The Drunkard's Walk: How Randomness Rules Our Lives

As a teacher of high school mathematics and statistics, I have read many such books on the subject at hand. Few of them are as readable and enjoyable as The Drunkard's Walk. What Mlodinow's brings to the table is a great sense of humor and a writing style that is entertaining and engaging, with great stories to go along with the mathematical ideas he shares. He brings in historical anecdotes and psychological research to highlight how mathematical truth and human perception clash. I found myself very impressed by his ability to bring in the perfect study or story to illustrate a point. Essentially, the book is a course in Statistics 101, but reading it, you'd never know. It is geared to the average intelligent reader, but there are few mathematical formulas or abstractions. Enjoy! Other related books and how they compare: Against the Gods- The Remarkable Story of Risk: Much drier. More detail, less fun. Fooled By Randomness: Arrogant writing style, too philosophical for my taste. Focus on the markets. Damn Lies and Statistics: Narrow focus on how Statistics can mislead. Good examples, though not as entertaining. Chances Are: A good read, similar content, though this is more engaging. Innumeracy: A must read classic by Paulos. Predictably Irrational: Fun book, similar style but more about behavioral economics (overlaps last chapter of this book) Sway: Pretty good, but not as overarching as Predictably Irrational SuperCrunchers: Unimpressive book that I thought didn't prove thesis well.

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 Alves Belo Horizonte - Brazil - 2010

In "The Drunkard's Walk," CalTech physics professor Leonard Mlodinow goes about explaining probability and statistics in very simple terms, accessible to most anyone with a yearning to know about the subject. Each topic is discussed in its historical context, so you get a good sense of not just the all-important "what" but also who, why and how. The anecdotal presentation of the otherwise dry mathematical topics makes for an interesting, easy, and pleasurable read (without the condescending tone of similar books, e.g. Innumeracy ), though without any equations, your ability to use most of the material is limited. The way Mlodinow presents the topic is certainly thought-provoking and philosophical, but I would urge the reader to remain a bit skeptical. Just as I do not believe in an invisible man in the sky, I similarly refuse to believe that everything I do subject to some other unseen force that decides at a whim whether or not I am successful or not in an undertaking. I guess I lean pretty far to the deterministic viewpoint, but in the context of Mlodinow's arguments, I think "randomness" is a nice way of saying "ignorance." Everything is causal- the outcome of rolling dice, flipping coins, or dealing cards can be predicted with the equations that describe motion- the problem lies in not knowing precisely and exactly the initial conditions and all of the forces during the event (e.g., wind), so to make up for our ignorance we have the field of probability, which tries to use the statistics of past events to predict the future. We can abstract the simple event of flipping a coin to other things, including the most irrational and unpredictable of them all- human behavior- which is where Mlodinow eventually takes his readers. Everything in life, including driving on the highways, winning and losing in the stock market, sports, decision making, perceptions of other humans, music, movies, etc., exhibits "randomness" (also chaos - the so-called butterfly effect, which is not randomness), and we are encouraged to step back and be a little more thoughtful about what is happening around us, and, as the book is ended, to be thankful for the good fortunes we have had thus far. Anyway, I thought this was a great book. I would recommend it to just about anyone.

Thumbs up. What was the chance of that? (Amazon knows, bet on that) This book introduces readers to random process, probability and statistics from a very familiar day-to-day point of view with no math or formula. The story roughly follows the history of development of probability and statistics and is built with historical tales and modern day stories of how, like it or not, randomness is an integral part of our lives. Many examples of fallacies of human thought illustrate how human brain is not wired to think in probabilities. We are talking about gross systematic mistakes made by humans, including doctors in diagnosis and treatment, judges in weighing evidence, by PhDs, Wall Street experts, etc. This is the science that requires gambler's intuition rather than a scientific mind. This is the science that has significantly advanced most other physical and social sciences. This is the science that modern day business, government, and medicine heavily depend on, indeed is part of our everyday life. From the book, originally from a real game show: say you are presented with three doors, behind one is a car to win, nothing behind others. You select one door. Without opening that door, the game show host helps you improve your decision by opening one of the other doors with no car behind it, and let's you make another choice: either stay with the originally selected door or switch to the other unopened door. Should you switch? If you think it does not matter whether you switch or stay, you think the same way as many (including myself initially), but are wrong. More amazing thought provoking examples about conditional probabilities, false positives and false negatives, measurement errors, etc. But you get the point.

