JayUtah
Penultimate Amazing
All right, let’s get into the fundamental errors behind Buddha’s treatment of the PEAR research. Or rather, behind his dismissals of PEAR’s critics and traitorous former collaborators. We’ll start with a basic example of statistical modeling and work our way out to the Jeffers papers in later posts. Don’t worry, the math isn’t scary and the concepts aren’t hard.
Statistics is the algebra of uncertainty. Even processes we trust to be stable and predictable have outcomes we can see vary a little bit. Some reasons for variance depend on the nature of the process, but every process will vary simply because of the mathematical circumstances of how we measure it. Statistics provides us with the tools to reason rationally and defensibly in the face of this unavoidable uncertainty. Uncertainty in observation is most acutely felt in the empirical sciences, where we must assure ourselves that the part of the process we are intentionally varying (the independent variable) is really what’s causing a visible change in the thing we measure (the dependent variable), and that change isn’t due to all the other independent variables that change willy-nilly and also affect the process (the confounding variables, or just “confounds”).
To treat the outcome of a process statistically, it must be quantifiable and reasonably predictable from theory. The latter implies that it is also reasonably stable, or possibly metastable. The phrase “predictable from theory” is fraught with detail, so we’ll hit it from a few different angles in some introductory posts before we tackle Stanley Jeffers’ single-slit and double-slit experiments in later posts. Along the way we’ll develop the concept of what it means for a process to be random yet predictable, and introduce the concept of a constitutive relationship to create random variables from practically any quantifiable behavior.
We start, as so many introductions to statistics do, with the simple coin toss.
The process is familiar: a flat round disc of negligible thickness is thrown into the air sufficiently high and with sufficiently exciting long- or middle-axis rotation as to make its landing position practically impossible to predict in real time. The prominent surfaces are embossed with distinct graphics so as to determine which side has landed face up, generally demarcated as “heads” or “tails.” The outcome of the process represents a binary variable (a categorical variable with two categories).
Okay, we can codify the outcome into category simply by observing whether it has landed heads-up or tails-up. Most importantly, the regularized geometry of the object and its dynamic motion assure us intuitively that the coin has an equal probability of landing in either position given nominal starting conditions. We use coins in introductory examples because “predictable from theory” is straightforward here. There just isn’t a lot of theoretical complexity to a coin. But we have to be pedantic here to show that there is theory, because later examples require us to treat “predictable from theory” with greater rigor, and intuition is much less instructive in those cases.
But how is the outcome “reasonably predictable from theory” in a way that lets us treat it statistically for significance testing? First of all, it’s a binary variable, not a continuous variable. The outcome is either-or, not a continuous distribution of values. (That doesn’t rule out independence testing via the chi-square test, though. Nor would an ordinal categorical variable with many possible outcomes strictly rule out fitting collected data to a Poisson distribution, but we’ll get to that.)
Second and most important, it’s not at all predictable. We toss coins to obtain a random value to make binary decisions. The whole point is that the outcome of a coin toss is unpredictable. Well, yes, the outcome of one coin toss is both binary and unpredictable. But there’s a useful consequence of a process being trial-to-trial independent (like all truly random events must be) and having a determinate probability assigned to each possible outcome (i.e., in this case an equal chance of heads or tails). It’s that we can then expect -- and therefore predict -- certain behavior over the long term. That is, if a coin has equal chances of coming up heads or tails, then over many tosses we would expect the coin to come up heads the same number of times as tails. This is known as the Law of Large Numbers, and it describes the behavior of a stochastic (i.e., random) process in the limit. N.B. this is a concept in probability theory, keenly studied in mathematical statistics, or the kind of statistics Buddha says is necessary to understand his criticism of PEAR’s critics. Be that as it may, looking at the counts of different kinds of occurrences is the bread in the bread-and-butter of frequentist statistical modeling. Buddha’s explanations ignore it entirely, even though the authors he criticizes explain their models carefully. In the double-slit paper, for example, the dependent variable is named in the first sentence of the abstract.
