I once had a guy walk out on me at a scientific conference, full of my peers. He and I were disagreeing about the nature of probability. The exact words have escaped my memory, but the sting that set him flying was, “Nah, you’re wrong.” After my enemy fled, an older, stouter in mind, and braver, gentleman also disagreed with me. He insisted probability only applied to mathematical entities of what are known as the frequentist kind. I asked What about counterfactuals? What of one-offs? He said these are not probability. What are they then, since they are uncertain? Answer came there none.
A significant part of my work is probability modeling, but I have been doing it too long to believe that the model will predict any sort of reality. Why do I continue doing it? Because it seems to make clients happy and they pay me a lot of money to do it — even after I explain that it’s like the end results will look nothing like the model.
The engineer within me asks: "What is the probability.. probability will be useful in practice?"
And the answer is: "It can be useful in keeping accountants in check when you wish to overbuild against an eventuality and they oppose it; Or when you simply wish to build well against all odds... "
More evidence that man's favorite pastime is trying to predict the future through all means; I think God must find it enormously entertaining. Probability is an example of extreme mental vanity and pride.
Over six decades ago, during my first introduction to probability theory, I asked a high school teacher, "What about all of the assumptions you had to make before you started?"
He answered with his usual - "not relevant to this exercise".
Apparently not much has changed since the early sixties.
Nothing has a probability, for those who say probability is uncertainty.
So, I don't have a probabilty of having cancer.
I used to be worried because I took SSRI's drugs for many years. As most people know or have been told, these drugs are supposed to increase the quantity of one chemical between the synapses, and there are many synapses everywhere. The drug also affects the intestines. I thought, "maybe I develop a cancer in the brain near the skull or in the brain near the abdomen because of those stupid poisons I took." That worried me a little, but I'm not superstitious: it brings bad luck.
I am very cynical about politics. I think (too reductionistically, I'm afraid) that politics is all about price control to optimize profits for each oligarchy. Pharma (big and small) is one huge special interest of politics, as everyone knows.
So, the cynicism industry has interest in convincing everyone that frequentist probability is all there is. This determines my life as a consumer-slave. I will get cancer, and I must be scared, otherwise profits will dwindle. Or that is what they want me to live by.
The best way to predict something is to cause it yourself, I've been told.
I wonder if by the simple task of cultivating skepticism I will get better odds at not living in panic and not developing cancer.
What are the odds of slashing cancer diagnoses rates by 95% if half the population stopped watching the News and started learning about statistics and probability?
OK I have read it. Makes sense to me. Maybe I should read your book Uncertainty. I have read and re-read the book Against the Gods a few times, I really like it. I have been getting more into probability as I get older, with some recent practical work I have done in pseudo random number generators and Poisson distributions for measuring radioactive decay. Years ago I seriously resented being forced to take part in brainless Six Sigma training at my then employer, although in hindsight a learned a few things despite it all. I have spent a lot time in my career in engineering R&D managing and mitigating technical risks via waterfall charts and risk matrices - development testing. As I now work in energy policy, I increasingly try to emphasize to my colleagues that when proposing drastic changes to energy systems, the question isn't whether it will or wont work, but what is the probability it will work, and work reliability. I increasingly view the world overall as a sea of uncertainty and probability in which I have to navigate and counsel others how to navigate. So I like reading your stuff.
The penny began to drop for me years ago when I tried to grasp the mystery of “probability”. I realized that every event was unique and its probability, in retrospect was always 1 (it’s not an event if it didn’t happen).
You can aggregate events by losing information — the information that distinguishes individual events. So you make real events into abstract, unreal, events and sometimes you can make statements about these abstract, unreal events that can help you formulate predictions about the concrete events your abstraction (model), in your mind, represents, provided your abstraction didn’t lose too much information.
<--nit picker (and one who also used to be a big fan of p-values)
Briggs, I like to nag you because I admire your love of ideas and your high-level of critical thinking. That being said, "what say you" to this proposition:
"There is an existing probability of distilled water boiling when brought to 100 degrees Celsius while at the atmospheric pressure associated with being at sea level. There is a second probability -- also one which "exists" -- of that same water boiling at 50 degrees Celsius at that same atmospheric pressure."
Did I just lie, or did I just tell the truth?
Does water really have this "natural propensity to boil under heat" that I claim that it does?
"the reason we cannot use relative frequency is there is no fixed information or set that can be used to make a ratio for either proposition. Of what divided by what should the probabilities be calculated? "
The whole post is fantastic but I want to draw special attention to these lines.
In a philosophy of science seminar years ago, some eager grad student was going on about the fantastically low probability of our universe existing at all, with the apparently fine-tuned laws that it has, compared to "all the other possibilities".
Being confused, since I only know of the one universe that we actually live in, I asked him something like, "probability compared to what?" All the "possible worlds" nonsense is sketchy modal logic plus even sketchier physics. He didn't like my question.
"H: Probability is not real. It follows that probability is not ontic. It doesn’t exist separate from the mind that entertains it. It is not a physical thing, like say electric charge is. It is purely a measure of information"
Especially the comparison to electric charge. Probability is more fundamental than electric charge, our best understanding of electric charge is due to probability. Charge is a quantum-mechanical property.
Its also in the fabric of reality -- a fundamental result of quantum mechanics is that velocity and position are probability distributions (and which cannot be chosen independently).
A significant part of my work is probability modeling, but I have been doing it too long to believe that the model will predict any sort of reality. Why do I continue doing it? Because it seems to make clients happy and they pay me a lot of money to do it — even after I explain that it’s like the end results will look nothing like the model.
The engineer within me asks: "What is the probability.. probability will be useful in practice?"
