I was reading this interview Of Erich Lehmann yesterday: “A Conversation with Erich L. Lehmann”
Lehmann: …I read over and over again that hypothesis testing is dead as a door nail, that nobody does hypothesis testing. I talk to Julie and she says that in the behaviorial sciences, hypothesis testing is what they do the most. All my statistical life, I have been interested in three different types of things: testing, point estimation, and confidence-interval estimation. There is not a year that somebody doesn’t tell me that two of them are total nonsense and only the third one makes sense. But which one they pick changes from year to year. [Laughs] (p.151)…..
DeGroot: …It has always amazed me about statistics that we argue among ourselves about which of our basic techniques are of practical value. It seems to me that in other areas one can argue about whether a methodology is going to prove to be useful, but people would agree whether a technique is useful in practice. But in statistics, as you say, some people believe that confidence intervals are the only procedures that make any sense on practical grounds, and others think they have no practical value whatsoever. I find it kind of spooky to be in such a field.
Lehmann: After a while you get used to it. If somebody attacks one of these, I just know that next year I’m going to get one who will be on the other side. (pp.151-2)
Emphasis is mine.
I’m reminded of this post.
Morris H. DeGroot, Statistical Science, 1986, Vol. 1, No.2, 243-258