# Would measures like skewness or kurtosis magnify uncertainty?

 P: 200 Let's say you've given out surveys where people have to respond whether they think the technology is "not significant/little significance/moderately significant/..." so that there are six choices total, on a scale from 1 to 6. After collect a few dozen or so of these surveys you get a distribution. Obviously, there's a large amount of uncertainty in the measurement, probably around + or -1. If you try and take statistical measures such as the skewness or kurtosis, which involve cubing or taking the fourth power of the deviations from the mean, would that magnify the resulting uncertainty to the point where these measures would be unusuable?
 Sci Advisor HW Helper P: 2,481 That depends on your objective. When defining uncertainty, do you think that "a few people erring significantly" tells you more about the extent of the uncertainty than "a lot of people erring slightly"? Then, skewness and kurtosis should be part of your definition. (I do not fully understand when you say "they magnify uncertainty." Do you have in mind some kind of additive uncertainty function which adds together the 2nd through the 4th moments, unweighted?) Another issue is whether we are talking about the uncertainty of x (usu. measured as standard deviation = s), or the uncertainty of "x bar" (usu. measured as standard error = s/√n)? If the latter, then each additional moment will have to be weighted by a function of the sample size.
P: 200
 Quote by EnumaElish That depends on your objective. When defining uncertainty, do you think that "a few people erring significantly" tells you more about the extent of the uncertainty than "a lot of people erring slightly"? Then, skewness and kurtosis should be part of your definition. (I do not fully understand when you say "they magnify uncertainty." Do you have in mind some kind of additive uncertainty function which adds together the 2nd through the 4th moments, unweighted?) Another issue is whether we are talking about the uncertainty of x (usu. measured as standard deviation = s), or the uncertainty of "x bar" (usu. measured as standard error = s/√n)? If the latter, then each additional moment will have to be weighted by a function of the sample size.
Let me try to clarify. When people are polled, if their opinions are measured exactly, then there should be a certain spread of data. In addition, there's uncertainty in that 1.) people must choose from six discrete data points rather than a continuum, and 2.) that people may not agree on whether a certain view of the future is "moderately significant" or "slightly significant", even if they agree exactly on the specific forecast. I'm guessing the additional uncertainty (that is, in addition to the natural spread of opinion) is about plus or minus one. I'm also guessing that everyone's slight uncertainty is more important than a few people's out-of-the-ballpark guesses. Thus, according to what you said, skewness and kurtosis would not be necessary; however, I'm trying to analyze the natural spread, not the uncertainties I just mentioned. My question is that in the process of calculating skewness, kurtosis, etc., would the additional errors propagate themselves enough so that the end result is too uncertain to be useful?

 Sci Advisor HW Helper P: 2,481 Would measures like skewness or kurtosis magnify uncertainty? The technical terms for the problem(s) you described is measurement error, or errors-in-variable. Let's take each of the problems in turn. For the "rounding problem," suppose 20 people circled option 2. In reality, they might be distributed uniformly from 1.5 to 2.4 with an increment of 0.1. Under this assumption, the observed responses aren't going to be especially skewed or kurtic relative to the true responses, even though they have a lower variance. For the "interpretation problem" (I'll rename this the "trembling hand problem") suppose that 5 of the 20 people who circled "2" meant to circle "1" while another 5 meant to circle "3" but they all ended up circling 2 because "their hands trembled." (Is this a fair interpretation of your description?) For this problem, too, the observed responses aren't going to be especially skewed or kurtic relative to the true responses, even though they have a lower variance. What is important is how you think the true responses are distributed relative to the observed ones. If the true responses are more or less evenly distributed with respect to the observed ones, then they are not going to make much of a difference for the moments greater than the 2nd. Finally, you can easily run some simulations in Excel, and use the "SKEW" and the "KURT" functions to compare "true" responses with "observed" responses (of hypothetical respondents).
 Sci Advisor HW Helper P: 2,481 From a purely technical point of view, as long as the additional uncertainty is between -1 and +1, shouldn't increasing the power term reduce, not increase, its effect?
 Sci Advisor HW Helper P: 9,396 Of course the idea that assigning numeric values to opinions is utterly flawed in the first place. Why 1-6 for the 6 choices? Why not 1,2,4,6,7,8 as the values?
HW Helper
P: 2,481
Excellent point. Matt, as for the quotation, the farthest I could get is:

 To say that Gell-Mann "discovered" the quark is not quite right. All of his great breakthroughs came from playing with symbols on paper and chalkboards. His most important tools, he liked to say, were pencil, paper, and wastebasket.
from http://www.randomhouse.com/knopf/cat...0&view=excerpt
P: 200
 Quote by EnumaElish The technical terms for the problem(s) you described is measurement error, or errors-in-variable. Let's take each of the problems in turn. For the "rounding problem," suppose 20 people circled option 2. In reality, they might be distributed uniformly from 1.5 to 2.4 with an increment of 0.1. Under this assumption, the observed responses aren't going to be especially skewed or kurtic relative to the true responses, even though they have a lower variance. For the "interpretation problem" (I'll rename this the "trembling hand problem") suppose that 5 of the 20 people who circled "2" meant to circle "1" while another 5 meant to circle "3" but they all ended up circling 2 because "their hands trembled." (Is this a fair interpretation of your description?)
I think it's a good way of thinking about it, though it's more of a trembling-mind problem. For this problem, too, the observed responses aren't going to be especially skewed or kurtic relative to the true responses, even though they have a lower variance.

What is important is how you think the true responses are distributed relative to the observed ones.
 Quote by EnumaElish If the true responses are more or less evenly distributed with respect to the observed ones, then they are not going to make much of a difference for the moments greater than the 2nd. Finally, you can easily run some simulations in Excel, and use the "SKEW" and the "KURT" functions to compare "true" responses with "observed" responses (of hypothetical respondents).
Thanks. I'll try that.

 Quote by matt grime Of course the idea that assigning numeric values to opinions is utterly flawed in the first place. Why 1-6 for the 6 choices? Why not 1,2,4,6,7,8 as the values?
That's a good point. (I don't really have a choice in the matter, it wasn't my team that took the data, but I'll try to address this anyway.) I wouldn't say "utterly flawed", because it's obvious we can order the responses like we can order numbers, i.e. there's probably some kind of 1D continuum when it comes to the answer to "how significant would a breakthrough in solar sails be?", at least if we defined "breakthrough" definitely enough. FYI, here's an example of the key which was on the survey:

significance:
1- trivial
2 - marginal significance
3 - small significance
4 - moderate significance
5 - major significance
6 - revolutionary

Nevertheless, I agree that there's no good reason that (small - marginal) should equal (marginal - trivial), for example. We don't know how large the distances between successive data values is, so we can't do reliable math on this set, making figures such as the mean and the standard deviation (as well as the skewness and the kurtosis) less meaningful.

Perhaps I'm looking at analyzing this data the wrong way. I'd rather not do just the median and mode, since those indicators don't take into account most of the data values, but maybe something like quantiles. Let me know if you guys have any further ideas.
HW Helper
P: 2,481
 Quote by matt grime Of course the idea that assigning numeric values to opinions is utterly flawed in the first place. Why 1-6 for the 6 choices? Why not 1,2,4,6,7,8 as the values?
http://en.wikipedia.org/wiki/Categor...ication_scheme