T.R | Title | User | Personal Name | Date | Lines |
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1481.1 | Poisson looks right | CIVAGE::LYNN | Lynn Yarbrough @WNP DTN 427-5663 | Thu Aug 15 1991 16:25 | 19 |
| > the relevant statistical question(s)
What is a/the relevant probability distribution?
What is the relative probability of 2 incidences vs 6 incidences?
> the statistically valid answer(s)
The Poisson distribution, which is defined over the integers r = 0,1,2... and
takes the form
r -la
P(X=r) = la /r! e
where la (for lambda) is an appropriate parameter.
For a peak at r=2, la (according to my tables) is about 2.5, and
P(X=2) ~ .25 while P(X=6) ~ .027, so the relative probability is ~9:1.
The result is extremely sensitive to changes in la, which my tables only
show at .5 intervals, so use a large grain of salt.
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1481.2 | some comments and more questions | CSSE::NEILSEN | Wally Neilsen-Steinhardt | Tue Aug 20 1991 14:56 | 45 |
| Re: <<< Note 1481.1 by CIVAGE::LYNN "Lynn Yarbrough @WNP DTN 427-5663" >>>
-< Poisson looks right >-
> the relevant statistical question(s)
What is a/the relevant probability distribution?
> The Poisson distribution,
Good choice. Some folks might start with a binomial distribution,
figuring there are 5000 person-years sampled here, and 6 showed brain
cancer, but once you try the computation, you would need to approximate
the binomial with a Poisson anyway.
>For a peak at r=2, la (according to my tables) is about 2.5, and
Good interpolation. My tables (la in steps of 0.1) show that although
2 is a max between la=2 and la=3, The peak is roughly symmetric around
2 when la=2.45 approx. By the usual convention "2 is expected" implies
that the mean is 2, not that the mode is 2, so la=2.0 might be a better
answer. Nevertheless, I will choose la=2.5, for a reason which I will
keep secret.
>What is the relative probability of 2 incidences vs 6 incidences?
>P(X=2) ~ .25 while P(X=6) ~ .027, so the relative probability is ~9:1.
>The result is extremely sensitive to changes in la, which my tables only
>show at .5 intervals, so use a large grain of salt.
This is the right answer, but I think it is the wrong question?
Here is an answer to an alternative question. The probability of 6 or
more cases of brain cancer is 0.0419, and the probability of fewer than
6 cases is 0.9581.
Why would most statisticians prefer this latter question/answer pair?
What other question does it imply?
What does the number 0.0419 suggest about my secret reason for choosing
to work with la=2.5?
What is implied by the word 'relevant' in .0?
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1481.3 | Law of large nos? | CIVAGE::LYNN | Lynn Yarbrough @WNP DTN 427-5663 | Tue Aug 20 1991 16:54 | 13 |
| > This is the right answer, but I think it is the wrong question?
Hmm. I thought it was pretty good. :-)
> What does the number 0.0419 suggest about my secret reason for choosing
> to work with la=2.5?
No clue.
> What is implied by the word 'relevant' in .0?
Perhaps what you are driving at is the fact that population size is NOT
relevant. You get the same numbers for population of 50 as for 5000.
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1481.4 | A different perspective | CORREO::BELDIN_R | Pull us together, not apart | Wed Aug 21 1991 18:20 | 16 |
| 1) How did this come to light?
Since it was based on a "news report", we know the criteria that
selected it for reporting, ie, "man bites dog is news".
Relevant question is ..
How often will some (any) life-threatening disease be found in a
space-time cluster more frequently than expected by simple
epidemiological ratios?
Answer, ..
beats me!
Dick
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1481.5 | yet more answers and questions | CSSE::NEILSEN | Wally Neilsen-Steinhardt | Thu Aug 22 1991 14:39 | 62 |
| .4 is closing in on the answer from the opposite direction, but I will
continue to follow the direction Lynn started us on.
Here is the relevant question, as many statisticians would define it.
Define two hypotheses:
H0 (the null hypothesis) - the process generating brain cancer deaths
in this building is no different from that in the country as a whole
H1 (the alternate hypothesis) - the process generating brain cancer
deaths in this building is different from that in the country as a whole
One question is, what is the probability that 6 or more cases would be seen,
assuming the null hypothesis?
The answer is 0.0419. This is less than 5%, which is a common threshold for
problems of this kind. That is why I chose to stick with la=2.5, because it
gave a convenient number for illustration.
