Peck et al, "Introduction to Statistics and Data Analysis" 4th Ed., 2012)

"The closer that sample-selection procedures approach the gold standard of random selection - for which the definition is that every individual in the population has an equal chance of appearing in the sample - the more we should trust them. If we don’t know whether a sample is random, any statistical measure we conduct may be biased in some unknown way." (Richard E Nisbett, "Mindware: Tools for Smart Thinking", 2015)

"A popular misconception holds that the era of Big Data means the end of a need for sampling. In fact, the proliferation of data of varying quality and relevance reinforces the need for sampling as a tool to work efficiently with a variety of data, and minimize bias. Even in a Big Data project, predictive models are typically developed and piloted with samples." (Peter C Bruce & Andrew G Bruce, "Statistics for Data Scientists: 50 Essential Concepts", 2016)

"Repeated observations of the same phenomenon do not always produce the same results, due to random noise or error. Sampling errors result when our observations capture unrepresentative circumstances, like measuring rush hour traffic on weekends as well as during the work week. Measurement errors reflect the limits of precision inherent in any sensing device. The notion of signal to noise ratio captures the degree to which a series of observations reflects a quantity of interest as opposed to data variance. As data scientists, we care about changes in the signal instead of the noise, and such variance often makes this problem surprisingly difficult." (Steven S Skiena, "The Data Science Design Manual", 2017)

"Samples give us estimates of something, and they will almost always deviate from the true number by some amount, large or small, and that is the margin of error. […] The margin of error does not address underlying flaws in the research, only the degree of error in the sampling procedure. But ignoring those deeper possible flaws for the moment, there is another measurement or statistic that accompanies any rigorously defined sample: the confidence interval." (Daniel J Levitin, "Weaponized Lies", 2017)

"To be any good, a sample has to be representative. A sample is representative if every person or thing in the group you’re studying has an equally likely chance of being chosen. If not, your sample is biased. […] The job of the statistician is to formulate an inventory of all those things that matter in order to obtain a representative sample. Researchers have to avoid the tendency to capture variables that are easy to identify or collect data on - sometimes the things that matter are not obvious or are difficult to measure." (Daniel J Levitin, "Weaponized Lies", 2017)

"If you study one group and assume that your results apply to other groups, this is extrapolation. If you think you are studying one group, but do not manage to obtain a representative sample of that group, this is a different problem. It is a problem so important in statistics that it has a special name: selection bias. Selection bias arises when the individuals that you sample for your study differ systematically from the population of individuals eligible for your study." (Carl T Bergstrom & Jevin D West, "Calling Bullshit: The Art of Skepticism in a Data-Driven World", 2020)

"There are many ways for error to creep into facts and figures that seem entirely straightforward. Quantities can be miscounted. Small samples can fail to accurately reflect the properties of the whole population. Procedures used to infer quantities from other information can be faulty. And then, of course, numbers can be total bullshit, fabricated out of whole cloth in an effort to confer credibility on an otherwise flimsy argument. We need to keep all of these things in mind when we look at quantitative claims. They say the data never lie - but we need to remember that the data often mislead." (Carl T Bergstrom & Jevin D West, "Calling Bullshit: The Art of Skepticism in a Data-Driven World", 2020)

More quotes on "Sampling" at the-web-of-knowledge.blogspot.com.

30 November 2018

Data Science: Control (Just the Quotes)

"An inference, if it is to have scientific value, must constitute a prediction concerning future data. If the inference is to be made purely with the help of the distribution theory of statistics, the experiments that constitute evidence for the inference must arise from a state of statistical control; until that state is reached, there is no universe, normal or otherwise, and the statistician’s calculations by themselves are an illusion if not a delusion. The fact is that when distribution theory is not applicable for lack of control, any inference, statistical or otherwise, is little better than a conjecture. The state of statistical control is therefore the goal of all experimentation. (William E Deming, "Statistical Method from the Viewpoint of Quality Control", 1939)

"Sampling is the science and art of controlling and measuring the reliability of useful statistical information through the theory of probability." (William E Deming, "Some Theory of Sampling", 1950)

"The well-known virtue of the experimental method is that it brings situational variables under tight control. It thus permits rigorous tests of hypotheses and confidential statements about causation. The correlational method, for its part, can study what man has not learned to control. Nature has been experimenting since the beginning of time, with a boldness and complexity far beyond the resources of science. The correlator’s mission is to observe and organize the data of nature’s experiments." (Lee J Cronbach, "The Two Disciplines of Scientific Psychology", The American Psychologist Vol. 12, 1957)

