Meni_Rosenfeld comments on 2014 Survey Results - Less Wrong

87 Post author: Yvain 05 January 2015 07:36PM

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Comment author: goocy 06 January 2015 09:42:54AM *  2 points [-]

Charity: 1996.76 + 9492.71

For a statistician, this is insane. In this case, this would mean that a sizable chunk of responders actually receives money from charity.

You seem to assume that every dataset has an inherent mean and standard deviation. But means and standard deviations are the results of modeling a gaussian distribution, and if the model fit is too bad, these metrics simply don't apply for this dataset.

The Lilliefors test was created for exactly this purpose: it gives you the probability that a dataset is not normal distributed. Please use it, or leave out means and standard deviations altogether. The percentiles are (in my - very biased - opinion) much more helpful anyways.

Comment author: satt 06 January 2015 02:56:06PM *  9 points [-]

But means and standard deviations are the results of modeling a gaussian distribution, and if the model fit is too bad, these metrics simply don't apply for this dataset.

?

Means and standard deviations are general properties one can compute for any statistical distribution which doesn't have pathologically fat tails. (Granted, it would've been conceptually cleaner for Yvain to present the mean & SD of log donations, but there's nothing stopping us from using his mean & SD to estimate the parameters of e.g. a log-normal distribution instead of a normal distribution.)

Comment author: Meni_Rosenfeld 16 February 2015 08:42:31PM 2 points [-]

Is the link to "Logical disjunction" intentional?

Comment author: satt 21 February 2015 12:16:14PM 0 points [-]

It isn't! Thanks for catching that, I've fixed the link.