But of course the real world doesn’t work in the limit. It works in practical or happenstance numbers of trials, and confounding variables. Thus the normal distribution happens only in theory, and only for some kinds of processes. In practice, for small numbers of coin-tosses, you may observe more heads than tails or vice versa. In fact, for odd numbers of consecutive tosses, you must have more of one than the other. That’s what I said above about the mathematics associated with measurement necessitating some variance from expectation. Where N=1, the coin came up either heads or tails that one time, and that’s just an inescapable fact of how numbers work. The term “shot noise” refers to the set of phenomena that occur when the observation is governed by small numbers, not large numbers. We’ll come back to this concept in a future post.
Another way of saying “The number of heads should equal the number of tails” is “The number of heads minus the number of tails is zero,” or
Over a large number of tosses, B should hover around zero. Initially, on the first toss, B cannot be zero. Nor can B = 3. B must be 1. On the second toss, however, B can either be 0 or 2. It cannot be 1. A more elaborate version of this principle is how Robert Jahn was able to recognize anomalies in his baseline data, and how Jeffers was able to point out its effect on the final results. As the number of tosses, N, increases, the number of values B can take on increases, because it accumulates the experience of prior tosses in a way that the individual trials cannot. But as we’ll see, the problem never goes away completely.
Your task now is this: every day for the next year, you are to toss a coin 10 times, compute B, and write it down.
At the end of the non-leap year we have a series of 365 values for B, one for each day’s run of N tosses, or trials. What does theory tell us we can expect those values to look like? The essential nature of the coin tells us that the most common value for B should be zero. It should come up an equal number of heads or tails most of the time. This is what we can “predict from theory” about B. The next most likely number should be +1 or -1, right? Well, sure, because we should expect at most only slight variance from theory, not gross variance, and that’s the smallest non-zero value.
Screeeeeeeetch! goes the record. In this case no, because if I toss the coin ten times, and B is zero, that means Nheads = Ntails, Nheads = N - Ntails, and N is 10. The only solution to that system is Nheads = Ntails = 5. The relationship Nheads = N - Ntails must still hold for all computations of B, but that’s just a consequent of the model we set up. So if Nheads = 6, Nheads must be 4. B cannot be +1 or -1, but it can be +2 or -2. Moreover, if we have an odd N, then B can never be zero because Nheads could never equal Ntails.
All right, all right. So in our model B has to be even. And |B| can’t be greater than N. Nheads = 0 and Ntails = 10 is the extent of B. B can’t be +12 or -12. Or another way of saying that is the probability of |B| = 12, 13, 14,... is zero. Statisticians might write that as P(|B|>N) = 0. We see all kinds of similar notation in the standardized language of significance testing and other statistical pursuits. But -- in notation -- what can we say about P(B=0)? Above we agreed it should be the most common case. The next most common case is where only one toss was out of place, written |B|=2. P(|B|=2) isn’t as much as P(B=0), but it’s certainly greater than zero. P(|B|=10), i.e., all tosses came up either heads or tails, is not out of the question, but it definitely would be so remarkable that you’d tell people at work about it.
Now all the people who have studied statistics are shifting uncomfortably in their seats because in their minds they’re all saying, “JayUtah, all you’re just belaboring the construction of a histogram. Get on with it!”
Well, yes. If you have a bar graph where the x-axis is the value of B, from -10 to +10, and the y-axis is the number of days your coin-tossing session produced that value of B, then your bar graph would look like a really pixelated, spaced-out bell-shaped curve. You’d have holes for the B-values that are odd numbers, of course, since it’s not possible for B to take on those values where N is even. But where B does have a value, the values are bell-shaped across that domain. That is, the B-values are bell-shapedly distributed across that year’s worth of daily trials. It is, in fact, a binomial distribution. And since our outcomes occur with equal probability, It will approach the normal distribution in the limit where N approaches infinity. For the statistics nerds, it’s N(np,np(1-p)), where p = 0.5, n→∞. N.B. Don’t be confused by other presentations that seem to take the opposite approach by saying the normal distribution can be used to approximate the binomial distribution. They’re really just saying the same thing from two different perspectives.
