Severity vs Posterior Probabilities

Probability that it is a statistical fluke [i]

cropped-qqqq.jpgFrom another blog:
“…If there are 23 people in a room, the chance that two of them have the same birthday is 50 percent, while the chance that two of them were born on a particular day, say, January 1st, is quite low, a small fraction of a percent. The more you specify the coincidence, the rarer it is; the broader the range of coincidences at which you are ready to express surprise, the more likely it is that one will turn up.

Humans are notoriously incompetent at estimating these types of probabilities… which is why scientists (including particle physicists), when they see something unusual in their data, always try to quantify the probability that it is a statistical fluke — a pure chance event. You would not want to be wrong, and celebrate your future Nobel prize only to receive instead a booby prize. (And nature gives out lots and lots of booby prizes.) So scientists, grabbing their statistics textbooks and appealing to the latest advances in statistical techniques, compute these probabilities as best they can. Armed with these numbers, they then try to infer whether it is likely that they have actually discovered something new or not.

And on the whole, it doesn’t work. Unless the answer is so obvious that no statistical argument is needed, the numbers typically do not settle the question.

Despite this remark, you mustn’t think I am arguing against doing statistics. One has to do something better than guessing. But there is a reason for the old saw: “There are three types of falsehoods: lies, damned lies, and statistics.” It’s not that statistics themselves lie, but that to some extent, unless the case is virtually airtight, you can almost always choose to ask a question in such a way as to get any answer you want. … [For instance, in 1991 the volcano Pinatubo in the Philippines had its titanic eruption while a hurricane (or `typhoon’ as it is called in that region) happened to be underway. Oh, and the collapse of Lehman Brothers on Sept 15, 2008 was followed within three days by the breakdown of the Large Hadron Collider (LHC) during its first week of running… Coincidence?  I-think-so.] One can draw completely different conclusions, both of them statistically sensible, by looking at the same data from two different points of view, and asking for the statistical answer to two different questions.

To a certain extent, this is just why Republicans and Democrats almost never agree, even if they are discussing the same basic data. The point of a spin-doctor is to figure out which question to ask in order to get the political answer that you wanted in advance. Obviously this kind of manipulation is unacceptable in science. Unfortunately it is also unavoidable. Continue reading

Categories: Error Statistics, Severity vs Posterior Probabilities, spurious p values | 22 Comments

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