Most Important – Simpson’s Paradox

This is in my “Top 10 things to learn as an adult”:

Understanding of this paradox is of utmost importance. This counterintuitive phenomenon shows how aggregating data without considering underlying group structures can lead to the wrong conclusion. Often, the aggregation is implicit – “just include everyone”.

The above image is from “The Book of Why” by Judea Pearl https://www.amazon.com/Book-Why-Science-Cause-Effect/dp/1541698967/

Another set of interesting examples is from wikipedia – the UC Berkeley gender bias case is interesting. As well as the “sign reversal” explanation, and the psychological effects.