First, if you are bad at math,like me, most of this book is beyond reach or can at best be half understood. While he writes well, and makes a great effort to be clear, his talents can't overcome my brain wiring.(I have read over the Monty Hall deal three times and still don't get it). But when my knowledge and his explanations sync, there are great insights : regression to the mean(in any series of random events an exrtraordinary one is most likely to be followed by an ordinary one by chance; the insight is used in explaining how we confuse cause and effect); good thoughts on availability and confirmation bias; thoughts on why some businesses do well and others do not(same territory as "The Halo Effect"). But the gem is the last chapter, its title the same as the book's, where he says:give yourself a break, stuff happens both bad and good for no reason other than it does, but never forget that success may come your way if you are open to the universe and keep swinging away. "What I've learned , above all, is to keep marching forward because the best news is that since chance does play a role, one important factor in success is under our control: the number of at bats, the number of chances taken, the number of opportunities seized...or as IBM pioneer Thomas Watson said,"If you want to succeed, double your failure rate." The chapter is worth the price of the book.

“If you want to succeed, double your failure. Even a coin weighted toward failure will sometimes land on success”. The Drunkard’s Walk by Leonard Mlodinow illustrates the role of randomness in our lives. Randomness is one of the most dependable forces at work around us. This book was captivating from the perspective of a psychology major, but anyone with a basic knowledge of mathematics and probability would benefit from picking up this book. It doesn’t focus on explaining one event, but rather examines wide spread models of randomness’ reach. Our mistakes in logic have impacts from the court system to college football. Mlodinow explains the impact of randomness for the most wealthy to the most impoverished, and reminds us of our biases towards the two. General psychology teaches us that we all look for patterns to understand the randomness in our lives. This book expands on the principle of heuristics, and advises us to appreciate the randomness that affects us positively rather than negatively. The Drunkard's Walk meshes with our knowledge of Skinner’s pigeons and rats by explaining how our predictable mental processes can so easily fail us. Leonard Mlodinow explores the predictability of randomness and its impact on the movie industry, college football, and so much more. Success operates on a continuum and regression towards the mean calls for periods of both extreme failure and success. Mlodinow tells us that our inability to understand this continuum results in college coaches fired for less successful seasons and famous movie producers given the boot when their good luck suddenly runs dry. It was discovered later on that first-in-commands have little to do with the success of their respective fields. Our biases and misconceptions can rule our lives unless we account for them. This book address questions like: how can something so obvious be wrong? Mlodinow explains how our misinterpretation of probabilities have greatly tainted our legal system. Simple mathematical mistakes are “enough to sober up anyone drunk on feelings of cultural superiority”. These mistakes are enough to bring ‘beyond reasonable doubt’ back into question. OJ Simpson’s trial and the Pearl Harbor attacks are re-calculated to show how previous mistakes in logic can seem so obvious in reverse. The clever selection of gripping anecdotes will keep me coming back to this book. Mlodinow proves that it’s possible to win the lottery if we gather enough people together to outsmart the system. He uncovers why the most wealthy people in the world are no smarter than you and me, and he does it with great wit and humor. Overall, he urges us to judge each other by our qualities, and not the results we obtain. This book opened my eyes to the randomness working in my life and all around me. Are my most successful moments pure serendipity? Mlodinow succeeds in taking the ancient logic of philosophers and basic knowledge in mathematics and uses it to disprove most everything I trusted to be grounded in strong rationale. From social physics to prosecutor's fallacy, it’s hard to see anything the way I used to.

