Be Consistent—Your Life Depends on It.

In the world of statistics, when we're trying to figure something out—like the true weight of an object or the average height of a population—one of the best qualities our method can have is consistency. It's a simple but powerful idea: the more data we collect, the closer our estimate gets to the real answer. If I'm using a scale that's a tiny bit off, my first few readings might be a little wonky. But if I keep weighing that object, again and again, and average those readings, I’m going to zero-in on its actual weight.

It struck me recently how perfectly this applies to, well, life. Whether I'm trying to learn a new skill, build a career, or work towards any personal goal, progress isn't usually a lightning strike. It’s something that happens over time, built on steady, repeated effort. The more I show up and put in the work, the closer I get to where I want to be. It’s just like in estimation: success in life hinges on that same principle of consistency.

The Real Power is in Small, Consistent Efforts

Think about two people who decide they want to get in shape. One goes all-out, spending hours at the gym on day one, pushing themselves to the limit. By next week, they're exhausted, maybe even injured, and the motivation is gone. The other person starts smaller. Maybe it’s a brisk 30-minute walk each morning, gradually adding a few push-ups, then some light weights. They’re building a sustainable habit, and over months, their strength and endurance noticeably improve. Who do you think is in better shape six months later?

Life tends to reward those of us who show up regularly, not just those who sprint hard and then stop. It’s the same in estimation theory. A single data point can be an outlier, throwing things off. But as more data comes in, our estimate becomes more reliable, more trustworthy. Success works like that too. My first few attempts at something new might be rough, even a bit embarrassing, but with enough repetition, I get better. We all do.

Adjusting Course: How Feedback Shapes Our Estimates (and Lives)

In statistics, we talk about bias – that’s when our estimator consistently guesses too high or too low. If my method is always off in one direction, I need to adjust my approach. This principle of iterative adjustment mirrors our experiences in life so clearly. Maybe I start a business, and my first product just doesn't sell. Instead of throwing in the towel, I’d look at the feedback, figure out what went wrong, tweak my strategy, and try again. Over time, by repeating this cycle of trying, getting feedback, and adjusting, I’d refine my approach until I found what works.

This is the narrative behind almost every success story I can think of. Writers, musicians, entrepreneurs, athletes – they all go through these cycles of trial, error, and adjustment. The magic isn't in getting it perfect from the start; it's in the willingness to keep iterating and improving.

Why Bumpy Rides Don't Get You Far: Stability Over Fluctuation

A high-variance estimator in statistics is one that jumps all over the place, making its predictions pretty unreliable. In life, inconsistency creates the same kind of problem. If I cram for an exam for a solid week but then don't open a book for a month, that knowledge starts to fade. If I work diligently on a project but then take long, unproductive breaks, I lose momentum. Consistency isn't just about the effort itself; it's about making steady, manageable progress over time.

I like to think of it like compound interest. Investing a little bit consistently leads to significant growth in the long run. The same applies to learning a new language, building strong relationships, or developing expertise in any field. Real, lasting success isn’t usually about those short, intense bursts; it’s about the steady, accumulated effort over months and even years.

Trusting the Process: Life's Law of Large Numbers

One of the most fundamental ideas in probability and estimation is the Law of Large Numbers. Basically, it says that the more times you try something, the closer your average result will get to the true, underlying value. It’s why casinos always make money in the long run. Each individual bet is uncertain, but over thousands and thousands of bets, the odds reliably play out in their favor.

Life isn't so different. If I judge myself based on a single failure, I might convince myself I’m not cut out for something. But if I step back and look at the bigger picture—the hundreds or thousands of times I’ve tried, learned, and grown—I start to realize that success is almost inevitable if I just keep going.

The Main Takeaway: Just Keep Showing Up

Ultimately, in both statistical estimation and in life, consistency is the name of the game. It’s not about having the perfect plan from day one or achieving instant mastery. It’s about making those small, steady improvements, day in and day out. The more I show up, learn from my mistakes, and refine my approach, the closer I get to my goal.

So, whether you're training for a marathon, launching that business you've been dreaming of, or just trying to learn a new skill, remember this: keep going, even when progress feels slow or invisible. Just like a good statistical estimator, the truth of your efforts—your success—will reveal itself over time, as long as you stay consistent.