"In complex systems cause and effect are often not closely related in either time or space. The structure of a complex system is not a simple feedback loop where one system state dominates the behavior. The complex system has a multiplicity of interacting feedback loops. Its internal rates of flow are controlled by nonlinear relationships. The complex system is of high order, meaning that there are many system states (or levels). It usually contains positive-feedback loops describing growth processes as well as negative, goal-seeking loops. In the complex system the cause of a difficulty may lie far back in time from the symptoms, or in a completely different and remote part of the system. In fact, causes are usually found, not in prior events, but in the structure and policies of the system." (Jay W Forrester, "Urban dynamics", 1969)

"To adapt to a changing environment, the system needs a variety of stable states that is large enough to react to all perturbations but not so large as to make its evolution uncontrollably chaotic. The most adequate states are selected according to their fitness, either directly by the environment, or by subsystems that have adapted to the environment at an earlier stage. Formally, the basic mechanism underlying self-organization is the (often noise-driven) variation which explores different regions in the system’s state space until it enters an attractor. This precludes further variation outside the attractor, and thus restricts the freedom of the system’s components to behave independently. This is equivalent to the increase of coherence, or decrease of statistical entropy, that defines self-organization." (Francis Heylighen, "The Science Of Self-Organization And Adaptivity", 1970)

"Science consists simply of the formulation and testing of hypotheses based on observational evidence; experiments are important where applicable, but their function is merely to simplify observation by imposing controlled conditions." (Henry L Batten, "Evolution of the Earth", 1971)

"Thus, the construction of a mathematical model consisting of certain basic equations of a process is not yet sufficient for effecting optimal control. The mathematical model must also provide for the effects of random factors, the ability to react to unforeseen variations and ensure good control despite errors and inaccuracies." (Yakov Khurgin, "Did You Say Mathematics?", 1974)

"Uncontrolled variation is the enemy of quality." (W Edwards Deming, 1980)

"The methods of science include controlled experiments, classification, pattern recognition, analysis, and deduction. In the humanities we apply analogy, metaphor, criticism, and (e)valuation. In design we devise alternatives, form patterns, synthesize, use conjecture, and model solutions." (Béla H Bánáthy, "Designing Social Systems in a Changing World", 1996)

"A mathematical model uses mathematical symbols to describe and explain the represented system. Normally used to predict and control, these models provide a high degree of abstraction but also of precision in their application." (Lars Skyttner, "General Systems Theory: Ideas and Applications", 2001)

"A model is an imitation of reality and a mathematical model is a particular form of representation. We should never forget this and get so distracted by the model that we forget the real application which is driving the modelling. In the process of model building we are translating our real world problem into an equivalent mathematical problem which we solve and then attempt to interpret. We do this to gain insight into the original real world situation or to use the model for control, optimization or possibly safety studies." (Ian T Cameron & Katalin Hangos, "Process Modelling and Model Analysis", 2001)

"Dashboards and visualization are cognitive tools that improve your 'span of control' over a lot of business data. These tools help people visually identify trends, patterns and anomalies, reason about what they see and help guide them toward effective decisions. As such, these tools need to leverage people's visual capabilities. With the prevalence of scorecards, dashboards and other visualization tools now widely available for business users to review their data, the issue of visual information design is more important than ever." (Richard Brath & Michael Peters, "Dashboard Design: Why Design is Important," DM Direct, 2004)

"The methodology of feedback design is borrowed from cybernetics (control theory). It is based upon methods of controlled system model’s building, methods of system states and parameters estimation (identification), and methods of feedback synthesis. The models of controlled system used in cybernetics differ from conventional models of physics and mechanics in that they have explicitly specified inputs and outputs. Unlike conventional physics results, often formulated as conservation laws, the results of cybernetical physics are formulated in the form of transformation laws, establishing the possibilities and limits of changing properties of a physical system by means of control." (Alexander L Fradkov, "Cybernetical Physics: From Control of Chaos to Quantum Control", 2007)

"Put simply, statistics is a range of procedures for gathering, organizing, analyzing and presenting quantitative data. […] Essentially […], statistics is a scientific approach to analyzing numerical data in order to enable us to maximize our interpretation, understanding and use. This means that statistics helps us turn data into information; that is, data that have been interpreted, understood and are useful to the recipient. Put formally, for your project, statistics is the systematic collection and analysis of numerical data, in order to investigate or discover relationships among phenomena so as to explain, predict and control their occurrence." (Reva B Brown & Mark Saunders, "Dealing with Statistics: What You Need to Know", 2008)