Promising prologue "... when chance is involved, people's thought processes are often seriously flawed .... [this book] is about the principles that govern chance, the development of those ideas, and the way they play out in business, medicine, economics, sports, ..." but a disappointing book. The book consists of a range of topics already well covered in a dozen previous popular science style books: history of probability (Cardano, Pascal, Bernoulli, Laplace, de Moivre) and of demographic and economic data; statistical logic (Bayes rule and false positives/negatives; Galton and the regression fallacy, normal curve and measurement error, mistaking random variation as being caused); overstating predictability in business affairs (past success doesn't ensure future success) and perennials such as Monty Hall, the gambler's fallacy, and hot hands. These topics are presented in a way that's easy to read -- historical stories, anecdotes and experiments, with almost no mathematics. So it's a perfectly acceptable read if you haven't seen any of this material before before, but it doesn't bring any novel content or viewpoint to the table. Other books are equally informative and well written but have more interesting individual focus and panache: Dicing with Death: Chance, Risk and Health shows hows to add analysis to anecdote, Against the Gods: The Remarkable Story of Risk has more intellectual discipline (staying focused on the current topic), Struck by Lightning: The Curious World of Probabilities gives a thorough treatment of implications of textbook theory, The Jungles of Randomness: A Mathematical Safari gives snippets of contemporary research, Chances Are: Adventures in Probability has less hackneyed history, and Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets is an engagingly opinionated view of chance in the stock market and life.

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.

I was surprised to learn that the Greeks did not have a theory of probability. Their belief "that the future unfolded according to the will of the gods" and their taste for "absolute truth" did not encourage the study of chance. Where pristine philosophy failed, the more grubby pastime of gambling succeeded in motivating probability theory. And, in true statistical style, it only took a handful of gamblers out of a large enough sample to get things going. Today we might as well be Greeks for all that we understand or even recognize uncertainty. Even if we do not share the view that everything happens for a reason, it is still easy to ignore the role chance plays in our lives. We humans, with our big brains and clever language and propensity for story telling, are well equipped for this kind of failure. When it comes to recognizing randomness, we can be "outperformed by a rat". If this fact piques your curiosity or lowers your self-esteem, read on, and this superb book should satisfy one and restore the other. It is anything but a drunkard's walk through an intellectual maze. Mathematics, the social sciences, psychology, economics, brain studies, all contribute to the modern understanding of this fascinating area. By the end, several important ideas should have become straightened out into the intellectual equivalent of broad, tree-lined avenues, and you might agree with a quotation from Max Born: "Chance is a more fundamental conception than causality." First off, do not panic. Even a Harvard professor specializing in probability and statistics admits we're not cut out for this kind of thinking - which makes Mlodinow's achievement in writing an entertaining book from which you can actually learn something all the more remarkable. For example, I've come across the Monty Hall problem before, and thought I'd understood it, sort of, although it was like having to read a novel by following the words with my finger. This time, it was easier, partly to do with the way in which Mlodinow introduces the concept of the sample space and breaks down the problem into manageable pieces, and partly because his style is so engaging. It helps that he writes in the first person, and is neither afraid to draw on personal experience nor cringe making when he does so. One major theme is the "fundamental clash between our need to feel we are in control and our ability to recognize randomness." Research by scientists like Kahneman and Tversky shows how deep-rooted this is. Most of us have been duped by optical illusions, but while these "seldom have much relevance in our everyday world" cognitive biases or systematic errors, on the other hand, "play an important role in human decision making." For example, confirmation bias occurs when we attempt to prove our ideas correct instead of searching for ways to prove them wrong, and "it presents a major impediment to our ability to break free from the misinterpretation of randomness." Abstract notions are never allowed to wander far before being pinned down by concrete illustrations, often taken from remarkably current affairs. There are two graphs - proper sciency pictures with numbers and axes and everything - which are striking in their portrayal of a startling truth: they show the performance of fund managers over two five-year periods, and while one is a nice orderly ranking from good to bad, the other looks "like random noise". You could have no better illustration of the small print that past performance is no guide to future returns - so why do we pay huge fees to these so-called experts to manage our money, when a large chunk of their "performance" is down to luck? It is salutary to learn that even Wall Street superstars cannot consistently beat the average market return. "People systematically fail to see the role of chance in the success of ventures": the CEO of Merrill Lynch could one year "be celebrated as the risk-taking genius responsible" for the company's success and then, "after the credit market collapsed, derided as the risk-taking cowboy responsible" for its failure. These are important lessons to learn, especially now that even red-blooded capitalists are beginning to question the stratospheric pay packets of financiers. We need to move beyond "the deterministic view of the marketplace" in which "it is mainly the intrinsic qualities of the person or the product that governs success." The "nondeterministic view" - not confined to the stock market - holds that "there are many high-quality but unknown books, singers, actors, and what makes one or another come to stand out is largely a conspiracy of random and minor factors - that is, luck. In this view the traditional executives are just spinning their wheels." Such a wholesale change in our thinking seems too much to hope for, given how much "we rely on gut instinct" in everyday life and how tempting it is to see purpose where there is none, to "pay lip service to the concept of chance" but to "behave as though chance events are subject to control." Uncertainty is a modern sin that dare not speak its name. There are always pundits on hand to explain the past and prophesy the future, to nurture some of society's "shared illusions". If you want to "learn to view both explanations and prophecies with skepticism" then the "Drunkard's Walk" is an excellent introduction.

