I happened to be travelling through Brussels, so I stopped by Ghent, the world hotspot for research into imprecise probabilities, and setup an interview with Gert de Cooman. Gert has been working in imprecise probabilities for more than twenty years, is a founding member and former President of SIPTA, the Society for Imprecise Probability: Theories and Applications, and has helped organize many of the ISIPTA conferences and SIPTA Schools.

Topics include fair betting rates, Dutch books, Monte Carlo methods, Markov chains, utility, and the foundations of probability theory. We had a rich, wide-ranging discussion. You may need to listen two (or more!) times to process everything.

]]>I found a handful of JS libraries that support sampling from distributions, but nothing that lets me use the R syntax I know and (mostly) love. Even more importantly, I would have to trust the quality of the sampling functions, or carefully read through each one and tweak as needed. So I decided to create my own JS library that:

- Conforms to R function names and parameters – e.g.
`rnorm(50, 0, 1)`

- Uses the best entropy available to simulate randomness
- Includes some non-standard distributions that I’ve been using (more on this below)

I’ve made this library public at Github and npm.

Not a JS developer? Just want to play with the library? I’ve setup a test page here.

Please keep in mind that this library is still in its infancy. I’d highly recommend you do your own testing on the output of any distribution you use. And of course let me know if you notice any issues.

In terms of additional distributions, these are marked “experimental” in the source code. They include the unreliable friend and its discrete cousin the FML, a frighteningly thick-tailed distribution I’ve been using to model processes that may never terminate.

]]>UPDATE (Oct 5): Lots of interest in this, hope to finalize a core team this week. Let me know right away if you’re interested. Also, this would not necessarily be targeted at horse racing.

]]>“So let’s start with the fact that the study had only 100 people, which isn’t nearly enough to be able to make any determinations like this. That’s very small power. Secondly, it was already split into two groups, and the two groups by the way have absolutely zero scientific basis. There is no theory that says that if I want a girl or if I want a boy I’m going to be better able at determining whether my baby is in fact a girl or a boy.”

– Maria Konnikova, speaking on Mike Pesca’s podcast, The Gist.

Shown at top, above the quote by Konnikova, is a simulation of the study in question, under the assumption that the results were completely random (the null hypothesis). As usual, you’ll find my code in R at the bottom. The actual group of interest had just 48 women. Of those, 34 correctly guessed the sex of their gestating babies. The probability that you’d get such an extreme result by chance alone is represented by the light green tails. To be conservative, I’m making this a two-tailed test, and considering the areas of interest to be either that the women were very right, or very wrong.

The “power” Konnikova is referring to is the “power of the test.” Detecting small effects requires a large sample, detecting larger effects can be done with a much smaller sample. In general, the larger your sample size, the more power you have. If you want to understand the relationship between power and effect size, I’d recommend this lovely video on the power of the test.

As it turns out, Konnikova’s claims notwithstanding, study authors Victor Shamas and Amanda Dawson had plenty of power to detect what turns out to be a very large effect. Adding together the two green areas in the tails, their study has a p-value of about 0.005. This a full order of magnitude beyond the generally used threshold for statistical significance. Their study found *strong evidence* that women can guess the sex of their babies-to-be.

Is this finding really as strong as it seems? Perhaps the authors made some mistake in how they setup the experiment, or in how they analyzed the results.

Since apparently Konnikova failed not only to do statistical analysis, but also basic journalism, I decided to clean up on that front as well. I emailed Dr. Victor Shamas to ask how the study was performed. Taking his description at face value, it appears that the particular split of women into categories was based into the study design; this wasn’t a case of “p-value hacking”, as Konnikova claimed later on in the podcast.

Konnikova misses the entire point of this spit, which she says has “absolutely zero scientific basis.” The lack of an existing scientific framework to assimilate the results of the study is meaningless, since the point of the study was to provide evidence (or not) that that our scientific understanding lags behind what woman seem to intuitively know.

More broadly, *the existence of causal relationships does not depend in any way on our ability to understand or describe (model) them*, or on whether we happen to have an existing scientific framework to fit them in. I used to see this kind of insistence on having a known mechanism as a dumb argument made by smart people, but I’m coming to see it in a much darker light. The more I learn about the history of science, the more clear it becomes that the primary impediment to the advancement of science isn’t the existence of rubes, it’s the supposedly smart, putatively scientific people who are unwilling to consider evidence that contradicts their worldview, their authority, or their self-image. We see this pattern over and over, perhaps most tragically in the unwillingness of doctors to wash their hands until germ theory was developed, despite evidence that hand washing led to a massive reduction in patient mortality when assisting with births or performing operations.

