Today is Jerzy Neyman’s Birthday (April 16, 1894 – August 5, 1981). I am posting a brief excerpt and a link to a paper of his that I hadn’t posted before: Neyman, J. (1962), ‘Two Breakthroughs in the Theory of Statistical Decision Making‘ [i] It’s chock full of ideas and arguments, but the one that interests me at the moment is Neyman’s conception of “his breakthrough”, in relation to a certain concept of “inference”. “In the present paper” he tells us, “the term ‘inferential theory’…will be used to describe the attempts to solve the Bayes’ problem with a reference to confidence, beliefs, etc., through some supplementation …either a substitute a priori distribution [exemplified by the so called principle of insufficient reason] or a new measure of uncertainty” such as Fisher’s fiducial probability. Now Neyman always distinguishes his error statistical performance conception from Bayesian and Fiducial probabilisms [ii]. The surprising twist here is semantical and the culprit is none other than…Allan Birnbaum. Yet Birnbaum gets short shrift, and no mention is made of our favorite “breakthrough” (or did I miss it?). [iii] I’ll explain in later stages of this post & in comments…(so please check back); I don’t want to miss the start of the birthday party in honor of Neyman, and it’s already 8:30 p.m in Berkeley!
Note: In this article,”attacks” on various statistical “fronts” refers to ways of attacking problems in one or another statistical research program. HAPPY BIRTHDAY NEYMAN! Continue reading
3 years ago…
MONTHLY MEMORY LANE: 3 years ago: April 2015. I mark in red 3-4 posts from each month that seem most apt for general background on key issues in this blog, excluding those reblogged recently, and in green up to 3 others of general relevance to philosophy of statistics (in months where I’ve blogged a lot). Posts that are part of a “unit” or a group count as one.
- 04/01 Are scientists really ready for ‘retraction offsets’ to advance ‘aggregate reproducibility’? (let alone ‘precautionary withdrawals’)
- 04/04 Joan Clarke, Turing, I.J. Good, and “that after-dinner comedy hour…”
- 04/08 Heads I win, tails you lose? Meehl and many Popperians get this wrong (about severe tests)!
- 04/13 Philosophy of Statistics Comes to the Big Apple! APS 2015 Annual Convention — NYC
- 04/16 A. Spanos: Jerzy Neyman and his Enduring Legacy
- 04/18 Neyman: Distinguishing tests of statistical hypotheses and tests of significance might have been a lapse of someone’s pen
- 04/22 NEYMAN: “Note on an Article by Sir Ronald Fisher” (3 uses for power, Fisher’s fiducial argument)
- 04/24 “Statistical Concepts in Their Relation to Reality” by E.S. Pearson
- 04/27 3 YEARS AGO (APRIL 2012): MEMORY LANE
- 04/30 96% Error in “Expert” Testimony Based on Probability of Hair Matches: It’s all Junk!
 Monthly memory lanes began at the blog’s 3-year anniversary in Sept, 2014.
 New Rule, July 30,2016, March 30,2017 -a very convenient way to allow data-dependent choices (note why it’s legit in selecting blog posts, on severity grounds).
I predicted that the degree of agreement behind the ASA’s “6 principles” on p-values , partial as it was,was unlikely to be replicated when it came to most of the “other approaches” with which some would supplement or replace significance tests– notably Bayesian updating, Bayes factors, or likelihood ratios (confidence intervals are dual to hypotheses tests). [My commentary is here.] So now they may be advising a “hold off” or “go slow” approach until some consilience is achieved. Is that it? There’s word that the ASA will hold meeting where the other approaches are put through their paces. I don’t know when. I was tweeted an article about the background chatter taking place behind the scenes; I wasn’t one of people interviewed for this. Here are some excerpts, I may add more later after it has had time to sink in.
“Restoring Credibility in Statistical Science: Proceed with Caution Until a Balanced Critique Is In”
J. Hossiason Continue reading