Wow, JayUtah! You’ve done it! You’ve managed to derive a properly-distributed value from a binary-valued process! You’re the greatest statistician ever!
Well, no. There are holes in the histogram. Also, unbeknownst to you, I told AleCcowaN to do the same thing for a year, only with 1000 tosses per day instead of only ten. (And really it wasn’t even knownst to him.) His B-values aren’t even in the same ballpark as yours because his N was higher and allowed for it. Being off by 5 over 1000 tosses isn’t the same magnitude as being off by 5 over 10 tosses.
So two problems to fix: make our B-value independent of N, and fill the holes in the histogram that will arise depending on whether N is even or odd. The latter problem -- bin sizes for histograms of continuously-valued data -- has a whole set of acceptable solutions to it, but maybe we’ll cover those later. For now we’ll just consider a bin, for histogrammatical purposes on the non-zero numbers, to be the sum of adjacent even-odd pairs of B-values, knowing that one of them will always be zero.
A moment’s thought presents the solution to the scale problem. We are really interested in the fraction of tosses that weren’t perfectly equal, not the absolute number. Nearly every practical observation has the normalization problem, but it’s almost always easily solved. We revise the definition of B as follows
At least this allows us to directly compare values obtained over the year from daily runs using different N. But there still arises the problem that your B-values can change only in increments of 0.1, if N=10. Alec’s can only change in increments of 0.001. His variance will look different than yours, for the identical underlying process. This is an inescapable consequence of N-values, which is why they must be chosen carefully. Again, a more sophisticated version of this phenomenon is how Jeffers knows the PEAR baselines are fishy.
N.B. The customary way to present the coin-toss frequency example is simply to count the number of heads, which leads to the mean hovering around N/2 and all the histogram bins filled. I’ve added the slight complication to illustrate normalization step for different counts and to show how the concept of histogram bins helps us see where Jeffers was pointing with regard to Jahn’s baseline-bind problem.
Here are the descriptive statistics of a simulated coin toss once a day for a year with N=10
Mean|-0.007671232876712
Standard Error|0.016510804273099
Mode|0
Median|0
First Quartile|-0.2
Third Quartile|0.2
Variance|0.099501430076773
Standard Deviation|0.315438472727682
Kurtosis|-0.300957931860189
Skewness|-0.050546326867519
Range|1.6
Minimum|-0.8
Maximum|0.8
Sum|-2.8
Count|365
...and the same for N=1000.
Mean|-0.000997260273973
Standard Error|0.001765810490169
Mode|0
Median|0
First Quartile|-0.024
Third Quartile|0.022
Variance|0.001138101640825
Standard Deviation|0.033735762046009
Kurtosis|0.302641468096883
Skewness|0.004261861849087
Range|0.208
Minimum|-0.106
Maximum|0.102
Sum|-0.364
Count|365
If you know your way around the standard set of descriptive statistics, there are some eye-popping differences from what it supposedly the same underlying process. Those differences determine how conclusive we can be later on, and how useful as baselines these distributions can be. Look at the high-order moments and see how lopsided the coarse distribution is, and how the difference between the mean and variance behave. That’s a consequence only of the coarseness of experimentation and measurement. There’s nothing inherently wrong with the underlying physical processes.
So what can we do with this?
Well, we have a normal-ish distribution for a value derived from a random binary process. Once you have that constitutive relationship for any process of any type, you can do anything with that dependent variable. Deriving the constitutive relationship is what is often hard. Easy in this case, easy in Jeffers’ analysis, but hard in others that I’ll hopefully get to.
