CMP.9:8 - Common Anti-Patterns and How to Avoid Them

Tempting move	Failure	Useful repair
Sample a convenient law and average without correction	The estimate converges to another quantity.	Derive the weighting or acceptance operation.
Call repeated rows independent draws	Shared randomness or chain state can preserve dependence.	Model their joint generation and its error consequence.
Assume stationary means already equilibrated	The initial transient can remain large.	Establish sufficient mixing or qualify the finite result.
Inspect a fixed-n interval until it looks decisive	Its original coverage need not survive optional stopping.	Fix the sample size or use a compatible sequential bound.
Replace uniform records by uniform entities silently	Multiplicity changes inclusion probabilities.	Change the sampling unit and its obtaining algorithm.