The Drunkard's Walk: How Randomness Rules Our Lives

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.

Human beings naturally attempt to make sense of their world and circumstances by looking for patterns in the events that occur in their lives, but Leonard Mlodinow thinks that in many cases we are mistaken when we do so. In "The Drunkard's Walk," Mlodinow uses examples from baseball, lotteries, elections, the stock market, and health care to demonstrate that most people don't have a proper view of probability and chance and that randomness plays a larger part in our lives than we believe (or want to believe). Even though this is an applied math book, it is very accessible--the author does a great job of explaining concepts like regression to the mean and the bell curve, and how the latter is often used to make sense of social data. The author uses probability to demonstrate why it is dangerous to judge ability from short-term results. There does seem to be a conflicting message on success. Mlodinow rightly explains the role of persistence in success, but then goes a little too far in asserting that success and salaries are random--in most areas of life, virtue and reward go hand in hand, even if the correlation is not perfect. The author uses the example of actors to make his point, but this is deceptive, as certainly randomness will play a much larger role when many people are trying to break into such an overcrowded and exceptionally competitive field. In perhaps the most arresting part of the book, the author quotes a mathematician who states that in an infinitely large sequence of random zeroes and ones, one could expect several sequences of one million consecutive zeroes. This seems unbelievable, but could explain why a few people seem preternaturally lucky and a few others seem cursed. If you are like most of us who have hung out on this planet for a few decades, though, you have had a lot of both good luck and bad luck and probably have had one year in which you received a lot of wholly undeserved good fortune and one year in which you seemed completely snakebit. "The Drunkard's Walk" shows that life is random, but imparts an important message: persistence is important--the longer you persevere at a task, the better your chances of arriving at the pass at which randomness works in your favor.

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.

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.

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.

Another book trying to escape a book. Mlodinow desperately wants to push the theme: humans make errors because they are not only not wired to incorporate random outcomes in their analysis, but also are wired to impart patterns to outcomes that are actually random. The law of small numbers is an example of this. This is the double wammy that makes us dumber than rats in some behavioral studies. Unfortunately, the author barely comes close. Instead, 80% of the book covers the history of probabilistic thinking through statistics through the mathematics of error which culminates into the useful math of statistical mechanics. The stories and anecdotes, Dr. Mlodinow (who has collaborated twice with Hawking!) relates are wonderful and well-told. The progression is thoughtful and coherent and interesting. Yet, the text stops well short of the math of "decision analysis,"which makes the chit-chat on poor human thinking beneath many other authors from both breezy and mathematical perspectives. The modern editorial decision to exclude even one mathematical expression from a book on mathematics or even an illustration limits the work. While the book might read well on a Kindle(tm), books on this topic should be on an iPad/web with hyperlinks. The irony of an exceptionally intelligent author writing about the limits of human action, using weak tools that he emasculates even further, doesn't bring a smile to my face. While this review sounds negative, it should be noted that The Drunkard's Walk is better than the average pop science/math book. Learning about Cardano's development of outcomes in a sample space was inspiring and the restatement of the importance of Bayes, without putting him down, was uplifting. This helped counter the exasperation of reading about Bernoulli's golden theorem four times without being told what it was. De Moivre was mentioned and more could have been said of Polya's role in fully proving De Moivre's Central Limit Theorem, but 20th century math doesn't exist in the book! In summary, Mlodinow's book joins other pop books in providing one very important value: it is a quick read that provides scaffolding for a reader, not to go further intentionally, but to allow advanced work a home in the brain later. For example, decades ago, if I had known of Riemann's great contribution to geometry, I would have realized in the years ahead why I was being taught particular items and they would have stuck better.

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.

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.