Another question is, what number of cases corresponds to a given threshold?
Using the tables again (or integrating the Poisson function), we can show
cases threshold
6 5%
8 0.5%
9 0.1%
What is the right threshold to use? This is an embarrassing question for
statisticians who use the method above.
.4> How often will some (any) life-threatening disease be found in a
> space-time cluster more frequently than expected by simple
> epidemiological ratios?
As stated, this question has an easy rough answer: about half the time. Half
of all samples should be above average, half should be below. There is a
complication that we are dealing with a skewed distribution, but we can
ignore that.
The question should be more properly stated: how often will we see a sample
that exceeds the threshold we have set? The answer is equal to the threshold.
If our threshold is 5% then in a sample of random diseases and random
populations, we should see about one signal in twenty, assuming the null
hypothesis.
In other words, the data in .0 could well be due to pure chance.
We have not exhausted the statistical possibilities of .0, but perhaps we have
exhausted ourselves.
If not, consider the following:
What is the right threshold?
Why do we care?
How many disease-population pairs are there in the US?
Where did that la=2.5 come from, and is it relevant to this problem?
How else could we approach the problem?
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1481.6 | At least partly derivable | CIVAGE::LYNN | Lynn Yarbrough @WNP DTN 427-5663 | Thu Aug 22 1991 16:22 | 6 |
| > Where did that la=2.5 come from, and is it relevant to this problem?
This comes directly from the statement of the problem and the decision to
model with a Poisson distribution: of all such distributions, the one with
its peak at 2 incidences has la=2.5. Different lambda, different
expectation. Given the model, it is not merely relevant, it's determined.
|
1481.7 | 2 vs 2.5 | CADSYS::COOPER | Topher Cooper | Thu Aug 22 1991 18:11 | 52 |
| RE: .6 (Lynn)
Setting the mode ("peak") to 2 is not exactly wrong, but it unorthodox.
You have interpretted the phrase "the expected number ... is just two
cases" as meaning "the most likely number of cases is two". Generally
the phrase would be interpretted to mean that the average or mean
number of cases is 2. In fact, in statistics the term "expectation" is
basically equivalent to "mean" (there is some complication in usage --
times when a statistician would use one and not the other, but they are
mathematically equivalent).
The lambda of a Poisson distribution with a mean of two is two. In
general the mean of a Poisson distribution is equal to lambda.
For those who are lost --
The binomial distribution answers the question: if I look at N things
(in this case, N = "about" 500 workers) selected from a much larger
population (in this case, something like all similar workers in the
country) some proportion, p, of whom have some characteristic (the
characteristic in this case being, will get a brain tumor in a given
ten year period, and p is apparently 2/500 = 1/250 = .004), how likely
is it that I will find that at least some particular number, r, of the N
things looked at will have the characteristic (in this case r is 6).
The Poisson distribution answers a somewhat different question. If
something (e.g., some member of a group of workers gets a brain tumor)
is equally likely to happen at anytime, and it happening at some
particular time does not effect the liklihood of it happening at any
other time (technically violated in this case since you have removed
someone, at least for a time, from the population and thus decreased
the probability that it will happen again immediately -- however,
the change in the population size is small and the person is likely
to be replaced fairly soon, so it is not unreasonable to "pretend" it
applies), and you know how many times it will happen on the average
(lambda, either 2 or 2.5 here) in a given period of time, how likely
is it that it will occur at least some particular number of times (6)
in the same period.
It seems that both distributions are applicable so which should be
used? It doesn't really matter since both will give essentially the
same answer. If you take the binomial distribution and let N increase
to infinity and let p shrink at the same time so that p*N (= the
average or expected number of things you will find with the given
characteristic) stays the same, then the binomial distribution becomes
the Poisson distribution with lambda = p*N. Since the binomial
distribution gets hard to calculate directly for large N and small
p, in such cases the Poisson distribution is used to approximate the
binomial.
Topher
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1481.8 | Not embarrassing. | CADSYS::COOPER | Topher Cooper | Fri Aug 23 1991 16:44 | 26 |
| REL .5 (Wally)
>What is the right threshold to use? This is an embarrassing question for
>statisticians who use the method above.
