Watson (2001) calls the male advantage in aimed throwing one of the "largest reliable human sex differences known." Watson argues that these differences can not be strictly learned, citing studies of pre-sports-age children and differential ability between hetero- and homosexual matched pairs of men and women (Beer & Fleming, 1989; Hall & Kimura, 1995 respectively). More evidence for an "innate" difference in throwing ability is Duffy et al (2004, PDF), who found that time spent playing darts did not explain gender differences in dart-throwing performance.
I do not throw well. I have had very little experience with throwing, and most of my childhood was spent with a deeply ingrained distrust for sports of any kind, so it's not particularly surprising, and (in my case) not easily explained by gender. The thing I found most interesting about Watson's argument was that brain processing was given such high priority in throwing ability: the window for releasing a thrown object for accurate aiming was given as 1 to 10 ms. I can't come up with a particularly reasonable argument for "no innate difference" in throwing ability given this evidence, but I do question the causality suggested. Do men have greater throwing ability because they have better spatial sense, or do they have better spatial sense because they throw things? Sex differences on spatial tasks have been shown to be malleable (10/9/07), moreso than the throwing differences discussed here.
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