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THE OVERSIZED POWER OF SMALL DATA


Tis lack of statistical knowledge has important consequences. Without using statistical methods to plan an experiment, it is more likely to provide too much data (overly costly), to provide too little data (not enough data to answer questions accurately) or to have little hope of provid- ing data needed to answer the questions of interest. Te latter was what happened when the test was modified in the sensor example above. A thorough explanation of these points may be useful, but would also a bit much to cover in this article. Suffice it to say that if people plan an experiment by thinking of interesting things to do, with- out using statistical methods to create and evaluate the plan, it’s easy to unknowingly make a mistake. Using design of experi- ments helps us leverage our knowledge to avoid these mistakes.


Once data is collected from a well- designed experiment, we should use statistical methods such as regression anal- ysis to understand how the variables we controlled in our experiment (and some- times those we didn’t) affect the results we measured. Where our intuition often fails us, statistical analysis allows us to under- stand better whether changes in our data were caused by changes to the controlled variables or by randomness. Furthermore, we can understand the uncertainty in our conclusions. Understanding our uncer- tainty is crucial to making decisions that appropriately consider risk. Without considering the uncertainty, it would be difficult to make good decisions that rely on knowing how hard Bert and Ernie are pushing the box. Just knowing the aver- age values (the black dots) isn’t enough. We must consider the uncertainty because it is directly related to the risk of a wrong decision.


Without appropriate statistical methods, it's easy to plan an experiment, execute it,


UNFORCED ERROR


Say Bert and Ernie are working together to push a heavy box on a dolly across the floor. (See Figure 1.) You want to conduct an experiment to estimate, on average, how hard each of them pushes. The dolly moves easily in all directions. You will measure how far the box moves in five seconds to determine how hard each of them is pushing. Bert and Ernie represent the variables we control in any experiment. Since neither Bert nor Ernie will push exactly the same way each time, you will ask them to do this several times to avoid making your conclusion based on an unusual data point.


If Bert and Ernie push on the same side of the box (in the same direction at the same spot) as shown in the right side of Figure 1, there’s no way to know how hard each one is pushing. This is a worst-case scenario, and sometimes occurs when people don’t use statistical methods to design experiments. If this happens, you can know how hard they pushed together, but there is no way to understand their individual contributions. Their effects are confounded. This is what happened in our sensor test. Because of the way the test was changed, it was as if the error and some of the other variables that we controlled were pushing from nearly the same side of the box, and it kept us from understanding how each of vari- able affected the result.


The middle picture shows our goal when designing an experiment. Because Bert and Ernie are on adjacent sides of the box (pushing perpendicular to each other), it is easy to tell how hard each one is pushing.


When planning or modifying an experiment, our goal is to plan it so that the variables we are controlling mimic Bert and Ernie pushing on adjacent sides of the box. This allows us to understand—accurately—how each variable we control affects the result we measure.


When we plan a test by thinking of interesting things to try, but without using appropriate statistical methods, the results are often somewhere in between the best and worst case scenarios. The effect is that we don’t understand the effects of variables as well as we could. With several vari- ables, this can easily become a big problem.


WHAT’S THE DAMAGE?


The two mistakes in the sensor test have different consequences. First, by not knowing how much data was needed to determine whether the error improved the vehicle’s ability to avoid detection, it is possible that the test was modified unnecessarily. However, modifying the test incorrectly was the biggest mistake—it resulted in a less accurate under- standing of the effect each variable had on the ability of the vehicle to avoid the sensor.


88


Army AL&T Magazine


Summer 2021


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