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A Table of 60,000 Random Data Points
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Use of the Perfect Table - With 2 ExamplesWhatever the causes of measurement errors, there is no reason to believe these causes will lead to errors that are not Gaussian. Each cause introduces random errors and has its own error curve and (SD) standard deviation, say S1. The other causes of random errors also have their very own standard deviations, S2, S3, etc. To find S, the standard deviation of the error curve from all causes, one simply convolves all the individual error curves (which turns out to be another error curve, a characteristic unique to this curve and the reason for its importance) where S equals the square root of the sum of S1 squared, S2 squared, S3 squared, etc. Thus if we have 4 independent causes of errors, each with its own error curve, with standard deviations, of 0.2, 0.4, 0.5, and 0.6, then S = 0.9. It's gratifying to know it'll always be an error curve we'll be working with when dealing with small measuring errors.
The First ExampleEnter, now, our "Perfect Table". Knowing that the exact mean of our 60,000 data points is exactly zero allows us to test which of the three answers is best. Of course we can't test "specious" results, but we'll discuss them later. One question arises: If we don't know the mean or spread of the error curve of our expensive measurements, how can we perform meaningful tests? The answer is that the random numbers chosen from our table will be chosen from a set of numbers faithfully representing the total area under all error curves, exactly as the 3 expensive numbers, exampled above, were chosen from their very own error curve. The chance of having measured a number, probably an outlier, such as 15, near the tail of their error curve, is the same as choosing a similar number, near a tail, from our Perfect Table. Learning how to handle 3 random data points from our Perfect Table will teach us how to best combine the 3 expensive measurements from their own error curve. Thus the mean and spread of the three measurements' own error curve are unimportant since we'll know exactly how to cope with 3 data points. We have taken 300,000 sets of 3 consecutive numbers from our table (20,000 sets from each of 15 different shuffles) and have found that averaging the 3 readings is about 14% more accurate than choosing the middle reading (The RMS of the 300,000 average-of-3 readings was 14% less than the RMS of the 300,000 middle numbers). Having said that, however, shouldn't we ask if a mere 14% greater accuracy is worth the risk of having an outlier introducing a gross error in the final result? Suppose the 3 measurements were made by 3 different groups, in 3 different countries, say England & France (IQs ~99), and Nigeria (IQ ~67), what say you now? In addition, simply averaging 3 data points is beyond the capability of the many folks who cannot achieve 100.00% perfection in grammar school arithmetic. Another inaccuracy was avoided by using the Perfect Table and thus eliminating the random errors introduced by digitally generating an error curve with nearly all the bins underfilled or overfilled. The Perfect Table has been checked and rechecked for any imperfections and cannot introduce man-made errors. What about averaging the outliers? I subconsciously rejected this number which usually (75%) emanates from data on both sides of, and often well-removed from, the correct answer. But, for completeness, and to satisfy my curiosity as to the expected accuracy of averaging the outliers, the Perfect Table was once more invoked. Again, using those 300,000 sets-of-three data points, it was found that, surprise of surprises, averaging all 3 was only about 4% more accurate than simply averaging the 2 outliers. This result was completely unexpected. After more thought, it was clear that accuracy increased as more data was included. Averaging all 3 measurements in a set-of-3 always was the most accurate. Averaging the 2 outliers was less accurate. But relying on just one measurement, even though it was the middle one, intuitively the most accurate, proved, in the end, least accurate. Here, accuracy was decreased by excluding the information contained in the outliers. So, should we choose the middle number, or average the 2 outliers, or choose the average of all 3 measurements? What we SHALL do, shouldn't necessarily be determined by what our numbers say we SHOULD do. Final decisions should always pass the test of human judgement, such as critiquing the design of the study, how the data was gathered and processed, how the results were interpreted, and so forth. In addition, one should always feel comfortable with any results that were rejected because they were perceived as clearly not part of the error curve. They should be shown to be the result of an arithmetic mistake, or the result of incorrectly copying numbers into a database, or to clearly be the result of a gross human error, and NOT be the result of the rare, but occasional, high-sigma reading that should not be rejected - since it's a valid result that actually does carry useful information. As I had previously concluded, the very real fear of having included gross human errors, likely resulting in suspicious outliers, caused me to accept a 14% accuracy-decrease, which then allowed me to choose just the single middle measurement - thus:
* eliminating the two outliers as potential sources of error, Similar considerations also caused me to eliminate averaging the two outliers. In conclusion, I often take the middle measurement. It's already there, and suspicious outliers can be completely ignored. The Second Example
Blood pressure measurements, which seem to have a mind of their own, can
vary over large ranges for many reasons, even if taken on the same patient
with the same instrument within several minutes. A single measurement,
therefore, is unreliable, and could easily be a specious outlier. If 3
readings are taken, I suggest the middle of the three diastolic numbers,
and the middle of the three systolic numbers (that may arise from different
readings) form the final result. This result appears to be the most
efficient and accurate method to use in the real world where life and death
decisions must not be influenced by a specious measurement. The Method
SHUFFLING VERSUS RE-SAMPLING: "Re-sampling" is an invalid procedure
purported to improve accuracy by repeating (or adding) some pre-used
data, and removing other perfectly good data. The technique is illogical
and serves no purpose. Any results would be artificial, merely mathematical
distortions, tantamount to falsifying data. Gentlemen of the Polish
persuasion refer to such questionable procedures as "pissing in the soup".
Shuffling, however, uses exactly the same numbers, no more, no less. No new
data is added, nor is original data removed - yet shuffling allows us to
multiply our Perfect Table a vast number of times, allowing us to improve
our results and determine with greater accuracy and confidence how the 3
measuring methods compare. Consider how the same 52 playing cards can
deal a lifetime of different hands. The ResultsWe have found that averaging any one set of 3 readings is 14% more accurate (SD is 14% less) than using only the middle number of the three, and that averaging the set-of-3 is 4% more accurate than averaging the 2 outliers.
These percentages were found by computing the averages of all three
methods from 300,000 sets-of-3 from 15 shuffles, each shuffle creating
20,000 brand new sets-of-3 from the same 60,000 data points. The final
SD (equals the RMS) of each of the measuring methods are: In conclusion, if you're absolutely certain all three readings of your set are valid, including both outliers, and are happily accepted as 3 good results, then, by all means, the readings should be averaged, and the result recorded. However, if there is any hesitation about the validity of either outlier, especially after reviewing the details of how the result was obtained, then accepting the middle number should seriously be considered.
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Numbers and Text by: Oscar Falconi
Graph and Charts by: Mall-Net web services.
Computer Number-Crunching by Pete Williamson
© 2006 Oscar Falconi, Saratoga, California
Ignore © if
" www.nutri.com/random/ " is credited.