The Drunkard's Walk: How Randomness Rules Our Lives

Lots of other people have said lots of other things about this book, and for the most part, I agree. If you know a good bit about statistics, then this book is not for you. Moreover, a number of excellent books have appeared over the last couple of years that popularize and explain the Twersky/Kahneman "heuristics and biases" approach to life, so on that side, this book is not truly necessary.But what an explanation of statistics it is! I've read a lot of introductory statistics material over the years (which of course says a good bit about my ability to understand statistics -- or lack thereof). I have NEVER read a book that explains the concepts so well. He explains the "normal curve," and then uses it to explain the underlying intuition behind Bayesian reasoning, the chi-squared test, and significance testing, just to name three. If that was so easy to do, then someone would have done it already. They haven't. Note that what I am talking about is the intuitive notion behind the tests. Lots of books (mostly textbooks) will explain the tests; what they won't do is give you a good intuitive sense of what these tests are doing, and how they work.Mlodinow also communicates with exceptional clarity about the nature of statistical fallacies. For example, Alan Dershowitz argued that admitting evidence of OJ Simpson's abuse of his wife was irrelevant because only a minuscule number of women who are abused are also murdered by their husband. Using the Bayesian test, Mlodinow shows that the true question is: what percentage of women who were abused by their husband and were murdered were actually murdered by someone else?Mlodinow also effectively sets forth the issues of how human beings see order in randomness and randomness where there is order. Of these, by far the more interesting heuristically is the former, and skillfully uses examples (such as random number series) to show how it happens. I agree that he does not as effective a job as others do in surveying all of the heuristics and biases. I think that Predictable Irrational (Dan Ariely), Nudge (Sunstein and Thaler), and Sway (Ori Branfman) are somewhat better than that. But all of these books are short and well-written: quite literally, you can read them all (or listen to them unabridged, as I did), and it will help the concepts stick in your head.But one book that this is clearly superior to is The Black Swan, by Nassim Taleb. Taleb sticks with the "people see order when it's random" problem, but more than anything else, The Black Swan focuses on TALEB, not the problem. Taleb does discuss the problem of not knowing when you have a Gaussian distribution, but his account of the alternative "Mandelbrotian" way of thinking is just opaque (perhaps an occupational hazard, but then he shouldn't do it). I recommend Black Swan as well, but if you have to choose, Drunkard's Walk is better.If you are a specialist in the field, then this book isn't for you. But if you really are a specialist, then the popular books aren't generally for you, either. Read this book if you want to get a good intuitive understanding of what is going on. You can't do better.

A friend who is a journalist recommended me this book over some beers. She quoted as an example the cool fact that Apple made the music selection of the Ipod Shuffle less random so that it would "appear more random" to the listener for not repeating back-to-back the same song or artist. This example shows how we often misinterpret randomness.The book is filled with other interesting situations from the sports world, gambling and a bold bet against an Aussie state lottery, trial by mathematics, education and grading, investing, medical care, and other aspects of our daily lives.The book also recounts in chronological order the major developments in probability and statistics with interesting background information on the mathematician responsible for each breakthrough. At every step the theory is presented in a very simple though meaningful way by use of practical examples.What my journalist friend probably didn't realize is that I am a trained geo-statistician or someone who makes a living by applying probability distribution and statistical analysis to assessing mineral deposits and this gives me special tinted lenses through which I tend to see the world. So here are my pet peeves::1 - The book has a table of contents, an index and notes but it doesn't have a reference section or list of quoted books and papers sorted by author. This has become standard in modern nonfiction books;2 - Randomness is a fascinating subject and the author has researched it well and filled the book with fascinating examples. There was no need for the corny humour;3 - The book explains how the lack of mathematical notation held back for centuries advances in math and science. The equal sign, according to the book, was invented in the year 1557 by the British mathematician Robert Recorde, but the book does not have a single equal sign or a single mathematical expression for that matter. So it puts us back in the 16th century at best;4 - In The Blank Slate Steven Pinker explains how the human brain has a simple built in probability calculator. Of course this calculator often miscalculates. An additional chapter on Mlodinow's book addressing behavioural psychology, the physiology and evolution of this primitive built in probability calculator would be, in my opinion, a great addition.5 - I first read about the "Drunkard's Walk" on the book Full House: The Spread of Excellence from Plato to Darwin by Stephen Jay Gould. In that book the allegory included the drunkard walking down a sidewalk with a wall to the right side and a gutter to the left. As the wall is an impenetrable barrier regardless of the randomness of each stumble (to the right or to the left) the drunkard's future is inevitable:: he will end laying in the gutter. With this allegory and a competent introduction to probability the late Stephen Jay Gould tries to prove that the apparent trend of evolution to climb a ladder of complexity with mankind atop is nothing more than a drunkard's walk contained on one side by the lower limit of complexity in living organisms. I prefer Gould's allegory and in many respects I prefer Full House over Mlodinow's book but Full House is focused in evolutionary biology and - what else ? - baseball.If you never had the chance to study statistics in college or if you did it many years ago and never really practised it here is an entertaining way to get a crash or refresher course. If you, like myself, see things through jaundiced eyes then reach down to the bottom of your pocket and the bottom of your purse and pull out that pair of cheap sunglasses...Leonardo AlvesBelo Horizonte - Brazil - 2010