"One technique employing correlational analysis is multiple regression analysis (MRA), in which a number of independent variables are correlated simultaneously (or sometimes sequentially, but we won’t talk about that variant of MRA) with some dependent variable. The predictor variable of interest is examined along with other independent variables that are referred to as control variables. The goal is to show that variable A influences variable B 'net of' the effects of all the other variables. That is to say, the relationship holds even when the effects of the control variables on the dependent variable are taken into account." (Richard E Nisbett, "Mindware: Tools for Smart Thinking", 2015)

"The correlational technique known as multiple regression is used frequently in medical and social science research. This technique essentially correlates many independent (or predictor) variables simultaneously with a given dependent variable (outcome or output). It asks, 'Net of the effects of all the other variables, what is the effect of variable A on the dependent variable?' Despite its popularity, the technique is inherently weak and often yields misleading results. The problem is due to self-selection. If we don’t assign cases to a particular treatment, the cases may differ in any number of ways that could be causing them to differ along some dimension related to the dependent variable. We can know that the answer given by a multiple regression analysis is wrong because randomized control experiments, frequently referred to as the gold standard of research techniques, may give answers that are quite different from those obtained by multiple regression analysis." (Richard E Nisbett, "Mindware: Tools for Smart Thinking", 2015)

"The theory behind multiple regression analysis is that if you control for everything that is related to the independent variable and the dependent variable by pulling their correlations out of the mix, you can get at the true causal relation between the predictor variable and the outcome variable. That’s the theory. In practice, many things prevent this ideal case from being the norm." (Richard E Nisbett, "Mindware: Tools for Smart Thinking", 2015)

"Too little attention is given to the need for statistical control, or to put it more pertinently, since statistical control (randomness) is so rarely found, too little attention is given to the interpretation of data that arise from conditions not in statistical control." (William E Deming)

13 March 2010

SSIS: Percentage Sampling Data Flow Transformation

    One of the problems relatively difficult to address in the past was the random sampling within a SQL Server data set. Of course there is always Excel that could be used for this purpose just with a few tricks, though what do you do when working with huge source dataset? As we will see below SSIS 2008’s Percentage Sampling Data Flow Transformation allows easily addressing this problem.

    Using the template SSIS package defined in Third Magic Class post, copy paste the Package.dtsx in the project and rename it (e.g. Package Percentage Sampling.dtsx), and from Toolbox add an Percentage Sampling Transformation and link it to the OLE DB Source. Access the Percentage Sampling Editor in which modify the Percentage of rows value from 10 to 50. It doesn’t really makes sense to rename the sample and unselected outputs, though you might need to do that when dealing with multiple Percentage Sampling Transformations.

SSIS - Percentage Sampling Transformation Editor
Note:
    The percentage of rows you’d like to work with depends entirely upon request, in many cases it’s indicated to determine statistically the size of your sample. Given the fact that the number of records in this example is quite small I preferred to use a medium dataset size.

    Link the Aggregate Transformation to the OLE DB Destination and in the Input Output Selection dialog select as Output the ‘Sampling Selected Output’, while in the OLE DB Destination Editor create a new table (e.g. Production.BikesSample). 
 
SSIS - Input Output Selection

   In the last step, before testing the whole package, in Control Flow tab change the Execute SQL Task’s SQLStatement property to point to the current destination table: 
 
TRUNCATE TABLE [Production].[BikesSample]  

  
SSIS - Percentage Sampling Data Flow

   Save the project, test (debug) the package (twice) and don’t forget to validate the output data: 
  
SELECT * 
FROM [Production].[BikesSample]   
 

Note:
   I was actually expecting to have 48 or 49 records (97:2=48.5) in the output and not 45, I wonder from where comes the difference?! That’s a topic I still have to investigate. I tried also to change the percentage of rows to 25 resulting an output of 23 of records (23*4=92), 75 resulting an output of 74 records, respectively 100, all the records being this time selected. At least the algorithm used by Microsoft partitions the output in complementary datasets.

