The Podcast of Small Differences

A data science adjacent podcast

This is the website for the Podcast of Small Differences, a data science flavored podcast by Otis Anderson and Ian Blumenfeld.

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Episode 002 -- The Social Construction of p-Hacking

August 08, 2018 by Otis Anderson
  • Main Article p-Hacking and False Discovery in A/B Testing
  • p-value
  • alpha level
  • the weird history of hypothesis testing
  • Receiver Operating Characteristic Curve and AUROC
    • http://gim.unmc.edu/dxtests/roc3.htm
    • http://fastml.com/what-you-wanted-to-know-about-auc/
  • Overfitting in financial models
    • https://www.davidhbailey.com/dhbpapers/overfit-tools-at.pdf
    • https://www.financial-math.org/blog/2014/04/faqs-on-backtest-overfitting/
August 08, 2018 /Otis Anderson
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