
The Seven Pillars of Statistical Wisdom

He computed exactly what the inclination of the chutes must be (he called it a coefficient of reversion) in order for intergenerational balance to be preserved,
Stephen M. Stigler • The Seven Pillars of Statistical Wisdom
The second pillar, Information Measurement, is logically related to the first: If we gain information by combining observations, how is the gain related to the number of observations?
Stephen M. Stigler • The Seven Pillars of Statistical Wisdom
In order to make the case for evolution by natural selection, it was essential to establish that there was sufficient within-species heritable variability:
Stephen M. Stigler • The Seven Pillars of Statistical Wisdom
statistical comparisons may be made strictly in terms of the interior variation in the data,
Stephen M. Stigler • The Seven Pillars of Statistical Wisdom
given a number of observations, you can actually gain information by throwing information away!
Stephen M. Stigler • The Seven Pillars of Statistical Wisdom
In the early eighteenth century it was discovered that in many situations the amount of information in a set of data was only proportional to the square root of the number n of observations, not the number n itself.
Stephen M. Stigler • The Seven Pillars of Statistical Wisdom
Granted that more evidence is better than less, but how much better? For a very long time, there was no clear answer.
Stephen M. Stigler • The Seven Pillars of Statistical Wisdom
statistical comparisons do not need to be made with respect to an exterior standard but can often be made in terms interior to the data themselves.
Stephen M. Stigler • The Seven Pillars of Statistical Wisdom
Clearly the calculation of a single probability is not the answer to all questions. A probability itself is a measure and needs a basis for comparison. And clearly some restriction on allowable hypotheses is needed, or else a self-fulfilling hypothesis such as “the data are preordained” would give probability one to any data set.