08 May 2021

On Randomness XI (Statistics)

"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 definition of random in terms of a physical operation is notoriously without effect on the mathematical operations of statistical theory because so far as these mathematical operations are concerned random is purely and simply an undefined term." (Walter A Shewhart & W. Edwards "Deming, Statistical Method from the Viewpoint of Quality Control", 1939)

"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." (Harold Hotelling, "How to Lie with Statistics", 1954)

"The point is that every experiment involves an error, the magnitude of which is not known beforehand and it varies from one experiment to another. For this reason, no matter what finite number of experiments have been carried out, the arithmetic mean of the values obtained will contain an error. Of course, if the experiments are conducted under identical conditions and the errors are random errors, then the error of the mean will diminish as the number of experiments is increased, but it cannot be reduced to zero for a finite number of experiments. […] The choice of entities for an experiment must be perfectly random, so that even an apparently inessential cause could not lead to erroneous conclusions." (Yakov Khurgin, "Did You Say Mathematics?", 1974)

"Statistics has been likened to a telescope. The latter enables one to see further and to make clear objects which were diminished or obscured by distance. The former enables one to discern structure and relationships which were distorted by other factors or obscured by random variation." (David J Hand, "The Role of Statistics in Psychiatry", Psychological Medicine Vol. 15, 1985)

"We will use the convenient expression 'chosen at random' to mean that the probabilities of the events in the sample space are all the same unless some modifying words are near to the words 'at random'. Usually we will compute the probability of the outcome based on the uniform probability model since that is very common in modeling simple situations. However, a uniform distribution does not imply that it comes from a random source; […]" (Richard W Hamming, "The Art of Probability for Scientists and Engineers", 1991)

"If you perceive the world as some place where things happen at random - random events over which you have sometimes very little control, sometimes fairly good control, but still random events - well, one has to be able to have some idea of how these things behave. […] People who are not used to statistics tend to see things in data - there are random fluctuations which can sometimes delude them - so you have to understand what can happen randomly and try to control whatever can be controlled. You have to expect that you are not going to get a clean-cut answer. So how do you interpret what you get? You do it by statistics." (Lucien LeCam, [interview] 1988)

"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 for gathering 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", 1994)

"We use mathematics and statistics to describe the diverse realms of randomness. From these descriptions, we attempt to glean insights into the workings of chance and to search for hidden causes. With such tools in hand, we seek patterns and relationships and propose predictions that help us make sense of the world." (Ivars Peterson, "The Jungles of Randomness: A Mathematical Safari", 1998)

"[In statistics] you have the fact that the concepts are not very clean. The idea of probability, of randomness, is not a clean mathematical idea. You cannot produce random numbers mathematically. They can only be produced by things like tossing dice or spinning a roulette wheel. With a formula, any formula, the number you get would be predictable and therefore not random. So as a statistician you have to rely on some conception of a world where things happen in some way at random, a conception which mathematicians don’t have." (Lucien LeCam, [interview] 1988)

"[...] in the statistical world, what we see and measure around us can be considered as the sum of a systematic mathematical idealized form plus some random contribution that cannot yet be explained. This is the classic idea of the signal and the noise." (David Spiegelhalter, "The Art of Statistics: Learning from Data", 2019)

"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)

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