"When the statistical cook turns to raw materials, he finds that hearts of cactus fruit are unavailable..."pic.twitter.com/u2uZDQYXx3
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>:-[
Making fun of my own dislike of continuous math. I had reasons for that when I was 18 but they haven’t applied in decades and I ought to get over it.
Well, no, meta-rationality is about the use of formal methods in context, so it asks how statistical methods are used in practice.
these are some excellent books if you want to build your intuition: http://www.mathstatica.com/ [works well on its own or could be a supplement to intro grad level stat theory textbook like casella]
A Guide to Econometrics - Peter Kennedy [it is only incidentally about econometrics. it is great for building intuition about how models work in the real world--i think you'll really like this one] Statistical Models-David Freedman [similar to the above book but more math-y]
Statistics has an interesting property that uncertainty about how uncertain you are collapses down to uncertainty itself. If I recall, @johncarlosbaez had some interesting links showing the why from a category theory angle.
The "Giry monad" says how a probability measure on the space of probability measures on X can be collapsed to a probability measure on X: https://ncatlab.org/nlab/show/Giry+monad … However, I would not say you *must* do this collapse! Sometimes it may be good not to.
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