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Applied Statistics Using SPSS, STATISTICA, MATLAB and R

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18<br />

h<br />

16<br />

14<br />

12<br />

10<br />

8<br />

6<br />

4<br />

2<br />

0<br />

1.1 Deterministic Data <strong>and</strong> R<strong>and</strong>om Data 3<br />

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6<br />

Figure 1.2. Three “body fall” experiments, under identical conditions as in Figure<br />

1.1, with measurement errors (r<strong>and</strong>om data components). The dotted line<br />

represents the theoretical curve (deterministic data component). The solid circles<br />

correspond to the measurements made.<br />

We might argue that if we knew all the causal variables of the “r<strong>and</strong>om data” we<br />

could probably find a deterministic description of the data. Furthermore, if we<br />

didn’ t know the mathematical law underlying a deterministic experiment, we might<br />

conclude that a r<strong>and</strong>om dataset were present. For example, imagine that we did not<br />

know the “body fall” law <strong>and</strong> attempted to describe it by running several<br />

experiments in the same conditions as before, performing the respective<br />

measurement of the height h for several values of the time t, obtaining the results<br />

shown in Figure 1.2. The measurements of each single experiment display a<br />

r<strong>and</strong>om variability due to measurement errors. These are always present in any<br />

dataset that we collect, <strong>and</strong> we can only hope that by averaging out such errors we<br />

get the “underlying law” of the data. This is a central idea in statistics: that certain<br />

quantities give the “big picture” of the data, averaging out r<strong>and</strong>om errors. As a<br />

matter of fact, statistics were first used as a means of summarising data, namely<br />

social <strong>and</strong> state data (the word “statistics” coming from the “science of state”).<br />

Scientists’ attitude towards the “deterministic vs. r<strong>and</strong>om” dichotomy has<br />

undergone drastic historical changes, triggered by major scientific discoveries.<br />

Paramount of these changes in recent years has been the development of the<br />

quantum description of physical phenomena, which yields a granular-allconnectedness<br />

picture of the universe. The well-known “uncertainty principle” of<br />

Heisenberg, which states a limit to our capability of ever decreasing the<br />

measurement errors of experiment related variables (e.g. position <strong>and</strong> velocity),<br />

also supports a critical attitude towards determinism.<br />

Even now the “ deterministic vs. r<strong>and</strong>om ”<br />

phenomenal characterization is subject<br />

to controversies <strong>and</strong> often statistical methods are applied to deterministic data. A<br />

good example of this is the so-called chaotic phenomena, which are described by a<br />

precise mathematical law, i.e., such phenomena are deterministic. However, the<br />

sensitivity of these phenomena on changes of causal variables is so large that the<br />

t

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