19 April 2006

Frederick Mosteller - Collected Quotes

"As usual we may make the errors of I) rejecting the null hypothesis when it is true, II) accepting the null hypothesis when it is false. But there is a third kind of error which is of interest because the present test of significance is tied up closely with the idea of making a correct decision about which distribution function has slipped furthest to the right. We may make the error of III) correctly rejecting the null hypothesis for the wrong reason." (Frederick Mosteller, "A k-Sample Slippage Test for an Extreme Population", The Annals of Mathematical Statistics 19, 1948)

"Errors of the third kind happen in conventional tests of differences of means, but they are usually not considered, although their existence is probably recognized. It seems to the author that there may be several reasons for this among which are 1) a preoccupation on the part of mathematical statisticians with the formal questions of acceptance and rejection of null hypotheses without adequate consideration of the implications of the error of the third kind for the practical experimenter, 2) the rarity with which an error of the third kind arises in the usual tests of significance." (Frederick Mosteller, "A k-Sample Slippage Test for an Extreme Population", The Annals of Mathematical Statistics 19, 1948)

"For many purposes graphical accuracy is sufficient. The speed of graphical processes, and more especially the advantages of visual presentation in pointing out facts or clues which might otherwise be overlooked, make graphical analysis very valuable." (Frederick Mosteller & John W Tukey, "The Uses and Usefulness of Binomial Probability Paper?", Journal of the American Statistical Association 44, 1949)

"If significance tests are required for still larger samples, graphical accuracy is insufficient, and arithmetical methods are advised. A word to the wise is in order here, however. Almost never does it make sense to use exact binomial significance tests on such data - for the inevitable small deviations from the mathematical model of independence and constant split have piled up to such an extent that the binomial variability is deeply buried and unnoticeable. Graphical treatment of such large samples may still be worthwhile because it brings the results more vividly to the eye." (Frederick Mosteller & John W Tukey, "The Uses and Usefulness of Binomial Probability Paper?", Journal of the American Statistical Association 44, 1949)

"Scientific and technological advances have made the world we live in complex and hard to understand. […] Science itself shows the same growing complexity. We often hear that 'one man can no longer cover a broad enough field' and that 'there is too much narrow specialization'. And yet these complexities must be met - and resolved. At all levels, decisions must be made which involve consideration of more than a single field." (Frederick Mosteller et al, "The Education of a Scientific Generalist", Science 109,1949)

"Mathematical models for empirical phenomena aid the development of a science when a sufficient body of quantitative information has been accumulated. This accumulation can be used to point the direction in which models should be constructed and to test the adequacy of such models in their interim states. Models, in turn, frequently are useful in organizing and interpreting experimental data and in suggesting new directions for experimental research." (Robert R. Bush & Frederick Mosteller, "A Mathematical Model for Simple Learning", Psychological Review 58, 1951)

"Almost any sort of inquiry that is general and not particular involves both sampling and measurement […]. Further, both the measurement and the sampling will be imperfect in almost every case. We can define away either imperfection in certain cases. But the resulting appearance of perfection is usually only an illusion." (Frederick Mosteller et al, "Principles of Sampling", Journal of the American Statistical Association Vol. 49 (265), 1954)

"Because representativeness is inherent in the sampling plan and not in the particular sample at hand, we can never make adequate use of sample results without some measure of how well the results of this particular sample are likely to agree with the results of other samples which the same sampling plan might have provided. The ability to assess stability fairly is as important as the ability to represent the population fairly. Modern sampling plans concentrate on both." (Frederick Mosteller et al, "Principles of Sampling", Journal of the American Statistical Association Vol. 49 (265), 1954)

"By sampling we can learn only about collective properties of populations, not about properties of individuals. We can study the average height, the percentage who wear hats, or the variability in weight of college juniors [...]. The population we study may be small or large, but there must be a population - and what we are studying must be a population characteristic. By sampling, we cannot study individuals as particular entities with unique idiosyncrasies; we can study regularities (including typical variabilities as well as typical levels) in a population as exemplified by the individuals in the sample." (Frederick Mosteller et al, "Principles of Sampling", Journal of the American Statistical Association Vol. 49 (265), 1954)

"In many cases general probability samples can be thought of in terms of (1) a subdivision of the population into strata, (2) a self-weighting probability sample in each stratum, and (3) combination of the stratum sample means weighted by the size of the stratum." (Frederick Mosteller et al, "Principles of Sampling", Journal of the American Statistical Association Vol. 49 (265), 1954)

"That which can be and should be representative is the sampling plan, which includes the manner in which the sample was drawn (essentially a specification of what other samples might have been drawn and what the relative chances of selection were for any two possible samples) and how it is to be analyzed. [...] It is clear that many [...] groups fail to be represented in any particular sample, yet this is not a criticism of that sample. Representation is not, and should not be, by groups. It is, and should be, by individuals as members of the sampled population. Representation is not, and should not be, in any particular sample. It is, and should be, in the sampling plan." (Frederick Mosteller et al, "Principles of Sampling", Journal of the American Statistical Association Vol. 49 (265), 1954)