What we can do in this thread, obviously enough, is try to affect the coin-toss psychokinetically. For the upcoming year you’re going to do the same as before (except we’ll up the number of tosses to N=1000) and do the coin-toss regimen, only then each day you’re going to do it again and this time think very hard about making some of those coin tosses come up tails when they should have -- all other things being equal -- come up heads. That’s our dependent variable -- that second series of B-values where you tried to force tails.
But what does that mean -- pun intended. The mean value of B over a year should be very close to zero. It will be zero only in the limit as M (the number of days you conduct trials, not the number of tosses each day), but its absolute value should be tiny. But if you can preferentially make it come up either heads or tails using your mind, then what happens to the aggregation of all those B-values over a year? If we compute the descriptive statistics for the mentally-tainted B-values, we may discover that -1 or -2 came up a little more often than the normal daily random process would have given us. And that biases the mean B-value toward the negative.
Now, gee, if only there were some sort of test that lets us compare two empirically-obtained samples from a phenomenon that is Gaussian in the limit!
If I tweak the simulated coin toss so that once in every 20,000 tosses the coin comes up heads -- when by all other account it should have come up tails -- I can simulate the effect of a weak PK influence. We can then perform a t-test on the baseline B-values over a year against the tainted B-values over that same year. (While the t-test is allowable here, there are actually better significance tests for this particular example.) I get a one-tailed p-value of 0.159, which is unfortunately well above my alpha of 0.05. Apparently I’m not psychokinetic. How about 1 in 10,000 coin tosses, i.e., doubling my PK fu? Yep, my one-tailed p-value is 0.0416, or less than 0.05. Yay! I’m now psychokinetic!
There you go. The underlying process produces binary values. But it’s a binary variable that follows a predictable pattern, so we can frame it in terms of quantified departure from that pattern, and that becomes something that approaches a normal distribution and talk about statistically. And in a broader sense, this is generally how we can approach any process that is predictable according to any conceivable pattern. If we can quantify the pattern from theory, measure departures from the pattern, and measure the frequency and amplitude of those departures , we have the basis for modeling the pattern using a random variable.
Statistics is the algebra of uncertainty. Even processes we trust to be stable and predictable have outcomes we can see vary a little bit. Some reasons for variance depend on the nature of the process, but every process will vary simply because of the mathematical circumstances of how we measure it. Statistics provides us with the tools to reason rationally and defensibly in the face of this unavoidable uncertainty. Uncertainty in observation is most acutely felt in the empirical sciences, where we must assure ourselves that the part of the process we are intentionally varying (the independent variable) is really what’s causing a visible change in the thing we measure (the dependent variable), and that change isn’t due to all the other independent variables that change willy-nilly and also affect the process (the confounding variables, or just “confounds”).
To treat the outcome of a process statistically, it must be quantifiable and reasonably predictable from theory. The latter implies that it is also reasonably stable, or possibly metastable. The phrase “predictable from theory” is fraught with detail, so we’ll hit it from a few different angles in some introductory posts before we tackle Stanley Jeffers’ single-slit and double-slit experiments in later posts. Along the way we’ll develop the concept of what it means for a process to be random yet predictable, and introduce the concept of a constitutive relationship to create random variables from practically any quantifiable behavior.
We start, as so many introductions to statistics do, with the simple coin toss.
The process is familiar: a flat round disc of negligible thickness is thrown into the air sufficiently high and with sufficiently exciting long- or middle-axis rotation as to make its landing position practically impossible to predict in real time. The prominent surfaces are embossed with distinct graphics so as to determine which side has landed face up, generally demarcated as “heads” or “tails.” The outcome of the process represents a binary variable (a categorical variable with two categories).