And the answer is: "It can be useful in keeping accountants in check when you wish to overbuild against an eventuality and they oppose it; Or when you simply wish to build well against all odds... "
Ah, it's ugly, but I like it.
More evidence that man's favorite pastime is trying to predict the future through all means; I think God must find it enormously entertaining. Probability is an example of extreme mental vanity and pride.
Over six decades ago, during my first introduction to probability theory, I asked a high school teacher, "What about all of the assumptions you had to make before you started?"
He answered with his usual - "not relevant to this exercise".
Apparently not much has changed since the early sixties.
Nothing has a probability, for those who say probability is uncertainty.
So, I don't have a probabilty of having cancer.
I used to be worried because I took SSRI's drugs for many years. As most people know or have been told, these drugs are supposed to increase the quantity of one chemical between the synapses, and there are many synapses everywhere. The drug also affects the intestines. I thought, "maybe I develop a cancer in the brain near the skull or in the brain near the abdomen because of those stupid poisons I took." That worried me a little, but I'm not superstitious: it brings bad luck.
I am very cynical about politics. I think (too reductionistically, I'm afraid) that politics is all about price control to optimize profits for each oligarchy. Pharma (big and small) is one huge special interest of politics, as everyone knows.
So, the cynicism industry has interest in convincing everyone that frequentist probability is all there is. This determines my life as a consumer-slave. I will get cancer, and I must be scared, otherwise profits will dwindle. Or that is what they want me to live by.
The best way to predict something is to cause it yourself, I've been told.
I wonder if by the simple task of cultivating skepticism I will get better odds at not living in panic and not developing cancer.
What are the odds of slashing cancer diagnoses rates by 95% if half the population stopped watching the News and started learning about statistics and probability?
I am going to study this in detail when I have time this week.
This should be fun, Matt. Looking forward to it.
I'm going to try to keep up while I litigate.
OK I have read it. Makes sense to me. Maybe I should read your book Uncertainty. I have read and re-read the book Against the Gods a few times, I really like it. I have been getting more into probability as I get older, with some recent practical work I have done in pseudo random number generators and Poisson distributions for measuring radioactive decay. Years ago I seriously resented being forced to take part in brainless Six Sigma training at my then employer, although in hindsight a learned a few things despite it all. I have spent a lot time in my career in engineering R&D managing and mitigating technical risks via waterfall charts and risk matrices - development testing. As I now work in energy policy, I increasingly try to emphasize to my colleagues that when proposing drastic changes to energy systems, the question isn't whether it will or wont work, but what is the probability it will work, and work reliability. I increasingly view the world overall as a sea of uncertainty and probability in which I have to navigate and counsel others how to navigate. So I like reading your stuff.
Wonderful William! Loved every word of it. Yes, please do a class.
Say, what kind of math was that kid looking at? Is he an alien?
Very nice work!
The penny began to drop for me years ago when I tried to grasp the mystery of “probability”. I realized that every event was unique and its probability, in retrospect was always 1 (it’s not an event if it didn’t happen).
You can aggregate events by losing information — the information that distinguishes individual events. So you make real events into abstract, unreal, events and sometimes you can make statements about these abstract, unreal events that can help you formulate predictions about the concrete events your abstraction (model), in your mind, represents, provided your abstraction didn’t lose too much information.
Anyway, that’s how this layman interprets it.
<--nit picker (and one who also used to be a big fan of p-values)
Briggs, I like to nag you because I admire your love of ideas and your high-level of critical thinking. That being said, "what say you" to this proposition:
"There is an existing probability of distilled water boiling when brought to 100 degrees Celsius while at the atmospheric pressure associated with being at sea level. There is a second probability -- also one which "exists" -- of that same water boiling at 50 degrees Celsius at that same atmospheric pressure."
Did I just lie, or did I just tell the truth?
Does water really have this "natural propensity to boil under heat" that I claim that it does?
"the reason we cannot use relative frequency is there is no fixed information or set that can be used to make a ratio for either proposition. Of what divided by what should the probabilities be calculated? "
The whole post is fantastic but I want to draw special attention to these lines.
In a philosophy of science seminar years ago, some eager grad student was going on about the fantastically low probability of our universe existing at all, with the apparently fine-tuned laws that it has, compared to "all the other possibilities".
Being confused, since I only know of the one universe that we actually live in, I asked him something like, "probability compared to what?" All the "possible worlds" nonsense is sketchy modal logic plus even sketchier physics. He didn't like my question.
Followed the link from https://arnoldkling.substack.com/p/probability-and-subjective-certainty
And was curious about:
"H: Probability is not real. It follows that probability is not ontic. It doesn’t exist separate from the mind that entertains it. It is not a physical thing, like say electric charge is. It is purely a measure of information"
Especially the comparison to electric charge. Probability is more fundamental than electric charge, our best understanding of electric charge is due to probability. Charge is a quantum-mechanical property.
Its also in the fabric of reality -- a fundamental result of quantum mechanics is that velocity and position are probability distributions (and which cannot be chosen independently).
No probabilities?!
OK.
I put down a dollar on Trump.
What payoff do you want, to play?
Mostly no, probability exists as a thought. As a quantifiable measure of all your information.
The coin flip video is great, and shows a coin flipper with some high probability of flipping a coin to be heads. But is it 80%, 90%, 95,99,99.9%?
Would you really bet on a head at 9:1 odds, or 99:1 odds for $1000 (99,000 if not H).
All decisions are made with uncertainty, described as probabilities, analogously as frequency measures but different.
(Cc comment from coin flip machine.)
The engineering dictum 'all models are wrong, but some are useful in certain circumstances' applies to probability.