方差翻倍,贝叶斯变脏,吞噬你的河豚,画你的小孩图

X. Meng
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引用次数: 2

摘要

这篇文章扩展了我在2017年美国统计协会(ASA)关于“一个超越p<0.05美元的世界”研讨会上关于“变革的激进处方”的小组发言。它强调,为了大大提高统计和数据科学发现的可靠性,从而提高公众的信任,我们需要采取全面的方法。我们需要以身作则,激励学习质量,给后代接种对不确定世界和不确定世界的深刻欣赏。标题中的四个“激进”提议——连同它们所有固有的缺陷和权衡——旨在激起反应和行动。首先,研究方法只有在兑现承诺的情况下才值得信赖,即使这意味着它们必须过度保护,这是实践质量保证统计的必要权衡。这一指导原则可能会迫使我们在某些情况下将方差加倍,这一策略也与将标准从$p<0.05$提高到$p<0.005$[3]的要求相一致。其次,教授原则性的实用性或投机取巧是一种很有前途的策略,可以提高科学界和公众发现——从而确定——有缺陷的论点或发现的能力。一个针对罕见事件的贝叶斯公式,简单地将发生率除以发生率和误报率(或总错误率)的总和,就像流行的广播节目《汽车谈话》(Car Talk)所展示的那样,说明了这种策略的有效性。第三,我们应该把自己设身处地地为那些可能会受到我们的研究结果影响的人着想,这应该是一种日常的心理锻炼,以防止我们急于得出结论或对自己的研究结果过于自信。河豚/自私测试可以作为一个有效的提醒,并有助于将“你不应该卖你拒绝购买的东西”作为最基本的职业礼仪。在行为经济学的精神下,考虑个人在统计工作中的利害关系也指向了行为统计的概念。第四,当前的数学教育范式将“确定性放在第一位,随机放在第二位”,这可能是不确定性下推理普遍困难的原因,这种情况可以通过引入直方图的概念来改善,或者更确切地说,儿童图,就像计数的概念一样。
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Double Your Variance, Dirtify Your Bayes, Devour Your Pufferfish, and Draw your Kidstrogram
This article expands upon my presentation to the panel on “The Radical Prescription for Change” at the 2017 ASA (American Statistical Association) symposium on A World Beyond $p<0.05$. It emphasizes that, to greatly enhance the reliability of—and hence public trust in—statistical and data scientific findings, we need to take a holistic approach. We need to lead by example, incentivize study quality, and inoculate future generations with profound appreciations for the world of uncertainty and the uncertainty world. The four “radical” proposals in the title—with all their inherent defects and trade-offs—are designed to provoke reactions and actions. First, research methodologies are trustworthy only if they deliver what they promise, even if this means that they have to be overly protective, a necessary trade-off for practicing quality-guaranteed statistics. This guiding principle may compel us to doubling variance in some situations, a strategy that also coincides with the call to raise the bar from $p<0.05$ to $p<0.005$ [3]. Second, teaching principled practicality or corner-cutting is a promising strategy to enhance the scientific community’s as well as the general public’s ability to spot—and hence to deter—flawed arguments or findings. A remarkable quick-and-dirty Bayes formula for rare events, which simply divides the prevalence by the sum of the prevalence and the false positive rate (or the total error rate), as featured by the popular radio show Car Talk, illustrates the effectiveness of this strategy. Third, it should be a routine mental exercise to put ourselves in the shoes of those who would be affected by our research finding, in order to combat the tendency of rushing to conclusions or overstating confidence in our findings. A pufferfish/selfish test can serve as an effective reminder, and can help to institute the mantra “Thou shalt not sell what thou refuseth to buy” as the most basic professional decency. Considering personal stakes in our statistical endeavors also points to the concept of behavioral statistics, in the spirit of behavioral economics. Fourth, the current mathematical education paradigm that puts “deterministic first, stochastic second” is likely responsible for the general difficulties with reasoning under uncertainty, a situation that can be improved by introducing the concept of histogram, or rather kidstogram, as early as the concept of counting.
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