Okay, we can codify the outcome into category simply by observing whether it has landed heads-up or tails-up. Most importantly, the regularized geometry of the object and its dynamic motion assure us intuitively that the coin has an equal probability of landing in either position given nominal starting conditions. We use coins in introductory examples because “predictable from theory” is straightforward here. There just isn’t a lot of theoretical complexity to a coin. But we have to be pedantic here to show that there is theory, because later examples require us to treat “predictable from theory” with greater rigor, and intuition is much less instructive in those cases.
But how is the outcome “reasonably predictable from theory” in a way that lets us treat it statistically for significance testing? First of all, it’s a binary variable, not a continuous variable. The outcome is either-or, not a continuous distribution of values. (That doesn’t rule out independence testing via the chi-square test, though. Nor would an ordinal categorical variable with many possible outcomes strictly rule out fitting collected data to a Poisson distribution, but we’ll get to that.)
Second and most important, it’s not at all predictable. We toss coins to obtain a random value to make binary decisions. The whole point is that the outcome of a coin toss is unpredictable. Well, yes, the outcome of one coin toss is both binary and unpredictable. But there’s a useful consequence of a process being trial-to-trial independent (like all truly random events must be) and having a determinate probability assigned to each possible outcome (i.e., in this case an equal chance of heads or tails). It’s that we can then expect -- and therefore predict -- certain behavior over the long term. That is, if a coin has equal chances of coming up heads or tails, then over many tosses we would expect the coin to come up heads the same number of times as tails. This is known as the Law of Large Numbers, and it describes the behavior of a stochastic (i.e., random) process in the limit. N.B. this is a concept in probability theory, keenly studied in mathematical statistics, or the kind of statistics Buddha says is necessary to understand his criticism of PEAR’s critics. Be that as it may, looking at the counts of different kinds of occurrences is the bread in the bread-and-butter of frequentist statistical modeling. Buddha’s explanations ignore it entirely, even though the authors he criticizes explain their models carefully. In the double-slit paper, for example, the dependent variable is named in the first sentence of the abstract.
But of course the real world doesn’t work in the limit. It works in practical or happenstance numbers of trials, and confounding variables. Thus the normal distribution happens only in theory, and only for some kinds of processes. In practice, for small numbers of coin-tosses, you may observe more heads than tails or vice versa. In fact, for odd numbers of consecutive tosses, you must have more of one than the other. That’s what I said above about the mathematics associated with measurement necessitating some variance from expectation. Where N=1, the coin came up either heads or tails that one time, and that’s just an inescapable fact of how numbers work. The term “shot noise” refers to the set of phenomena that occur when the observation is governed by small numbers, not large numbers. We’ll come back to this concept in a future post.
Another way of saying “The number of heads should equal the number of tails” is “The number of heads minus the number of tails is zero,” or
B = Nheads - Ntails
Over a large number of tosses, B should hover around zero. Initially, on the first toss, B cannot be zero. Nor can B = 3. B must be 1. On the second toss, however, B can either be 0 or 2. It cannot be 1. A more elaborate version of this principle is how Robert Jahn was able to recognize anomalies in his baseline data, and how Jeffers was able to point out its effect on the final results. As the number of tosses, N, increases, the number of values B can take on increases, because it accumulates the experience of prior tosses in a way that the individual trials cannot. But as we’ll see, the problem never goes away completely.
Your task now is this: every day for the next year, you are to toss a coin 10 times, compute B, and write it down.
At the end of the non-leap year we have a series of 365 values for B, one for each day’s run of N tosses, or trials. What does theory tell us we can expect those values to look like? The essential nature of the coin tells us that the most common value for B should be zero. It should come up an equal number of heads or tails most of the time. This is what we can “predict from theory” about B. The next most likely number should be +1 or -1, right? Well, sure, because we should expect at most only slight variance from theory, not gross variance, and that’s the smallest non-zero value.
