Monday, 28 March 2016

Fun with stats: How big of a sample size do I need? - Julia Evans

Fun with stats: How big of a sample size do I need? - Julia Evans:



"So what we've learned already, without even doing any statistics, is that if you're doing an experiment with two possible outcomes, and you're doing 10 trials, that's terrible. If you do 10,000 trials, that's pretty good, and if you see a big difference, like 80% / 20%, you can almost certainly rely on it. But if you're trying to detect a small difference like 50.3% / 49.7%, that's not a big enough difference to detect with only 10,000 trials. 


So far this has all been totally handwavy. There are a couple of ways to formalize our claims about sample size. One really common way is by doing hypothesis testing. So let's do that! 


Let's imagine that our experiment is that we're asking people whether they like mustard or not. We need to make a decision now about our experiment. 

Step 1: make a null hypothesis 

Let's say that we've talked to 10 people, and 7/10 of them like mustard. We are not fooled by small sample sizes and we ALREADY KNOW that we can't trust this information. But your brother is arguing "7/10 seems like a lot! I like mustard! I totally believe this!". You need to argue with him with MATH. So we're going to make what's called a "null hypothesis", and try to disprove it. In this case, let's make the null hypothesis "there's a 50/50 chance that a given person likes mustard"."'via Blog this'

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