Week 1 Gamblers, God, Guinness and peas

A brief history of statistics

Description
In the first contribution to a series of articles on the history of probability and statistics in the journal Biometrika, Florence Nightingale David (1955) (no linear relationship with the famous social reformer) paraphrased a contemporary archaeologist who quipped that “a symptom of decadence in a civilization is when men become interested in their own history”, giving the interest in his own discipline as proof of the validity of his statement. David, however, thought that this does not stand true also for scientists’ and statisticians’ own emerging interest in their disciplines. He was right, in that the critical examination of the intellectual development of statistics and probability theory that followed has improved the discipline by excavating ideas that had been buried by mainstream statistics, but he was also mistaken, in that this activity threw light on the decadence of mainstream statistical practice. In this lecture we will look back on the development of some basic statistical concepts and learn about the ideas and preoccupations that influenced them over the centuries. The aim of this overview is to build up essential intuition about the concepts and methods that we will learn later. Brains-on activities will include casting astragali, fighting Laplace’s Demon, tasting tea, and comparing peas in a pod. By the end, we will gain a clearer understanding of the limits of statistical analysis and the dangers of not acknowledging those limits.
The IT lab will provide a very hands-on practical introduction to the statistical software that will be used in the module.

Readings

Textbook readings

  • ROS: Chapters 1 and 2
  • TSD: Chapters 1, 2 and 3 (“Foundations”)
  • R4DS: Chapters 1-10 (“Whole game”)

Intuition building

  • Jaynes, E. T. (2003). Probability theory: The logic of science. Cambridge University Press (available via the NU library)
    • Preface: pp. xix-xxvii
    • Chapter 16 (“Orthodox methods: historical background”): pp. 490-506
  • McElreath, R. (2020). Statistical rethinking: A Bayesian course with examples in R and Stan (2nd ed.). Taylor and Francis, CRC Press (available online)
    • Chapter 1: pp. 1-18

References

David, F. N. 1955. “Studies in the History of Probability and Statistics i. Dicing and Gaming (a Note on the History of Probability).” Biometrika 42 (1/2): 1–15. https://doi.org/10.2307/2333419.
El-Shagi, Makram, and Alexander Jung. 2015. “Have Minutes Helped Markets to Predict the MPC’s Monetary Policy Decisions?” European Journal of Political Economy 39 (September): 222–34. https://doi.org/10.1016/j.ejpoleco.2015.05.004.
Gelman, Andrew, Jennifer Hill, and Aki Vehtari. 2020. Regression and other stories. Cambridge: Cambridge University Press. https://doi.org/10.1017/9781139161879.
Lord, R. D. 1958. “Studies in the History of Probability and Statistics.: VIII. De Morgan and the Statistical Study of Literary Style.” Biometrika 45 (1/2): 282–82. https://doi.org/10.2307/2333072.
McElreath, Richard. 2020. Statistical Rethinking: A Bayesian Course with Examples in R and Stan. Second. CRC Texts in Statistical Science. Boca Raton: Taylor and Francis, CRC Press.
Mulvin, Dylan. 2021. Proxies: The Cultural Work of Standing in. Infrastructures Series. Cambridge, Massachusetts: The MIT Press.
Senn, Stephen. 2003. “A Conversation with John Nelder.” Statistical Science 18 (1): 118–31. https://doi.org/10.1214/ss/1056397489.