Screeeeeeeetch! goes the record. In this case no, because if I toss the coin ten times, and B is zero, that means Nheads = Ntails, Nheads = N - Ntails, and N is 10. The only solution to that system is Nheads = Ntails = 5. The relationship Nheads = N - Ntails must still hold for all computations of B, but that’s just a consequent of the model we set up. So if Nheads = 6, Nheads must be 4. B cannot be +1 or -1, but it can be +2 or -2. Moreover, if we have an odd N, then B can never be zero because Nheads could never equal Ntails.
All right, all right. So in our model B has to be even. And |B| can’t be greater than N. Nheads = 0 and Ntails = 10 is the extent of B. B can’t be +12 or -12. Or another way of saying that is the probability of |B| = 12, 13, 14,... is zero. Statisticians might write that as P(|B|>N) = 0. We see all kinds of similar notation in the standardized language of significance testing and other statistical pursuits. But -- in notation -- what can we say about P(B=0)? Above we agreed it should be the most common case. The next most common case is where only one toss was out of place, written |B|=2. P(|B|=2) isn’t as much as P(B=0), but it’s certainly greater than zero. P(|B|=10), i.e., all tosses came up either heads or tails, is not out of the question, but it definitely would be so remarkable that you’d tell people at work about it.
Now all the people who have studied statistics are shifting uncomfortably in their seats because in their minds they’re all saying, “JayUtah, all you’re just belaboring the construction of a histogram. Get on with it!”
Well, yes. If you have a bar graph where the x-axis is the value of B, from -10 to +10, and the y-axis is the number of days your coin-tossing session produced that value of B, then your bar graph would look like a really pixelated, spaced-out bell-shaped curve. You’d have holes for the B-values that are odd numbers, of course, since it’s not possible for B to take on those values where N is even. But where B does have a value, the values are bell-shaped across that domain. That is, the B-values are bell-shapedly distributed across that year’s worth of daily trials. It is, in fact, a binomial distribution. And since our outcomes occur with equal probability, It will approach the normal distribution in the limit where N approaches infinity. For the statistics nerds, it’s N(np,np(1-p)), where p = 0.5, n→∞. N.B. Don’t be confused by other presentations that seem to take the opposite approach by saying the normal distribution can be used to approximate the binomial distribution. They’re really just saying the same thing from two different perspectives.
Wow, JayUtah! You’ve done it! You’ve managed to derive a properly-distributed value from a binary-valued process! You’re the greatest statistician ever!
Well, no. There are holes in the histogram. Also, unbeknownst to you, I told AleCcowaN to do the same thing for a year, only with 1000 tosses per day instead of only ten. (And really it wasn’t even knownst to him.) His B-values aren’t even in the same ballpark as yours because his N was higher and allowed for it. Being off by 5 over 1000 tosses isn’t the same magnitude as being off by 5 over 10 tosses.
So two problems to fix: make our B-value independent of N, and fill the holes in the histogram that will arise depending on whether N is even or odd. The latter problem -- bin sizes for histograms of continuously-valued data -- has a whole set of acceptable solutions to it, but maybe we’ll cover those later. For now we’ll just consider a bin, for histogrammatical purposes on the non-zero numbers, to be the sum of adjacent even-odd pairs of B-values, knowing that one of them will always be zero.
A moment’s thought presents the solution to the scale problem. We are really interested in the fraction of tosses that weren’t perfectly equal, not the absolute number. Nearly every practical observation has the normalization problem, but it’s almost always easily solved. We revise the definition of B as follows
B = ( Nheads - Ntails ) / N.
At least this allows us to directly compare values obtained over the year from daily runs using different N. But there still arises the problem that your B-values can change only in increments of 0.1, if N=10. Alec’s can only change in increments of 0.001. His variance will look different than yours, for the identical underlying process. This is an inescapable consequence of N-values, which is why they must be chosen carefully. Again, a more sophisticated version of this phenomenon is how Jeffers knows the PEAR baselines are fishy.
