Introduction
- Statistics:
- is a strict mathematical discipline
- based on probability theory
- grounded on Kolmogorov axioms
- is applied almost everywhere
- is taught in many disciplines
- has a very bad public reputation
- Popular quotes:
- Mark Twain, attributing it to Disraeli:
- "There are three kinds of lies: lies, damn lies,
and statistics."
- Churchill:
- "Never trust any statistics that you didn’t forge
yourself."
- or as often quoted in German
- "Traue keiner Statistik, die du nicht selbst
gefälscht hast."
- Common problems:
- biased or wrong data
- wrong conclusions
- e.g. correlation ↔ causality
- wrong assumptions
- normally distributed data
- independent or even i.i.d. data
- Goal of this talk:
- present another often overlooked problem
- analyse its consequences using numerical experiments
- to get and validate/invalidate ideas
- to find relevant parameters
- show how to cope with the problem