B. Symbolic Systems
B.2 Probability, Statistics, and Causal Inference
Course description
Statistics is the working epistemology of modern empirical science: it is how a claim gets to count as evidence rather than anecdote, and it continues the story A.3 started about what counts as a scientific method. The past fifteen years have also supplied the largest natural experiment in that epistemology's failure modes.
Start with probability itself (80 h): Blitzstein and Hwang's free Introduction to Probability , paired with the Harvard Stat 110 lectures, covers random variables, distributions, the law of large numbers, and the Central Limit Theorem. One piece of history: the Guinness brewer William Sealy Gosset developed what is now called the t-test to handle small samples in the brewery's own quality data, publishing it under the pseudonym "Student" in 1908 because his employer barred staff from publishing under their own names. Then move to statistics proper (60 h): OpenIntro Statistics , free, or Freedman, Pisani, and Purves's Statistics for the more intuitive treatment, covering sampling, estimation, confidence intervals, hypothesis testing, and regression, with a short look at the Bayesian alternative to the whole frequentist framework. Causal inference (40 h) comes next: Pearl and Mackenzie's The Book of Why for the concepts, then Hernán and Robins's free Causal Inference: What If or Cunningham's free Causal Inference: The Mixtape for the methods: confounding, directed acyclic graphs, randomization, natural experiments. John Snow's 1855 study of London cholera deaths across two water companies' customers is the historical anchor here, a natural experiment nobody designed.
The last 20 hours take on the replication crisis directly, as a case study in how the machinery above can fail even when everyone involved believes they are doing honest science. Ioannidis's 2005 paper laid out the argument in general terms ; Simmons, Nelson, and Simonsohn's 2011 "False-Positive Psychology" showed the mechanism, researcher degrees of freedom exercised in good faith ; the Open Science Collaboration's 2015 attempt to replicate one hundred psychology findings found that somewhere between a third and just under half held up, depending on which criterion you use . Ritchie's Science Fictions is the book-length version of the whole story. The fixes under way are preregistration, larger samples, and open data.
Cross-links: D.1 applies this directly to psychology's classic findings, E.2 to behavioral economics, and A.3 supplies the philosophical background this subsection assumes.
Checkpoints
Each checkpoint is tagged with the stage of the cycle it tests.| Stage | Checkpoint | Attempts |
|---|---|---|
naive realism | Before learning Bayes' theorem, estimate the probability that someone who tests positive for a condition with 1% prevalence actually has it, given a test with 90% sensitivity and a 9% false-positive rate, and write your guess down. | Post the first attempt |
formalism | Derive Bayes' theorem, compute the correct answer (about 9%), and work the Stat 110 problem sets against the published solutions. | Post the first attempt |
skepticism | In Python, simulate a dataset with no real effect, run four "reasonable" analyses on it, and report the false-positive rate you get, reproducing what Simmons and colleagues demonstrated. | Post the first attempt |
abstraction | Take a health claim from the news, draw its causal diagram, identify the likely confounders, and say what data would settle the question. | Post the first attempt |
formalism | Reconstruct Snow's comparison of the two water companies from his published tables and compute the death rates per 10,000 houses yourself. | Post the first attempt |
intuition | Given a paper's sample size, effect size, and p-value, decide whether you would bet on it replicating, and be able to say why. | Post the first attempt |
Discussion
Proposed edits
Found an error, a missing idea, or a better source? Propose a change. A moderator reviews each proposal.Sources
- Blitzstein, Joseph K. & Hwang, Jessica. Introduction to Probability, 2nd ed. (CRC Press, 2019), free online; Harvard Stat 110 lectures.
- Student William Sealy Gosset. "The Probable Error of a Mean." Biometrika 6(1), 1–25 (1908).
- Diez, D., Çetinkaya-Rundel, M. & Barr, C. OpenIntro Statistics (free).
- Pearl, Judea & Mackenzie, Dana. The Book of Why: The New Science of Cause and Effect (Basic Books, 2018).
- Hernán, Miguel A. & Robins, James M. Causal Inference: What If (Chapman & Hall/CRC, 2020; free online).
- Cunningham, Scott. Causal Inference: The Mixtape (Yale University Press, 2021; free online).
- Snow, John. On the Mode of Communication of Cholera, 2nd ed. (1855).
- Ioannidis, John P. A. "Why Most Published Research Findings Are False." PLoS Medicine 2(8): e124 (2005).
- Simmons, J. P., Nelson, L. D. & Simonsohn, U. "False-Positive Psychology." Psychological Science 22(11), 1359–1366 (2011).
- Open Science Collaboration. "Estimating the reproducibility of psychological science." Science 349(6251), aac4716 (2015).
- Ritchie, Stuart. Science Fictions: How Fraud, Bias, Negligence, and Hype Undermine the Search for Truth (Metropolitan Books, 2020).