Ini adalah pertanyaan yang mirip dengan yang ada di sini , tetapi cukup berbeda menurut saya layak untuk ditanyakan.
Saya pikir saya akan menjadi starter, apa yang saya pikir salah satu yang paling sulit untuk dipahami adalah.
Milik saya adalah perbedaan antara probabilitas dan frekuensi . Yang satu berada pada level "pengetahuan realitas" (probabilitas), sementara yang lain berada pada level "realitas itu sendiri" (frekuensi). Ini hampir selalu membuat saya bingung jika terlalu banyak memikirkannya.
Edwin Jaynes Menciptakan istilah yang disebut "fallacy proyeksi pikiran" untuk menggambarkan hal-hal ini bercampur aduk.
Adakah pemikiran tentang konsep sulit lainnya untuk dipahami?
Jawaban:
untuk beberapa alasan, orang mengalami kesulitan memahami apa sebenarnya nilai-p.
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Mirip dengan jawaban shabbychef, sulit untuk memahami arti interval kepercayaan dalam statistik frequentist. Saya pikir kendala terbesar adalah interval kepercayaan tidak menjawab pertanyaan yang ingin kami jawab. Kami ingin tahu, "berapa peluang bahwa nilai sebenarnya ada di dalam interval khusus ini?" Sebagai gantinya, kita hanya bisa menjawab, "berapa peluang interval yang dipilih secara acak yang dibuat dengan cara ini mengandung parameter sebenarnya?" Yang terakhir jelas kurang memuaskan.
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Apa arti dari "derajat kebebasan"? Bagaimana dengan df yang bukan bilangan bulat?
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Conditional probability probably leads to most mistakes in everyday experience. There are many harder concepts to grasp, of course, but people usually don't have to worry about them--this one they can't get away from & is a source of rampant misadventure.
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I think that very few scientists understand this basic point: It is only possible to interpret results of statistical analyses at face value, if every step was planned in advance. Specifically:
Exploratory methods can be useful to, well, explore. But then you can't turn around and run regular statistical tests and interpret the results in the usual way.
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Tongue firmly in cheek: For frequentists, the Bayesian concept of probability; for Bayesians, the frequentist concept of probability. ;o)
Both have merit of course, but it can be very difficult to understand why one framework is interesting/useful/valid if your grasp of the other is too firm. Cross-validated is a good remedy as asking questions and listening to answers is a good way to learn.
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From my personal experience the concept of likelihood can also cause quite a lot of stir, especially for non-statisticians. As wikipedia says, it is very often mixed up with the concept of probability, which is not exactly correct.
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Fiducial inference. Even Fisher admitted he didn't understand what it does, and he invented it.
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What do the different distributions really represent, besides than how they are used.
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I think the question is interpretable in two ways, which will give very different answers:
1) For people studying statistics, particularly at a relatively advanced level, what is the hardest concept to grasp?
2) Which statistical concept is misunderstood by the most people?
For 1) I don't know the answer at all. Something from measure theory, maybe? Some type of integration? I don't know.
For 2) p-value, hands down.
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Confidence interval in non-Bayesian tradition is a difficult one.
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I think people miss the boat on pretty much everything the first time around. I think what most students don't understand is that they're usually estimating parameters based on samples. They don't know the difference between a sample statistic and a population parameter. If you beat these ideas into their head, the other stuff should follow a little bit easier. I'm sure most students don't understand the crux of the CLT either.
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