Yay, another maths lecture!

Click through to see the whole cartoon at XKCD. Really do it. It’s important. Especially if you want the rest of my burblings to make sense.

So. It’s partly funny because it satirises the sensationalism of tabloid news, and the urge to cram as much excitement into a headline as possible only to leave a sober assessment of actual facts to the blogosphere. But it actually addresses a much more common problem with our understanding of probability.

Most people who pay much attention to any kind of sciencey talk are probably familiar with the p-values referenced in the comic. When scientists are testing a hypothesis, they’ll often check whether the p-value (p for probability) of the results from their experiments is less than 5%. The smaller the p-value is, the less likely it is that their results are purely down to chance.

However, the p-value kinda means the exact reverse of what a lot of people assume it means.

When scientists talk about results being “significant at the 5% level”, say, it sounds like this means there’s a 95% chance of a real connection. In this cartoon’s case, it sounds like the scientists are 95% certain of a link between green jelly beans and acne.

Applicants for James Randi’s million dollar challenge are required to meet rather more stringent criteria, but it’s often expressed the same way. For instance, a dowser might have to psychically deduce which of several sealed containers is the one with water in, and repeat it a number of times, so that the p-value becomes very small. They want to be certain there’s really something going on, and it’s not just chance, before the money will be handed over.

But the intuitive idea of what the p-value means in these cases isn’t quite right.

Here’s what you actually need to do. Assume that there is *no* connection between the things being tested – jelly beans don’t affect acne, and all psychics are just guessing. Then, what are the odds of getting results *at least as persuasive* as the ones you saw, purely by chance?

That’s your p-value.

So, a p-value of 5% tells us something useful. It means that the results you’ve got are kinda iffy, given what you’d usually expect, if there’s no deeper underlying pattern there. You’d only expect to see results this skewed about 1 time in 20, if you’re relying on randomness. So maybe something’s up.

But if you do a whole bunch of tests, like the jelly bean scientists did, once in a while you *will* get some iffy results like that just by chance.

Now, clearly one thing this tells us is to be wary of data which has been cherry-picked, like the jelly bean journalists did. There were lots of negative results being ignored, and a single positive outcome highlighted. But the implications for how we assess probabilities more generally are, I think, more interesting.

In particular, it tells us that how likely something is doesn’t *just* depend on this one set of results. If a 5% p-value means “we’re 95% sure of this”, then this one study has entirely determined your estimate of the likelihood. It fails to take on board any information about how likely or unlikely something seemed before you started – and often this information is really important.

For instance, say you were studying differences between smokers and non-smokers, and the rate at which they get cancer. Any good analysis of data along these lines should easily pass a 5% significance test. It’s a highly plausible link, given what we already know, and 95% sounds like a significant *under*-estimate of the likelihood of a correlation between smoking and cancer.

But now imagine you’ve done a different test. This time, you just put a bunch of people into two groups, with no information about whether they smoke, or anything else about them, and flipped a coin to decide which group each person would go into. And imagine you get the same, seemingly convincing results as the smoking study.

Are you now 95% convinced that your coin-tossing is either diagnosing or causing cancer in people you’ve never met?

I hope you’re not. I hope you’d check your methodology, look for sources of bias or other things that might have crept in and somehow screwed up your data, and ultimately put it down to a bizarre fluke.

And it makes sense to do that, in this case, even despite the data. The idea that you could accurately sort people by cancer risk simply by flipping a coin is utterly ridiculous. We’d give it virtually zero probability to begin with. The results of your study would nudge that estimate up a *little*, but not much. Random fluke is still far more likely. If multiple sources kept repeating the experiment and getting the same persuasive results, over and over… then maybe, eventually, the odds would shift so far that your magic coin actually became believable. But they probably won’t.

And this idea of *shifting* the probability of something, rather than fixing it firmly based on a single outcome, is at the heart of Bayesian probability.

This is something the great Eliezer Yudkowsky is passionate about, and I’m totally with him. That link’s worth a read, though someday I’d like to try and write a similar, even more gently accessible explanation of these ideas for the mathematically un-inclined. He does a great job, but the arithmetic starts to get a bit overwhelming at times.

And if the thrill of counter-intuitive mathematics isn’t enough to convince you that this is fascinating and important stuff, read this. And then this.

Short version: a number of women have been convicted and jailed for murdering their children, then later released when somebody actually did some better statistics.

The expert witness for the prosecution in these trials estimated that the odds of two children in the same family both dying of cot death was 1 in 73,000,000. General population data puts the overall rate of cot deaths at around 1 in 8,500, so multiplying the 8,500s together gives the 1 in 73,000,000 figure for the chance of it happening twice. This was presented as the probability that the children could have died by accident, and thus it was assumed to be overwhelmingly likely that they were in fact deliberately killed.

But, as we learned with the cancer stuff earlier, we should consider these substantial odds *against* our prior assessment of how likely it is that these women would murder their children. This should start off minuscule, because very few women do murder their children. The fact that both their children died should make us *adjust* our likelihood estimate up a way – someone with two dead children is a more likely candidate for a child murderer than someone whose offspring are alive and well, after all – but it’s still far from conclusive.

Another way of expressing the central point of Bayesian probability is to consider the probability of A *given* B, for two events A and B. In this case, the odds of two children randomly picked from the population both dying of cot death may well be around 1 in 73,000,000 – but *given that* the children you’re considering both died in infancy, and were both siblings and so might have genetic or environmental factors in common, the cot death scenario becomes far more likely.

I wanted to expand on that last point some more, and touch on some other interesting things, but I’m hungry and you’re bored.

Ha. I said “briefly”. Classic.

## Leave a Reply