3 years ago…
MONTHLY MEMORY LANE: 3 years ago: August 2015. I mark in red 3-4 posts 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 relevance to philosophy of statistics . Posts that are part of a “unit” or a group count as one.
- 08/05 Neyman: Distinguishing tests of statistical hypotheses and tests of significance might have been a lapse of someone’s pen
- 08/08 Statistical Theater of the Absurd: “Stat on a Hot Tin Roof”
- 08/11 A. Spanos: Egon Pearson’s Neglected Contributions to Statistics (recently reblogged)
- 08/14 Performance or Probativeness? E.S. Pearson’s Statistical Philosophy
- 08/15 Severity in a Likelihood Text by Charles Rohde
- 08/19 Statistics, the Spooky Science
- 08/20 How to avoid making mountains out of molehills, using power/severity
- 08/24 3 YEARS AGO (AUGUST 2012): MEMORY LANE
- 08/31 The Paradox of Replication, and the vindication of the P-value (but she can go deeper) 9/2/15 update (ii)
 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).
Continuing with the discussion of E.S. Pearson in honor of his birthday:
Egon Pearson’s Neglected Contributions to Statistics
by Aris Spanos
Egon Pearson (11 August 1895 – 12 June 1980), is widely known today for his contribution in recasting of Fisher’s significance testing into the Neyman-Pearson (1933) theory of hypothesis testing. Occasionally, he is also credited with contributions in promoting statistical methods in industry and in the history of modern statistics; see Bartlett (1981). What is rarely mentioned is Egon’s early pioneering work on:
(i) specification: the need to state explicitly the inductive premises of one’s inferences,
(ii) robustness: evaluating the ‘sensitivity’ of inferential procedures to departures from the Normality assumption, as well as
(iii) Mis-Specification (M-S) testing: probing for potential departures from the Normality assumption.
Arguably, modern frequentist inference began with the development of various finite sample inference procedures, initially by William Gosset (1908) [of the Student’s t fame] and then Fisher (1915, 1921, 1922a-b). These inference procedures revolved around a particular statistical model, known today as the simple Normal model: Continue reading
E.S. Pearson: 11 Aug 1895-12 June 1980.
Today is Egon Pearson’s birthday. In honor of his birthday, I am posting “Statistical Concepts in Their Relation to Reality” (Pearson 1955). I’ve posted it several times over the years, but always find a new gem or two, despite its being so short. E. Pearson rejected some of the familiar tenets that have come to be associated with Neyman and Pearson (N-P) statistical tests, notably the idea that the essential justification for tests resides in a long-run control of rates of erroneous interpretations–what he termed the “behavioral” rationale of tests. In an unpublished letter E. Pearson wrote to Birnbaum (1974), he talks about N-P theory admitting of two interpretations: behavioral and evidential:
“I think you will pick up here and there in my own papers signs of evidentiality, and you can say now that we or I should have stated clearly the difference between the behavioral and evidential interpretations. Certainly we have suffered since in the way the people have concentrated (to an absurd extent often) on behavioral interpretations”.