Tuesday, August 1, 2017

Statistical Rumsfeld: Now We Know!

No, not a poor punk band name, but Statistical Rumsfeld, popularized by his usage but not created by him, is a way of talking about what you know about your own knowledge:

...there are things we know we know. We also know there are known unknowns; that is to say we know there are some things we do not know. But there are also unknown unknowns – the ones we don't know we don't know.

- things we know that we know them: this is data. We've looked, and seen, and we are aware that we've looked and seen and verified and removed doubt. Is it 'yes' or 'no'? Look at the thermometer.

- things we know that we don't know. We know we don't know what's behind the curtain. We know we don't know what the capital of Chad is. We know we don't know what somebody is thinking before they tell us (even sometimes afterwards). We know the boundaries of this darkness. We know he range of possibilities. This is like a probability density; we don't know the particular value of a coin flip but, we know that 1/2 will be one side and half the other. That's something.

- things we don't know that we don't know. We have no idea. We don't know how to look for the value, we don't know the distribution, we don't know what the range is, we don't even know if it's a number. Totally unexpected. A black swan.

Something is left out. you have things that you know and things that you don't know, and you can either know that or not. Two things, with two possibilities for each, four in total. The one that is missing is itself: unknown knowns. 

- things you didn't realize you knew. You didn't know you knew that, did you? Unconscious knowledge. A hidden talent you weren't even aware of. The pattern in the data that was always there.

Or better, in a handy chart:

Things
KnownUnknown
Do you know about them?
KnownKnown Knowns:
Facts, data
Known Unknowns:
Parameters, Distributions, Probabilities
UnknownUnknown Knowns:
Unconscious knowledge
Unknown Unknowns:
Hidden Variables, Black Swans


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