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<li><a href="#the-problem-of-uncertainty-about-the-dispersion" id="toc-the-problem-of-uncertainty-about-the-dispersion" class="nav-link active" data-scroll-target="#the-problem-of-uncertainty-about-the-dispersion"><span class="header-section-number">28.1</span> The problem of uncertainty about the dispersion</a></li>
<li><a href="#notes-on-the-use-of-confidence-intervals" id="toc-notes-on-the-use-of-confidence-intervals" class="nav-link" data-scroll-target="#notes-on-the-use-of-confidence-intervals"><span class="header-section-number">28.2</span> Notes on the use of confidence intervals</a></li>
<li><a href="#overall-summary-and-conclusions-about-confidence-intervals" id="toc-overall-summary-and-conclusions-about-confidence-intervals" class="nav-link" data-scroll-target="#overall-summary-and-conclusions-about-confidence-intervals"><span class="header-section-number">28.3</span> Overall summary and conclusions about confidence intervals</a></li>
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<h1 class="title"><span id="sec-reliability-average" class="quarto-section-identifier"><span class="chapter-number">28</span> <span class="chapter-title">Some Last Words About the Reliability of Sample Averages</span></span></h1>
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<section id="the-problem-of-uncertainty-about-the-dispersion" class="level2" data-number="28.1">
<h2 data-number="28.1" class="anchored" data-anchor-id="the-problem-of-uncertainty-about-the-dispersion"><span class="header-section-number">28.1</span> The problem of uncertainty about the dispersion</h2>
<p>The inescapable difficulty of estimating the amount of dispersion in the population has greatly exercised statisticians over the years. Hence I must try to clarify the matter. Yet in practice this issue turns out not to be the likely source of much error even if one is somewhat wrong about the extent of dispersion, and therefore we should not let it be a stumbling block in the way of our producing estimates of the accuracy of samples in estimating population parameters.</p>
<p>Student’s <em>t</em> test was designed to get around the problem of the lack of knowledge of the population dispersion. But Wallis and Roberts wrote about the <em>t</em> test: “[F]ar-reaching as have been the consequences of the <em>t</em> distribution for technical statistics, in elementary applications it does not differ enough from the normal distribution…to justify giving beginners this added complexity.” [wallis1956statistics], p. x) “Although Student’s <em>t</em> and the <em>F</em> ratio are explained…the student…is advised not ordinarily to use them himself but to use the shortcut methods… These, being non-parametric and involving simpler computations, are more nearly foolproof in the hands of the beginner — and, ordinarily, only a little less powerful.” (p. xi)<a href="#fn1" class="footnote-ref" id="fnref1" role="doc-noteref"><sup>1</sup></a></p>
<p>If we knew the <em>population</em> parameter — the proportion, in the case we will discuss — we could easily determine how inaccurate the <em>sample</em> proportion is likely to be. If, for example, we wanted to know about the likely inaccuracy of the proportion of a sample of 100 voters drawn from a population of a million that is 60% Democratic, we could simply simulate drawing (say) 200 samples of 100 voters from such a universe, and examine the average inaccuracy of the 200 sample proportions.</p>
<p>But in fact we do <em>not</em> know the characteristics of the actual universe. Rather, the nature of the actual universe is what we seek to learn about. Of course, if the amount of variation among samples were <em>the same no matter what</em> the Republican-Democrat proportions in the universe, the issue would still be simple, because we could then estimate the average inaccuracy of the sample proportion for any universe and then assume that it would hold for our universe. But it is reasonable to suppose that the amount of variation among samples will be different for different Democrat-Republican proportions in the universe.</p>
<p>Let us first see why the amount of variation among samples drawn from a given universe is different with different relative proportions of the events in the universe. Consider a universe of 999,999 Democrats and one Republican. Most samples of 100 taken from this universe will contain 100 Democrats. A few (and only a very, very few) samples will contain 99 Democrats and one Republican. So the <em>biggest</em> possible difference between the sample proportion and the population proportion (99.9999%) is <em>less than one percent</em> (for the very few samples of 99% Democrats). And most of the time the difference will only be the tiny difference between a sample of 100 Democrats (sample proportion = 100%), and the population proportion of 99.9999%.</p>
<p>Compare the above to the possible difference between a sample of 100 from a universe of half a million Republicans and half a million Democrats. At worst a sample <em>could</em> be off by as much as 50% (if it got zero Republicans or zero Democrats), and at best it is unlikely to get exactly 50 of each. So it will almost always be off by 1% or more.</p>
<p>It seems, therefore, intuitively reasonable (and in fact it is true) that the likely difference between a sample proportion and the population proportion is greatest with a 50%-50% universe, least with a 0%-100% universe, and somewhere in between for probabilities, in the fashion of <a href="#fig-pop_prop_disp" class="quarto-xref">Figure <span>28.1</span></a>.</p>
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Figure 28.1: Relationship Between the Population Proportion and the Likely Error In a Sample
</figcaption>
