导论章:不完全知识的后果

J. Hessling
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引用次数: 0

摘要

数理统计长期以来在许多科学领域得到广泛应用[1]。然而,自从20世纪初R.A.费雪和他同时代的科学家的开创性工作[2]以来,统计方法一直保持着相当完整的状态。然而,最近有人声称,由于统计方法的错误,大多数科学结果都是错误的[3]。这种错误不是方法论不完善造成的,而是认识和解释不到位的结果。在本导论章中,我们讨论了另一种导致错误的原因——普遍存在的故意无知(WI)[4]。通常,它的目的是弥补知识的缺乏,并简化或仅仅使应用既定的统计方法成为可能。几乎所有的统计方法在某个阶段都需要完全的统计知识。但在实践中,这一点很难确定。例如,贝叶斯估计依赖于先验知识。任何相等的先验概率假设(“不知情的先验”)都很难掩盖一些不知道的事实,这可能是严重的欺骗。均匀分布是一个特定的假设。这种故意的无知绝不能与我们所认为的某种程度的自信相混淆。与其忽视未知事物的后果,不如去探索。这将需要对如何数学统计的实践新颖的观点,这是这本书的范围。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Introductory Chapter: Ramifications of Incomplete Knowledge
Mathematical statistics has long been widely practiced in many fields of science [1]. Nevertheless, statistical methods have remained remarkably intact ever since the pioneering work [2] of R.A. Fisher and his contemporary scientists early in the twentieth century. Recently however, it has been claimed that most scientific results are wrong [3], due to malpractice of statistical methods. Errors of that kind are not caused by imperfect methodology but rather, reflect lack of understanding and proper interpretation. In this introductory chapter, a different cause of errors is addressed—the ubiquitous practice of willful ignorance (WI) [4]. Usually it is applied with intent to remedy lack of knowledge and simplify or merely enable application of established statistical methods. Virtually all statistical approaches require complete statistical knowledge at some stage. In practice though, that can hardly ever be established. For instance, Bayes estimation relies upon prior knowledge. Any equal a priori probability assumption (“uninformed prior”) does hardly disguise some facts are not known, which may be grossly deceiving. Uniform distribution is a specific assumption like any other. Willful ignorance of that kind must not be confused with knowledge to which we associate some degree of confidence. It may be better to explore rather than ignore consequences of what is not known at all. That will require novel perspectives on how mathematical statistics is practiced, which is the scope of this book.
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