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bogus comments on Learning Mathematics in Context - Less Wrong Discussion

5 Post author: Crux 26 January 2016 10:27PM

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Comment author: bogus 29 January 2016 04:57:03PM *  0 points [-]

None of the nice assumptions underlying nice proofs of optimality apply.

Well, this is a matter of degree. There is a reason we use these tools in the first place. A good statistician must be quite aware of the underlying assumptions of each tool, if only so that they can switch to something else when warranted. (For instance, use "robust" methods which try to identify and appropriately discount outliers.)

Comment author: Lumifer 29 January 2016 05:08:37PM 0 points [-]

A good statistician must be quite aware of the underlying assumptions of each tool

Well, of course.

and appropriately discount outliers

Heh. The word "appropriately" is a tricky one. There is a large variety of robust methods which use different ways of discounting outliers, naturally with different results. The statistician will need to figure out what's "appropriate" in this particular case and proofs don't help here.