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Vladimir_Nesov comments on Open Thread, April 27-May 4, 2014 - Less Wrong Discussion

0 Post author: NancyLebovitz 27 April 2014 08:34PM

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Comment author: Metus 27 April 2014 11:34:59PM *  1 point [-]

After a contribution to a previous thread I thought some more about what I actually wanted to say, so here is a much more succint version:

The average of any distribution or even worse of a dataset is not a sufficient description without a statement about the distribution.

So often research results are reported as a simple average with a standard deviation. The educated statistician will recognise these two numbers as the first two modes of a distribution. But these two modes completely describe a distribution if it is a normal distribution. Though the central limit theorem gives us justification to use it in quite a number of cases, in general we need to make sure that the dataset has no higher modes. The most obvious case is of a dataset dominated by a single binary random variable.

This statement then, that not all datasets are normally distributed, holds for any field, be it solid state physics, astrophysics, biochemistry, evolutionary biology, population ecology, welfare economics or psychology. To assume that any average together with a standard deviation derives from a normal distribution or even worse that there is no more information in the dataset or the underlying phenomenon is a grave scientific mistake.

Comment author: Vladimir_Nesov 28 April 2014 12:23:57AM *  3 points [-]

The educated statistician will recognise these two numbers as the first two modes of a distribution. But these two modes completely describe a distribution if and only if it is a normal distribution.

(The "only if" is incorrect. For many other families of distributions, knowing mean and variance is also sufficient to pinpoint a unique distribution.)

Comment author: Metus 28 April 2014 12:31:37AM 0 points [-]

I must have mixed it up with some other statement.

Comment author: sixes_and_sevens 28 April 2014 01:09:32PM 2 points [-]

"Yeah, sorry I said something that was incorrect. I meant to say something that wasn't incorrect."

I've seen more ballsy responses than this, but not many.

Comment author: Luke_A_Somers 28 April 2014 03:48:16PM 0 points [-]

I don't understand. Metus flatly admitted error, end of story.

Comment author: sixes_and_sevens 28 April 2014 04:37:17PM *  0 points [-]

For clarity, I found what Metus said to be very funny. I commented because I wanted to underscore the humour, not because I wanted to be critical.

Comment author: fezziwig 28 April 2014 07:27:45PM 0 points [-]

FWIW, I also read it as an insult. And though I do believe you that that wasn't your intent, I don't see how else to read it even now.

Comment author: sixes_and_sevens 28 April 2014 08:30:54PM 2 points [-]

Well, it wasn't intended as a kind comment either, but it clearly fell a lot flatter than I thought it would.