N.B. The customary way to present the coin-toss frequency example is simply to count the number of heads, which leads to the mean hovering around N/2 and all the histogram bins filled. I’ve added the slight complication to illustrate normalization step for different counts and to show how the concept of histogram bins helps us see where Jeffers was pointing with regard to Jahn’s baseline-bind problem.
Here are the descriptive statistics of a simulated coin toss once a day for a year with N=10
Standard Error|0.016510804273099
Mode|0
Median|0
First Quartile|-0.2
Third Quartile|0.2
Variance|0.099501430076773
Standard Deviation|0.315438472727682
Kurtosis|-0.300957931860189
Skewness|-0.050546326867519
Range|1.6
Minimum|-0.8
Maximum|0.8
Sum|-2.8
Count|365
...and the same for N=1000.
Standard Error|0.001765810490169
Mode|0
Median|0
First Quartile|-0.024
Third Quartile|0.022
Variance|0.001138101640825
Standard Deviation|0.033735762046009
Kurtosis|0.302641468096883
Skewness|0.004261861849087
Range|0.208
Minimum|-0.106
Maximum|0.102
Sum|-0.364
Count|365
If you know your way around the standard set of descriptive statistics, there are some eye-popping differences from what it supposedly the same underlying process. Those differences determine how conclusive we can be later on, and how useful as baselines these distributions can be. Look at the high-order moments and see how lopsided the coarse distribution is, and how the difference between the mean and variance behave. That’s a consequence only of the coarseness of experimentation and measurement. There’s nothing inherently wrong with the underlying physical processes.
So what can we do with this?
Well, we have a normal-ish distribution for a value derived from a random binary process. Once you have that constitutive relationship for any process of any type, you can do anything with that dependent variable. Deriving the constitutive relationship is what is often hard. Easy in this case, easy in Jeffers’ analysis, but hard in others that I’ll hopefully get to.
What we can do in this thread, obviously enough, is try to affect the coin-toss psychokinetically. For the upcoming year you’re going to do the same as before (except we’ll up the number of tosses to N=1000) and do the coin-toss regimen, only then each day you’re going to do it again and this time think very hard about making some of those coin tosses come up tails when they should have -- all other things being equal -- come up heads. That’s our dependent variable -- that second series of B-values where you tried to force tails.
But what does that mean -- pun intended. The mean value of B over a year should be very close to zero. It will be zero only in the limit as M (the number of days you conduct trials, not the number of tosses each day), but its absolute value should be tiny. But if you can preferentially make it come up either heads or tails using your mind, then what happens to the aggregation of all those B-values over a year? If we compute the descriptive statistics for the mentally-tainted B-values, we may discover that -1 or -2 came up a little more often than the normal daily random process would have given us. And that biases the mean B-value toward the negative.
Now, gee, if only there were some sort of test that lets us compare two empirically-obtained samples from a phenomenon that is Gaussian in the limit!
If I tweak the simulated coin toss so that once in every 20,000 tosses the coin comes up heads -- when by all other account it should have come up tails -- I can simulate the effect of a weak PK influence. We can then perform a t-test on the baseline B-values over a year against the tainted B-values over that same year. (While the t-test is allowable here, there are actually better significance tests for this particular example.) I get a one-tailed p-value of 0.159, which is unfortunately well above my alpha of 0.05. Apparently I’m not psychokinetic. How about 1 in 10,000 coin tosses, i.e., doubling my PK fu? Yep, my one-tailed p-value is 0.0416, or less than 0.05. Yay! I’m now psychokinetic!
There you go. The underlying process produces binary values. But it’s a binary variable that follows a predictable pattern, so we can frame it in terms of quantified departure from that pattern, and that becomes something that approaches a normal distribution and talk about statistically. And in a broader sense, this is generally how we can approach any process that is predictable according to any conceivable pattern. If we can quantify the pattern from theory, measure departures from the pattern, and measure the frequency and amplitude of those departures , we have the basis for modeling the pattern using a random variable.