Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
Statistical Wisdom
Stephen M. Stigler
London School of Hygiene and
Tropical Medicine, January 29, 2015
22
12
19
16
15
31
31
37
47
84
#3 Likelihood (MLEs,Testing)
The calibration of evidence on a
probability scale.
P- values.
Likelihood based inference, MLEs
#3 Likelihood (MLEs,Testing)
John Arbuthnot, 1711. 82 years with
more Male births than Female.
#3 Likelihood (MLEs,Testing)
The recently discovered
title page of Bayess
1763 Essay:
A Method of Calculating
The Exact Probability of
All Conclusions founded
on Induction.
Two marginal
distributions,
Two conditional
expectations;
Bayes Theorem!
B level
A
A level
B
A
Revolutionary ideas:
#1 Gain information by suppressing information
W. S. Jevons replying to critics:
Were a complete explanation of each fluctuation
thus necessary, not only would all inquiry into
this subject be hopeless, but the whole of the
statistical and social sciences, so far as they
depend upon numerical facts, would have
to be abandoned.
Features or bugs?
#1 Treat people as mere statistics
#2 Is Big Data good based on size alone?
#3#4 Significance tests: Problem or solution?
#5#6#7 Criticism of regression models, fitting, selection
E. B. Wilson 1927: It is largely because of lack of
knowledge of what statistics is that the person
untrained in it trusts himself with a tool quite as
dangerous as any he may pick out from the whole
armamentarium of scientific methodology.