"The main purpose of a significance test is to inhibit the natural enthusiasm of the investigator." (Frederick Mosteller, "Selected Quantitative Techniques", 1954)

"We must emphasize that such terms as 'select at random', 'choose at random', and the like, always mean that some mechanical device, such as coins, cards, dice, or tables of random numbers, is used." (Frederick Mosteller et al, "Principles of Sampling", Journal of the American Statistical Association Vol. 49 (265), 1954)

"We have made the sampling plan representative, not by giving each individual an equal chance to enter the sample and then weighting them equally, but by a more noticeable process of compensation, where those individuals very likely to enter the sample are weighted less, while those unlikely to enter are weighted more when they do appear. The net result is to give each individual an equal chance of affecting the (weighted) sample mean." (Frederick Mosteller et al, "Principles of Sampling", Journal of the American Statistical Association Vol. 49 (265), 1954)

"We realize that if someone just 'grabs a handful', the individuals in the handful almost always resemble one another (on the average) more than do the members of a simple random sample. Even if the 'grabs' [sampling] are randomly spread around so that every individual has an equal chance of entering the sample, there are difficulties. Since the individuals of grab samples resemble one another more than do individuals of random samples, it follows (by a simple mathematical argument) that the means of grab samples resemble one another less than the means of random samples of the same size. From a grab sample, therefore, we tend to underestimate the variability in the population, although we should have to overestimate it in order to obtain valid estimates of variability of grab sample means by substituting such an estimate into the formula for the variability of means of simple random samples. Thus using simple random sample formulas for grab sample means introduces a double bias, both parts of which lead to an unwarranted appearance of higher stability." (Frederick Mosteller et al, "Principles of Sampling", Journal of the American Statistical Association Vol. 49 (265), 1954)

"Weighing a sample appropriately is no more fudging the data than is correcting a gas volume for barometric pressure." (Frederick Mosteller et al, "Principles of Sampling", Journal of the American Statistical Association Vol. 49 (265), 1954)

"A primary goal of any learning model is to predict correctly the learning curve - proportions of correct responses versus trials. Almost any sensible model with two or three free parameters, however, can closely fit the curve, and so other criteria must be invoked when one is comparing several models." (Robert R Bush & Frederick Mosteller, "A Comparison of Eight Models?", Studies in Mathematical Learning Theory, 1959)

"A satisfactory prediction of the sequential properties of learning data from a single experiment is by no means a final test of a model. Numerous other criteria - and some more demanding - can be specified. For example, a model with specific numerical parameter values should be invariant to changes in independent variables that explicitly enter in the model." (Robert R Bush & Frederick Mosteller,"A Comparison of Eight Models?", Studies in Mathematical Learning Theory, 1959)

"In the testing of a scientific model or theory, one rarely has a general measure of goodness-of-fit, a universal yardstick by which one accepts or rejects the model. Indeed, science does not and should not work this way; a theory is kept until a better one is found. One way that science does work is by comparing two or more theories to determine their relative merits in handling relevant data."(Robert R Bush & Frederick Mosteller, "A Comparison of Eight Models?", Studies in Mathematical Learning Theory, 1959)

"In a problem, the great thing is the challenge. A problem can be challenging for many reasons: because the subject matter is intriguing, because the answer defies unsophisticated intuition, because it illustrates an important principle, because of its vast generality, because of its difficulty, because of a clever solution, or even because of the simplicity or beauty of the answer." (Frederick Mosteller, "Fifty Challenging Problems in Probability with Solutions", 1965)

"Using data from the population as it stands is a dangerous substitute for testing." (Frederick Mosteller & Gale Mosteller, "New Statistical Methods in Public Policy. Part I: Experimentation", Journal of Contemporary Business 8, 1979)

"Although we often hear that data speak for themselves, their voices can be soft and sly." (Frederick Mosteller, "Beginning Statistics with Data Analysis", 1983)

"The law of truly large numbers states: With a large enough sample, any outrageous thing is likely to happen." (Frederick Mosteller, "Methods for Studying Coincidences", Journal of the American Statistical Association Vol. 84, 1989)

"It is easy to lie with statistics, but easier to lie without them [...]" (Frederick Mosteller)


Related Posts Plugin for WordPress, Blogger...

About Me

My photo
IT Professional with more than 24 years experience in IT in the area of full life-cycle of Web/Desktop/Database Applications Development, Software Engineering, Consultancy, Data Management, Data Quality, Data Migrations, Reporting, ERP implementations & support, Team/Project/IT Management, etc.