Despite the strength of Shamas and Dawson’s findings, I wouldn’t view their study as conclusive evidence of the ability to “intuit” the sex of your baby. Perhaps their findings were a fluke, perhaps some hidden factor corrupted the results (did the women get secret ultrasounds on the sly?). Like any reasonable scientist, Shamas wants to do another study to replicate the findings, and told me that has a specific follow-up in mind.

*Code in R:*

trials = 100000 results = rep(0,trials) for(i in 1:trials) { results[i] = sum(sample(c(0,1),48,replace=T)) } extremes = length(results[results<=14]) + length(results[results>=34]) extremes/trials dat <- data.frame( x=results, above=((results <= 14) | (results >= 34))) library(ggplot2) qplot(x,data=dat,geom="histogram",fill=above,breaks=seq(1,48))

Pinned, entropy augmented, digitally normal distribution, of no particular work-related use and thus perfectly suitable for today. Code in R:

iters = 1000 sd = 2 precision = 20 results = rep(0,iters) for(i in 1:iters) { x = floor(rnorm(20,5,sd) %% 10) results[i] = paste(c('.',x),sep="",collapse="") } results = as.numeric(results) plot(density(results,bw=.01),col="blue",lwd=3,bty="n")

- Professor Ramon van Handel of Princeton University posts his lecture notes on Probability in High Dimension.
- Everday Anayltics shares his experience as a statistical consultant on a project for Delta Airline data using PCA and K-means Clustering.
- If you know R and want to improve your SAS skills (or the other way around), check out this tutorial on logistic regressions using both packages.
- Do you trade stocks? If so, here is A Simple Shiny App for Monitoring Trading Strategies.
- Maybe I Don’t Really Know R After All.
- And finally, why we should Separate Statistical Models of “What Is Learned” from “How It Is Learned”.

- A sequence of 9 courses on Data Science will start on Coursera on 2 June and 7 July 2014, to be lectured by Professors of Johns Hopkins University. The courses are designed for students to learn to become Data Scientists and apply their skills in a capstone project. The courses are free, but if you want a Verified Certificate in the course, the Specialization Certificate or taking the Capstone Project, there is a small charge for that.
- Do you know where people are going after college? Ben Schmidt, an assistant professor of history at Northeastern University, was curious about careers after college degrees, so he used a quick Sankey diagram to look at data from the American Community Survey.
- Robert Seaton shares more than 100 interesting data sets for statistics. If you are looking for some numbers to get your hands dirty, this is the place to visit.
- Cartesian Faith publishes the second chapter of his book (available for free on his website) called Modeling data with functional programming in R.
- Nina Zumel from Win-Vector LLC discusses some useful tricks with the R function glm() in her recent blog post titled Trimming the Fat from glm() Models in R.
- And finally, if you learned R in its early days (early 2000s or before), you may still be using some old-fashioned ways to accomplish some tasks better served by newer functions and packages. To help you become a better R coder, Revolution Analytics offers hipsteR: Learn what you missed in R as an early adopter.

- Writing functions is an important part of programming, and in order to write proper functions you need to know how to debug when your functions aren’t working. Slawa Rokicki, PhD student at Harvard, explains How to write and debug an R function.
- It is often said that you should avoid loops in R because R is extremely slow with iterations, and hence many R-programmers try to avoid loops by working with matrices and arrays. Did you know that an even better option is to run your loops in C++ and import your result back into R? Here is a quick tutorial called how you can use C++ within R.
- Rasmus Bååth blogs about the The Most Comprehensive Review of Comic Books Teaching Statistics.
- Did you know that more and more startups are starting to use R as their primary data analysis tool? According to Revolution Analytics, Uber and CultureAmp have just joined the R camp.
- Xi’an reviews a new paper called Generalizations related to hypothesis testing with the Posterior distribution of the Likelihood Ratio by Smith and Ferrari.
- And finally, DiffusePrioR writes “If history can tell us anything about the World Cup, it’s that the host nation has an advantage of all other teams”. Do you agree or disagree, and what do you think is Brazil’s chance of winning the World Cup?

http://bit.ly/SHnlXH

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