Despite constant claims by some militant Bayesians, traditional
statisticians do not find this question the least bit embarrasing. The
question is no more embarrasing for a traditional statistician than the
question of the choice of priors for a Bayesian. Even most Bayesians
(like myself) will say that given the assumptions of traditional
statistics, the function of the threshold (signifcance criteria) is
well dealt with.
That doesn't mean that this isn't an embarrasing question for some --
its just that the questions are not directed at the main body of
tradional statisticians. Specifically, the question is embarrasing for
the scientist or engineer (or statistician) who does not think about
their choice, but just blindly selects "the standard". It is also
embarrasing for those few militant traditionalists who attempt to argue
the "moral" superiority of traditional over Bayesian methods because
they are completely "objective" (most traditionalists, even most
militant traditionalists, however, do not make such silly claims -- the
argument is over where subjectivity should enter statistics, not
whether or not it could/should be expunged entirely).
Topher
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1481.9 | I'm not a Bayesian, I'm a Republican | VMSDEV::HALLYB | The Smart Money was on Goliath | Mon Aug 26 1991 15:11 | 23 |
| I think I read Wally's question in .5 a bit differently than Topher.
First, here's my cut at the "right question":
> What are the chances of *ME* being affected by all this?
Anyhow, I wonder if we should bother with a 5%, or even 1% figure here.
If something is "unusual" at the 5% level of signifigance that hardly
qualifies it for a slot on national news. Even at the 1% level there
must be thousands of false positives that make the news. These false
positives can lead to huge expenditures of money to correct nonexistent
problems and pass highly restrictive, expensive legislation that erodes
our national competitiveness.
Which is not to say we should ignore all such situations, but rather
recognize the certainty that some "unusually high" sickness/mortality
rates will crop up for no reason other than pure chance. Not easy when
our innumerate society relies on witch hunts and magic bullets to address
today's problems.
If you can't select a good level of signifigance then maybe you should
be asking a different question. See above :-)
John
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1481.10 | Are you embarrassed? | CADSYS::COOPER | Topher Cooper | Mon Aug 26 1991 15:47 | 44 |
| RE: .9 (John)
Wally says that you should be embarrassed, John, since statisticians
who respond to that question with essentially the same answer as you do
are, according to him, embarrassed. Traditional statisticians say
that the correct threshhold to use depends on what is going to be done
with the results, with the relative costs of a type I vs a type II
error, and even on the prior plausibility (N.B.: *not* probability)
of the null vs the alternate hypothesis. Modern usage encourages the
treating "p-values" as the results of a study rather than a yes/no
result gotten by seeing if the p-value exceeds some particular
threshhold. This allows each user of the results (e.g., reader of a
scientific paper) to choose their own thresshold -- or different
thressholds under differing conditions.
The real problem in this case is not the appropriateness of any
particular value of the threshhold. The question is the meaningfulness
of the statistical procedure used in the evaluation. *If* the
situation were one for which this technique was appropriate then a .01
or even a .05 thresshold would not be too far out of line. The problem
is that this is extremely unlikely to be he case here.
This type of analysis would be appropriate if:
1: This were an isolated incident rather than part of a series of
investigations.
2: The choice of the study site was made independent of the known
number of cases at that site.
What is really going on is that the health officials are doing a fairly
reasonable procedure for screening "cases" to be looked at further, for
more substantial evidence of a problem. They look at those cases in
detail which would have been considered as showing a significant
deviation if they had been selected in isolation and "randomly" (at
least, w.r.t the number of cases). This is a reasonable screening
procedure -- somewhat arbitrary, but less arbitrary than almost any
alternative.
Its the media which have been premature about taking these results
as meaningful -- and the problem really isn't the "significance level"
as such.
Topher
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1481.11 | No free lunch! | CORREO::BELDIN_R | Pull us together, not apart | Tue Aug 27 1991 08:18 | 17 |
| I agree with Topher mostly, but I would point out that so much of the
"tail probability" calculation is really rough and ready approximation
that you can't take the numbers too seriously. Empirical distributions
differ most from normality in the tails and the tail areas are what the
tests of significance and confidence levels are based on. I think we
are generally pushing the statistical technology to its limits here.
We need models that take some other effects into account or demonstrate
the robustness of the methods to unknown parameters.
Bayesian methods are the most satisfying esthetically, but we have to
quantify some opinions we normally don't pay much attention to. As in
everything else, there is no free lunch. You must think harder and
calculate longer to use the natural Bayesian methods.
Yours for a free lunch,
Dick
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