A wonderful interview with Brad Efron (Stanford statistics professor) should be read in full at Significance magazine. The following quotes caught my attention.
First, he addresses the impact of "big data" on the scientific method:
scientists have misled themselves into thinking hat if you collect enormous amounts of data you are bound to get the right answer. You are not bound to get the right answer unless you are enormously smart.
they'll [cosmologists] will argue not about nature but about what they saw in the simulation.
Here, he explains what is a "second-level science":
the history of science is that we solve the easy problems first, the ones that were very hard-edged and that didn't need any statistics or probability, and one by one those fields were conquered and now they are leaning down on us [statisticians]. Very much more complicated things are being studied, including things that aren't in nature. So there is a science in nature and science beyond nature, and I think we are into the second.
And he thinks we're all cynics:
Statisicians are cynics, because you realise how much of the stuff that you are told is true in the world is actually just that month's accident that worked out, or that month's disaster that happened.
Alas, the content at that site is restricted to subscribers.
Posted by: Evelyn | 12/17/2010 at 10:10 AM
Evelyn: Didn't realize it's behind a paywall. Significance, used to be published by RSS but now jointly published by ASA and RSS, is a great magazine that discusses actual applications of statistics in a bewildering range of areas. I highly recommend getting a subscription if it's not too expensive.
Posted by: Kaiser | 12/18/2010 at 12:28 AM
Another quote is "A Bayesian prior is an assumption of an infinite amount of past relevant experience. But you cannot forget that you have just made up a whole bunch of data."
I joined the ASA to get print copies of the American Statistician but also get Significance and Amstat news. I'm very impressed with Significance. I can't see myself ordering print copies of JASA.
Posted by: Ken | 12/18/2010 at 12:37 AM
What's really odd is that even if your institution has access to Significance, that link likely doesn't work. I'm at Stanford and we have access, but I had to find it through Wiley.
Efron has the article on his list of interviews: http://stat.stanford.edu/~ckirby/brad/other/
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"I spent the next dozen years and dozen papers sorting out bootstraps. Like many things, the first effort is the successful one, everything else is cleaning up afterwards."
Posted by: Dean Eckles | 12/18/2010 at 03:20 PM
For more of Efron's wisdom on statistics I recommend his AmStat News columns during 2004 when he was ASA President.
Posted by: Rob Easterling | 12/18/2010 at 04:02 PM