October 2021
Intermediate to advanced
289 pages
8h 31m
Chinese
Content preview from 数据科学中的实用统计学(第2版)
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46
｜
第
2
章
如果确立了一个假设，并精心设计了一个实验去验证，就会对结论非常有信心。然而，事
情往往不是这样，人们通常只是简单地查看一下可用数据，就试图从中找出某种模式。但
是，这样找出的模式真正存在吗？还是只是
数据嗅探
的结果？数据嗅探指对数据进行集
中、彻底的搜索，直到找出某种感兴趣的内容。统计学家有句俗语：“如果你‘拷问’数
据的时间足够长，那它迟早会‘招供’。”
通过实验验证假设而得到的现象，与通过研读可用数据发现的现象是不同的，二者之间的
差异可以通过以下思维实验来解释。
假设某个人告诉你他在抛硬币时可以连续
10
次正面向上
，你表示怀疑，让他抛给你看
（相当于做一次实验），结果他抛了
10
次硬币
，每次都正面向上。显然，你只能认为这个
人有某种特异功能，因为抛
10
次硬币正面都向上的概率只有一千分之一。
再假设一个体育场的播音员让在场的
2
万名观众每人都抛
10
次硬币
，如果
10
次都是正面
向上，就告诉体育场的引座员。体育场中
有人
得到
10
次正面向上的结果的概率非常高
，会
超过
99%
，即
1
减去没有人
10
次正面向上的概率
。显然，在抛完硬币后再选出这个抛硬币
10
次正面向上的人（或者多个人）并不表示他有什么特异功能，他只是运气比较
好罢了。
因为对大型数据集进行反复检查是数据科学的核心价值主张，所以选择偏差是我们应该关
心的一个问题。对数据科学家来说，应该特别关注的一种选择偏差就是约翰
•
埃尔德（著
名数据挖掘咨询公司
Elder
Research
的创始人）所谓的
大规模搜索效应
。如果你在一个大
型数据集上反复运行不同的模型并提出不同的问题 ...
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I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.