Re: Test for randomness?



Stugrad98@xxxxxxx wrote in
news:1142573516.268555.57340@xxxxxxxxxxxxxxxxxxxxxxxxxxxx:

Define "firm".

A statement like "Given your score of 1800, I can tell you that only
2% of the 4,000,000 people who took the SAT scored an 1800."

Randomness or its lack would not be the downfall, but rather the lack
of knowledge regarding the tails.

Are you saying that A) randomness is not a problem at all (ie, you can
be confident in your sample) and that "lack of knowledge regarding the
tails" is the only real problem OR ... B) are you saying while
randomness is a problem, a bigger problem is the lack of knowledge
regarding the tails... ?

I am NOT saying you can be confident that you have a random sample.
Confidence in the randomness is an entirely separate concern. You really
cannot tell whether a sample is random just by looking at it. If you know
reasonably precise features of the group from which it was drawn, you
will be able to say things about how likely it is that the sample was
drawn via a random process. But if you knew such features why would you
want to use such a puny sample to generate statements?

I am saying even if you obtained your sample randomly, you would not be
in a position to make the sorts of statements you appear to desire. You
might be able to say something pretty fuzzy about the mean and variance,
but efforts at nailing down precise estimates out there on the "sides" of
the distribution is futile with a sample size of 14.

--
DW
.



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