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"Against All Odds" by: David Pacchioli (Research/Penn State,
Vol. 16, no. 2 (June, 1995))
My friend George gives me a headache.
One Friday evening last fall we were standing in the
bleachers at Jeffrey Field, watching a soccer game. The night air
was pleasantly sharp, and the ring of bright lights cut a lush
green oval from the surrounding darkness. You could smell the
grass, hear the thump of boot against ball. It was mid-way
through the first half, and we had just happened to meet Keith
Ord, a professor of statistics at Penn State, who was standing in
the next row, also enjoying the game.
Then George had to pose one of his questions.
"Dr. Ord?" he said, out of the blue. "In a low-scoring game
like soccer, where there is a relatively high probability of a
fluke outcome, it would be better to play a series of games
against the same team, right? You'd get a better idea of which is
the better team that way, right?
"Okay, but my question is, would a series of soccer games
give you a better sample than a single game of football, where
the probability of scoring is higher?"
George asks stuff like that. Not to show off, or even with a
healthy gambler's interest. He was just wondering.
To Ord's credit, he gave George a funny look. (It was a
Friday night.) But aloud he answered that actually George had hit
on something. As it turned out, he explained, George's question
reflected a basic point of issue among statisticians, one that
had divided their ranks for centuries. It all had to do with
there being two schools of thought on this business of
probability.
That was when I moved over to the other side of the
bleachers.
Too late: For the rest of the game I battled flights of
mathematical fancy. Instead of watching the field, I found myself
recalling youthful hours spent in idle calculation: the dice-baseball game I invented to pass the time on long car trips; the
daily scouring of the racing charts in the old Philadelphia
Bulletin. My most powerful lesson in probability had been
brutally simple: the penny-flipping experiment in ninth-grade
chemistry. I flipped and flipped, dutifully recording heads and
tails in my lab notebook to the piercing strains of a Tom Lehrer
record. (Lehrer was my chemistry teacher's idol, but that's
another story.) It was like communing with some sacred law: The
longer I flipped, the closer I got to the truth.
I continued to brood about probabilities over the next
several days. The more I did so, the more they seemed to pop up.
("What are the chances . . . ?" "He's playing the percentages."
"Defying all odds, . . .") And the more they showed themselves,
the more I wondered, just what is a probability anyway?
"The probable is what usually happens," said Aristotle.
Succinct. Here's another one, from a book called News & Numbers:
"A probability is a calculation of what may be expected, based on
what has happened in the past under similar circumstances." So.
But what about the two schools? Still curious, I went and
bothered Ord during his office hours. The two schools, he was
happy to answer, were the frequentist (or objective) and the
Bayesian (or subjective).
A frequentist, he explained, is what I had been in ninth-grade chemistry. A frequentist arrives at a probability by dogged
repetition. The probability of heads coming up in a coin toss is
the number of heads that do come up divided by the total number
of tosses, given a sufficiently large number of tosses.
That law I had felt myself bumping into long ago was the
"weak law of large numbers," the frequentist cornerstone which
says that given enough tries we get to the true probability. It
lies out there, somewhere, waiting for us to sweep away the
variability that obscures it.
Bayesian theory describes a very different sort of world.
Here there is no "truth." Probability is a measure of belief, and
for a given situation each person has his or her own. Thus two
weather forecasters looking at today's conditions can offer
different probabilities of rain for tomorrow, and officemates are
willing to bet on the outcome of a football game. Their
probabilities may converge as more data rolls in, but that's
because their beliefs will have changed. "An argument advanced by
the more adventurous Bayesians," said Ord, "is that this is how
we go through life -- with a built-in calculator continuously
updating our beliefs."
The two approaches persist for the good reason that neither
is completely satisfactory. The frequentist approach depends on
the notion that the same experiment can be repeated, under
identical conditions, a very large number of times. In practice,
true repeatability is a tricky thing to achieve. Conditions
change. On the other hand, the subjective approach is, well,
subjective. It doesn't seem right that there wouldn't be at least
a degree of certainty -- a pattern, say -- to the outcomes of a
million or so throws of the dice.
In the case of George's original question, however, it's the
subjective Bayesian approach that seems clearly superior.
First, since a soccer game falls into the realm of non-repeatable events, there's a question as to whether objective
probability even applies.
If, however, you could assume repeatability, a frequentist
would have to factor the advantage of playing multiple games
against the different probabilities of scoring in soccer and in
football. This in itself sounds like a complicated problem.
"There's probably a higher proportion of fluke scoring in soccer
and a smaller number of actual scores," said Ord, going along.
"You'd have to account for both effects."
A Bayesian, on the other hand, confronted with a pesky
probabilities question on a lovely fall evening, could, it seems
to me, simply smile and say:
"I dunno, George. What do you think?"
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