Which fortune is this? :)

Dennis

On Fri, May 7, 2010 at 10:08 AM, Charles Annis, P.E. <
charles.annis@statisticalengineering.com> wrote:

> Please let me quote an eminently sensible person, who observed that ...
>
> "p-values are dangerous, especially large, small, and in-between ones."
> - Frank E Harrell Jr., Prof. of Biostatistics and Department Chair,
> Vanderbilt University
>
>
>
> Charles Annis, P.E.
>
> Charles.Annis@StatisticalEngineering.com
> 561-352-9699
> http://www.StatisticalEngineering.com
>
>
> -----Original Message-----
> From: r-help-bounces@r-project.org [mailto:r-help-bounces@r-project.org]
> On
> Behalf Of Robert A LaBudde
> Sent: Friday, May 07, 2010 12:29 PM
> To: Duncan Murdoch
> Cc: r-help@r-project.org; level
> Subject: Re: [R] P values
>
> At 07:10 AM 5/7/2010, Duncan Murdoch wrote:
> >Robert A LaBudde wrote:
> >>At 01:40 PM 5/6/2010, Joris Meys wrote:
> >>
> >>>On Thu, May 6, 2010 at 6:09 PM, Greg Snow <Greg.Snow@imail.org> wrote:
> >>>
> >>>
> >>>>Because if you use the sample standard deviation then it is a t test
> not
> a
> >>>>z test.
> >>>>
> >>>>
> >>>I'm doubting that seriously...
> >>>
> >>>You calculate normalized Z-values by substracting the sample mean and
> >>>dividing by the sample sd. So Thomas is correct. It becomes a Z-test
> since
> >>>you compare these normalized Z-values with the Z distribution, instead
> of
> >>>the (more appropriate) T-distribution. The T-distribution is essentially
> a
> >>>Z-distribution that is corrected for the finite sample size. In
> Asymptopia,
> >>>the Z and T distribution are identical.
> >>>
> >>
> >>And it is only in Utopia that any P-value less than 0.01 actually
> >>corresponds to reality.
> >>
> >>
> >I'm not sure what you mean by this.  P-values are simply statistics
> >calculated from the data; why wouldn't they be real if they are small?
>
> Do you truly believe an actual real-life distribution accurately is
> fit by a normal distribution at quantiles of 0.001, 0.0001 or beyond?
>
> "The map is not the territory", and just because you can calculate
> something from a model doesn't mean it's true.
>
> The real world is composed of mixture distributions, not pure ones.
>
> The P-value may be real, but its reality is subordinate to the
> distributional assumption involved, which always fails at some level.
> I'm simply asserting that level is in the tails at probabilities of
> 0.01 or less.
>
> Statisticians, even eminent ones such as yourself and lesser lights
> such as myself, frequently fail to keep this in mind. We accept such
> assumptions as "normality", "equal variances", etc., on an
> "eyeballometric" basis, without any quantitative understanding of
> what this means about limitations on inference, including P-values.
>
> Inference in statistics is much cruder and more judgmental than we
> like to portray. We should at least be honest among ourselves about
> the degree to which our hand-waving assumptions work.
>
> I remember at the O. J. Simpson trial, the DNA expert asserted that a
> match would occur only once in 7 billion people. I wondered at the
> time how you could evaluate such an assertion, given there were less
> than 7 billion people on earth at the time.
>
> When I was at a conference on optical disk memories when they were
> being developed, I heard a talk about validating disk specifications
> against production. One statement was that the company would also
> validate the "undetectable error rate" specification of 1 in 10^16
> bits. I amusingly asked how they planned to validate the
> "undetectable" error rate. The response was handwaving and "Just as
> we do everything else". The audience laughed, and the speaker didn't
> seem to know what the joke was.
>
> In both these cases the values were calculable, but that didn't mean
> that they applied to reality.
>
> ================================================================
> Robert A. LaBudde, PhD, PAS, Dpl. ACAFS  e-mail: ral@lcfltd.com
> Least Cost Formulations, Ltd.            URL: http://lcfltd.com/
> 824 Timberlake Drive                     Tel: 757-467-0954
> Virginia Beach, VA 23464-3239            Fax: 757-467-2947
>
> "Vere scire est per causas scire"
>
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