[YouTube] P-Value Hacking

We saw that 1) many metrics are stochastic, 2) what is stochastic can be hacked. This is the simplification of my work showing that “p-values are not p-values”, i.e. highly sample dependent, with a skewed distribution. For instance, for a “true” P value of .11, 53% of observations will show less than .05. This allows for hacking: in a few trials, a researcher can get a fake p-value of .01.

Paper is here and in Chapter 19 of SCOFT (Statistical Conseq of Fat Tails): Link to paper – A Short Note on P-Value Hacking

[Medium] Foreword to Mark Spitznagel’s book Safe Haven

Santa Marina — Karl Popper — Herman Hesse’s Sidharta — Mutua Muli — Porsche’s no substitute

Santa Marina

In my ancestral village in the Northern Levant, on top of a hill, stands a church dedicated to Santa Marina. Marina is a local saint, though, characteristically, some other traditions claim her –such as Bithynia or other Anatolian provinces of the Eastern Roman Empire.

Read the complete foreword on Medium.

Get the book on Amazon.

[YouTube] Breaking down Intuitively the Concept of Standard Deviation

SIMPLIFIED TUTORIAL, 1 (in the series where we break down concepts intuitively):
Before we talk about correlation, let’s discuss standard deviation, its analog in dimension 1. People don’t get while using it as a metric for deviation!

See the whole book (gets technical beyond Chapter 5)

Link to the Book: Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications