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kjj9 1 point ago +1 / -0

William M. Briggs - Statistician to the Stars!

I read his blog extensively, starting (I think) around 2008. At this point, I have no idea when or why I stopped.

His blog convinced me to read Savage's The Foundations of Statistics, and also convinced me that it was all wrong. Well, not wrong, actually - Savage is maybe the only book on statistics that isn't wrong, mathematically. Spoiler alert: enough calculus to choke a camel.

But statistics, as generally practiced, is philosophically bankrupt - humorously illustrated by the Opening Act of this paper. (Not everyone enjoys math humor. If you do not, and you click the link anyway, don't complain to me.)

To make a very long story short - he thinks we should be focusing on uncertainty instead of probability. Probability and certainty look to be closely related, but for some reason, probability got infected with a mind-virus and now professional mentions of probability involve navel gazing (for amateur practitioners), cranio-rectal insertion (for the skilled) or climbing so high in there that they actually disappear (for the masters).

In more practical terms, probability cannot be a cause of anything. We speak in terms of probability when we don't know the cause. Physics took a similar trajectory from around 1890 through the 1960s (or so) where physics declared "why?" to be meaningless. The difference is that physics, uncoupled from the why questions, ushered in a great era of advancement where we learned to calculate what was going to happen with great precision, even if we didn't (don't) know what any of it means.

Not everyone agrees with Briggs. For the counterpoint, check this negative review of his book. https://www.amazon.com/dp/3319397559/ There are better criticisms out there, but this one is very accessible, even if it is light on details.