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Introduction to Modern Statistics

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21–30 of 138 posts

Re: Introduction to Modern Statistics

#21
post #9

They should remove "modern" from the title, because who the hell uses the "R programming language" these days anymore?

Respectfully, I'm going to ask, "what what?". I can't swing a cat without hitting dplyr. It's probably industry dependent though - I could see a dataset that's 99% text having absolutely no reason to even look at R at all.

Re: Introduction to Modern Statistics

#24

I like the inclusion of randomization and bootstrapping. It's unfortunate that the hypothesis framework is still NHST -- I wouldn't consider that 'modern' by any means.

I don't see widespread agreement in the statistics community as to what should replace NHST. If you go Bayesian you need to completely rewrite the course. I've seen confidence intervals suggested as an alternative, but there are arguments against. I've also seen arguments that hypothesis tests shouldn't be used at all. Given that NHST is still widely used and there isn't a clear alternative I think it's a disservice to students to not introduce them.

Re: Introduction to Modern Statistics

#25
post #4

What is a good book on statistics that one can use for self-learning?

What is your background and what field will you be applying your knowledge to?

There can be a rather wide gap between a theoretical approach that you might encounter as taught by a statistician and an applied approach you might encounter in a business statistics or social science statistics course.

Depending on your math background and the area of intended application, in my opinion, it would sway recommendations for a first 'book' on statistics for self-learning.

Re: Introduction to Modern Statistics

#26

I like the inclusion of randomization and bootstrapping. It's unfortunate that the hypothesis framework is still NHST -- I wouldn't consider that 'modern' by any means.

I don't see widespread agreement in the statistics community as to what should replace NHST. If you go Bayesian you need to completely rewrite the course. I've seen confidence intervals suggested as an alternative, but there are arguments against. I've also seen arguments that hypothesis tests shouldn't be used at all. Given that NHST is still widely used and there isn't a clear alternative I think it's a disservice…

I probably should have been more clear. I didn't say hypothesis testing, I said NHST (the binary null/alt hypothesis approach) - which is an approach to hypothesis testing particularly prevelant in certain disciplines such as Psychology.

And in that context, there is a lot of agreement that this approach is fundamentally flawed and outdated. if you are interested, I can provide references when I get to the office. But off the top of my head consider Gigerenzer and Cummings.

Re: Introduction to Modern Statistics

#27

Statistics education is undergoing a bit of a revolution, driven by the accessibility of computers. For example, hypothesis testing is introduced by randomization[1], using a randomized permutation test[2]. I find this really easy to understand, compared to how I learned statistics using a more traditional approach. The traditional approach taught be a cookbook of hypothesis tests to use: use the t-test in this situa…

There is also Brillant that has a very polished interactive course:

https://brilliant.org/courses/statistics/

Re: Introduction to Modern Statistics

#29

Statistics education is undergoing a bit of a revolution, driven by the accessibility of computers. For example, hypothesis testing is introduced by randomization[1], using a randomized permutation test[2]. I find this really easy to understand, compared to how I learned statistics using a more traditional approach. The traditional approach taught be a cookbook of hypothesis tests to use: use the t-test in this situa…

I've had similar thoughts, but I think its more to do with what is in your head at the time you hear about it. I found permutation tests satisfying to learn about because they somehow helped consolidate what I knew from distribution theory. If I didn't know any distribution theory prior, I'm not sure they could have that effect.

If you study mathematical statistics, it is not taught as a cookbook. At the elementary level you learn probability theory and distribution theory, all the different distributions, hypothesis tests, regression, ANOVA and so on proceed from there. Meanwhile, I think research scientists are often taught statistics as a set of recipes because its usually a short course for a specific discipline. E.g. Statistics for biologists.

Re: Introduction to Modern Statistics

#30
What's often missing from these introductions is when statistics will not work; and what it even means when it "works". The amount of data needed to tell between two normal is about 30 data points -- between two power-law distributions, >trillion. (And this basically scuppers the central limit theorem, on which a lot of cargo-cult stats is justified).

Stats, imv, should be taught simulation-first: code up your hypotheses and see if they're even testable. Many many projects would immediately fail at the research stage.

Next, know that predictions are almost never a good goal. Almost everything is practically unpredictable -- with a near infinite number of relevant causes, uncontrollable.

At best, in ideal cases, you can use stats to model a distribution of predictions and then determine a risk/value across that range. Ie., the goal isnt to predict anything but to prescribe some action (or inference) according to a risk tolerance (risk of error, or financial risk, etc.).

It seems a generation of people have half-learned bits of stats, glued them together, and created widespread 'statistical cargo-cultism'.

The lesson of stats isnt hypothesis testing, but how almost no hypotheses are testable -- and then what do you do

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