Thursday, March 26, 2009

Sorting out junk statistics

It takes a long time to sort out junk statistics. What will kill Matheronian geostatistics is that its proponents are drifting into the study of climate change. That’s why I've put together a sort of standardized rant. It pays to work on various ISO Technical Committees! Here’s what I like to tell those who abuse statistics with reckless abandon...

... My story is about what was once hailed as Matheron's new science of geostatistics. Matheronian geostatistics plays a role not only in reserve and resource estimation for the world’s mining industry but even more so in the study of climate change. Real statistics turned into geostatistics under the leadership of Professor Dr Georges Matheron, a French geologist and a self-made wizard of odd statistics. My 20-year battle against the geostatocracy and its army of degrees of freedom fighters is chronicled on my website. I have brought my concerns to the attention of the Federal Government of Canada, the Provincial Government of British Columbia, the Ontario Securities Commission, the US Securities and Exchange Commission, and the US Senate Committee on Transportation, Science, & Technology.

Dr Frederik P Agterberg, Past President, International Association for Mathematical Geosciences, called Professor Dr Georges Matheron (1930-2000) the Creator of Spatial Statistics. Agterberg ranked him on a par with giants of mathematical statistics such as Sir Ronald A Fisher (1890-1962) and Professor Dr J W Tukey (1915-2000). Agterberg was wrong! Matheron failed to derive the variance of his length-weighted average in 1954 and in 1960.

Agterberg's distance-weighted average point grade

Agterberg himself failed to derive the variance of his distance-weighted average in his 1970 Autocorrelation Functions in Geology and again in his 1974 Geomathematics. Agterberg’s problem is that as few as a pair of measured values, determined in samples selected at positions with different coordinates in a finite sampling unit or sample space, gives an infinite set of zero- dimensional, variance-deprived distance-weighted average point grades. Infinite sets of kriged estimates and zero kriging variances are the very reasons why the world's mining industry welcomed geostatistics with reckless abandon. Geostatistics converted Bre-X’s bogus grades and Busang’s barren rock into a massive phantom gold resource. I applied analysis of variance and proved the intrinsic variance of Busang's gold to be statistically identical to zero. How many mineral inventories in annual reports are bound to shrink during mining?

Lord Kelvin (William Thomson 1824-1907) once said, “…when you can measure what you are speaking about, and express it in numbers, you know something about it, but when you cannot express it in numbers your knowledge is of the meagre and unsatisfactory kind…” Lord Kelvin knew more about degrees Kelvin and degrees Celsius than about degrees of freedom. Lord Kelvin and Sir Ronald A Fisher (1890-1960) were marginal contemporaries. Lord Kelvin would have wondered about the wisdom behind assumed spatial dependence between measured values in ordered sets. Sir Ronald A Fisher could have verified spatial dependence by applying his F-test to the variance of a set of measured values and the first variance term of the ordered set.

Not all scientists need to know as much about Fisher's F-test as do geoscientists. All too few know how to verify spatial dependence by applying Fisher’s F-test, and how to derive sampling variograms that show where orderliness in our own sample space of time dissipates into randomness. So much concern about climate change! So little concern about sound sampling practices and proven statistical methods! I make a clear and concise case against geostatistics on my blog and on my website. Surely, sound sampling practices and proven statistical methods ought to be taught at all universities on this planet and be implemented in all international standards. I’m working hard to make it happen. What will ... do about it?

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