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<p>Perhaps it will help to clarify the issue of estimating dispersion if we consider this: If we compare estimates for a second sample based on a) the <em>population</em>, versus b) the <em>first sample</em>, the former will be more accurate than the latter, because of the sampling variation in the first sample that affects the latter estimate. But we cannot estimate that sampling variation without knowing more about the population.</p>
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<section id="notes-on-the-use-of-confidence-intervals" class="level2" data-number="28.2">
<h2 data-number="28.2" class="anchored" data-anchor-id="notes-on-the-use-of-confidence-intervals"><span class="header-section-number">28.2</span> Notes on the use of confidence intervals</h2>
<ol type="1">
<li>Confidence intervals are used more frequently in the physical sciences — indeed, the concept was developed for use in astronomy — than in bio-statistics and in the social sciences; in these latter fields, measurement is less often the main problem and the distinction between hypotheses often is difficult.</li>
<li>Some statisticians suggest that one can do hypothesis tests with the confidence-interval concept. But that seems to me equivalent to suggesting that one can get from New York to Chicago by flying first to Los Angeles. Additionally, the logic of hypothesis tests is much clearer than the logic of confidence intervals, and it corresponds to our intuitions so much more easily.</li>
<li>Discussions of confidence intervals sometimes assert that one cannot make a probability statement about where the population mean may be, yet can make statements about the probability that a particular set of samples may bound that mean.</li>
</ol>
<p>If we agree that our interest is upcoming events and probably decision-making, then we obviously are interested in putting betting odds on the location of the population mean (and subsequent samples). And a statement about process will not help us with that, but only a probability statement.</p>
<p>Moving progressively farther away from the sample mean, we can find a universe that has only some (any) specified small probability of producing a sample like the one observed. One can say that this point represents a “limit” or “boundary” between which and the sample mean may be called a confidence interval, I suppose.</p>
<p>This issue is discussed in more detail in Simon <span class="citation" data-cites="simon1998philosophy">(<a href="references.html#ref-simon1998philosophy" role="doc-biblioref">1998</a>, published online)</span>.</p>
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<section id="overall-summary-and-conclusions-about-confidence-intervals" class="level2" data-number="28.3">
<h2 data-number="28.3" class="anchored" data-anchor-id="overall-summary-and-conclusions-about-confidence-intervals"><span class="header-section-number">28.3</span> Overall summary and conclusions about confidence intervals</h2>
<p>The first task in statistics is to measure how much — to make a quantitative estimate of the universe from which a given sample has been drawn, including especially the average and the dispersion; the theory of point estimation is discussed in <a href="point_estimation.html" class="quarto-xref"><span>Chapter 19</span></a>.</p>
<p>The next task is to make inferences about the meaning of the estimates. A hypothesis test helps us decide whether two or more universes are the same or different from each other. In contrast, the confidence interval concept helps us decide on the reliability of an estimate.</p>
<p>Confidence intervals and hypothesis tests are not entirely disjoint. In fact, hypothesis testing of a single sample against a benchmark value is, under all interpretations, I think, operationally identical with constructing a confidence interval and checking whether it includes that benchmark value. But the underlying reasoning is different because the questions which they are designed to answer are different.</p>
<p>Having now worked through the entire procedure of producing a confidence interval, it should be glaringly obvious why statistics is such a difficult subject. The procedure is very long, and involves a very large number of logical steps. Such a long logical train is very hard to control intellectually, and very hard to follow with one’s intuition. The actual computation of the probabilities is the very least of it, almost a trivial exercise.</p>
<div id="refs" class="references csl-bib-body hanging-indent" data-entry-spacing="0" role="list" style="display: none">
<div id="ref-simon1998philosophy" class="csl-entry" role="listitem">
Simon, Julian Lincoln. 1998. <span>“The Philosophy and Practice of Resampling Statistics.”</span> 1998. <a href="http://www.juliansimon.org/writings/Resampling_Philosophy">http://www.juliansimon.org/writings/Resampling_Philosophy</a>.
</div>
<div id="ref-wallis1956statistics" class="csl-entry" role="listitem">
Wallis, Wilson Allen, and Harry V Roberts. 1956. <em>Statistics, a New Approach.</em> New York: The Free Press.
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<section id="footnotes" class="footnotes footnotes-end-of-document" role="doc-endnotes">
<hr>
<ol>
<li id="fn1"><p>They go on to say, “Techniques and details, beyond a comparatively small range of fairly basic methods, are likely to do more harm than good in the hands of beginners…The great ideas…are lost… nonparametric [methods] … involving simpler computations are more nearly foolproof in the hands of the beginner …” <span class="citation" data-cites="wallis1956statistics">(<a href="references.html#ref-wallis1956statistics" role="doc-biblioref">Wallis and Roberts 1956</a>, viii, xi)</span> Their stance is very much in contrast to that of Fisher, who wrote somewhere about the <em>t</em> test as a “revolution.”<a href="#fnref1" class="footnote-back" role="doc-backlink">↩︎</a></p></li>
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