Thursday, June 30, 2016
The Improbability Principle by David Hand
In 1980, a woman bought tickets for the Massachusetts and Rhode Island lotteries. She had the winning numbers for both. Unfortunately for her, the Rhode Island ticket had the winning numbers for Massachusetts and the Massachusetts ticket had the winning numbers for Rhode Island. The Improbability Principle explains why this makes sense.
David Hand is a mathematics professor and statistician. He has put together his idea, the improbability principle, by combining different ideas from across the world of statistics. He's created the principle as a means of explaining to those of us who are not number-inclined why things that seem terribly unlikely happen fairly often. Some of the ideas he explains are: the law of truly large numbers, the law of inevitability, the law of selection, etc. Hand describes why things like lightning strikes, lotteries, and financial crashes aren't as unusual as we think they are. I'm not really going into the explanations for these "crazy" events for several reasons. One, I'm not a statistician. Two, there isn't enough space in this review to wholesale quote some of Hand's illustrative examples. And three, you should read the book.
There is essentially a genre of pop science books these days. Someone will take a scientific concept, explain the bare bone basics, then tell a bunch of anecdotes. The Improbability Principle is not one of those books. There are a lot of interesting stories and thought experiments but David Hand goes in depth detailing the big ideas behind the little examples. Hand is an expert in the field and he doesn't scrimp on the knowledge. It helps that he's funny and excited about his subject too. I learned more about statistics from this book than I did when I took statistics in college (maybe because I dropped that class after two weeks but who knows).
After reading The Improbability Principle, you might want to try Seven Brief Lessons on Physics by Carlo Rovelli, so you can put your new statistical expertise to work understanding the universe.