How Not to Be Wrong: The Power of Mathematical Thinking
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Read between January 10 - January 16, 2019
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Math is a science of not being wrong about things,
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Leonard Jimmie Savage, the pioneer of decision theory
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Bayesian statistics.*
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Here’s an old mathematician’s trick that makes the picture perfectly clear: set some variables to zero.
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A mathematician is always asking, “What assumptions are you making? And are they justified?”
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survivorship bias.
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Mathematics is the study of things that come out a certain way because there is no other way they could possibly be.
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calculus is still derived from our common sense—Newton took our physical intuition about objects moving in straight lines, formalized it, and then built on top of that formal structure a universal mathematical description of motion.
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basic rule of mathematical life: if the universe hands you a hard problem, try to solve an easier one instead, and hope the simple version is close enough to the original problem that the universe
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Augustin-Louis Cauchy, who introduced the notion of limit into calculus
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linear regression,
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the size of the typical discrepancy* is governed by the square root of the number of coins you toss.
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If you want to make the error bar half as big, you need to survey four times as many people.
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the U.S. economy gained a net 27.3 million jobs. Of those, 26.7 million, or 98%, came from the “nontradable sector”:
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Don’t talk about percentages of numbers when the numbers might be negative.
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“Seventy-five percent” sounds like it means “almost all,” but when you’re dealing with numbers that could be either positive or negative, like profits, it might mean something very different.
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improbable things happen
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a lot.
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“it is probable that improbable things will happen. Granted this, one might argue that what is improbable is probable.”
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When you’re trying to draw reliable inferences from
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improbable events, wiggle room is the enemy.
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Everything you do either gives you cancer or prevents it.
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“statistically noticeable” or “statistically detectable”
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counsels us about the existence of an effect but is silent about its size or importance. But it’s too
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Bertrand Russell,
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a premier psychological
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“A scientific fact should be regarded as experimentally established only if a properly designed experiment rarely fails to give this level of significance.”
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statistically significant finding gives you a clue, suggesting a promising place to focus your research energy.
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The significance test is the detective, not the judge.
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“The finding is quite interesting, and suggests that more research in this direction is needed”?
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If a result is novel and important, other scientists in other laboratories ought to test and retest the phenomenon and its variants,
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Registered Replication Reports.
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the Many Labs project,
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Facebook generally knows its users’ real names and locations, so it can use public records to generate a list of Facebook profiles belonging to people who have already been convicted of terroristic crimes or support of terrorist groups.
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take a deep breath and keep your eye on the box, you can’t go wrong.
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two questions you can ask.
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What’s the chance that a person gets put on Facebook’s list, given that they’re not a terrorist?
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What’s the chance that a person’s not a terrorist, given that they’re on Facebook’s list?
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the answer to the first question is about 1 in 2,000, while the answer to the second is 99.99%. And it’s the answer to the second question that you really want.
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critical prior information, which is that most people aren’t terrorists!
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ignore that fact at your peril.
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Upton Sinclair, the best-selling author of The Jungle, released in 1930 a whole book, Mental Radio,
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Human beings are always inferring, always using observations to refine our judgments about the various competing theories that
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jostle around inside our mental representation of the world.
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We are very confident, almost unshakably confident, about s...
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The sum of the numbers in the bottom row is about 0.0325, so to make those numbers sum to 1 without changing their proportions to one another, we can just divide each number by 0.0325.
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posterior probabilities.
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Bayesian inference,
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the passage from prior to posterior rests
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an old formula in probabi...
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