This is one of the boks you can read with pleasure and have a laugh while learning something important. The content is very well written and easy to follow, while having little funny bits added by the autor that make this book one of the best I have ever read.

Magnificent... I don't know where to start so I will go randomly! I guess that's what universe or whatever lies beyond and further might have thought to itself before <insert randomly> choosing planet earth from numerous others while placing it 'perfectly' (read randomly instead) for life as we think we know it... That is exactly what this book describes. We know even evolution had chance element at its heart. The author is truly brilliant as probability, randomness and statistics are not very well received or learnt subjects even today but reading these topics from this book was a breeze. However truth be told, two-three examples I found were little dense in the book or its possible I have not been able to follow but abstractions had helped in understanding those as well. I will go back to the book sometime later anyway. There are stories picked up to narrate why determinism is not what is everywhere...but it is what we seek and how things that seem absolute are in reality only the probability distributions (like how we know from uncertainty principle & schroedinger's observation theory as well anyway..although these are my conjecture). But we, because of our developed biases try to make it definitive. So many stories are mentioned of tremendous success, so few you could believe had to do with measuring talent by results after reading the book. It is like strings of events/non-events going on & on & on endlessly, mindlessly, randomly, hopelessly, meaninglessly and we just have happened to be somewhere along, around, under, over, hanging, running on those strings trying to make our way by thinking that probabilities & patterns are absolute or deterministic. The examples of 1) mathematical expectation, 2) infinite sequence of zeroes and ones could produce what seem to be definitive patterns, 3) the probabilities of success explained through the story of a successful market analyst and 4) finding theft, fraud, anomaly through pascal's triangle or bell curve were like the light switch!!

This book builds, chapter by chapter, on how probability and statistics come to become a thing, and how our understand of this field still bother us, since we have a really hard time ceasing from using our intuition. This is worth reading from anyone that have a need to better understanding chance/randomness and how this affect our life and way to see the world. As a data analyst I find this very useful.

It is not so easy to find books about those topics, like e.g. Bayesian reasoning without ending up reading some tedious scientific accounts full of complicated formulas, yet not getting anything of the substance of the ideas discussed. This one is not like that. It reads like a novel, yet provides a lot of insight into the topic of randomness. Well done, Mr. Mlodinow!