Where were you when you first heard about Stein's paradox?
Normal Deviate (statistics professor Larry Wasserman) asked this question on his blog yesterday.
... I was in the basement toward the end of my first year of college (still living with my parents), reading "Stein's Paradox in Statistics" an article by Bradley Efron and Carl Morris in the May 1977 issue of Scientific American.
The article solved a puzzle that I'd first encountered a decade or so earlier.
After learning multiplication and division, and that a baseball season had 162 games, I would project the season homerun totals for players listed in the newspaper's column of 'league leaders.' Early in each season there would be players projected to surpass Maris's single season record of 61. But invariably, all of the players would fall short, sometimes very far short.
In my senior year of high school, I took a course in statistics, and the puzzle deepened when we learned that the mean was an unbiased estimator. That made it sound like you couldn't do any better!
... I was in the basement toward the end of my first year of college (still living with my parents), reading "Stein's Paradox in Statistics" an article by Bradley Efron and Carl Morris in the May 1977 issue of Scientific American.
The article solved a puzzle that I'd first encountered a decade or so earlier.
After learning multiplication and division, and that a baseball season had 162 games, I would project the season homerun totals for players listed in the newspaper's column of 'league leaders.' Early in each season there would be players projected to surpass Maris's single season record of 61. But invariably, all of the players would fall short, sometimes very far short.
In my senior year of high school, I took a course in statistics, and the puzzle deepened when we learned that the mean was an unbiased estimator. That made it sound like you couldn't do any better!