Monthly Archives: December 2024

In case you want to binge read the (Strong) Likelihood Principle in 2025

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I took a side trip to David Cox’s famous “weighing machine” example” a month ago, an example thought to have caused “a subtle earthquake” in foundations of statistics, because  knew we’d be coming back to it at the end of December when we revisit the (strong) Likelihood Principle [SLP]. It’s been a decade since I published my Statistical Science article on this, Mayo (2014), which includes several commentators, but the issue is still mired in controversy. It’s generally dismissed as an annoying, mind-bending puzzle on which those in statistical foundations tend to hold absurdly strong opinions. Mostly it has been ignored. Yet I sense that 2025 is the year that people will return to it again, given some recent and soon to be published items. This post gives some background, and collects the essential links that you would need if you want to delve into it. Many readers know that each year I return to the issue on New Year’s Eve…. But that’s tomorrow.

By the way, this is not part of our lesurely tour of SIST. In fact, the argument is not even in SIST, although the SLP (or LP) arises a lot. But if you want to go off the beaten track with me to the SLP conundrum, here’s your opportunity. Continue reading

Categories: 10 year memory lane, Likelihood Principle | Leave a comment

[3] December Leisurely Tour Meeting 3: SIST Excursion 3 Tour III

2024 Cruise

We are now at stop 3 on our December leisurely cruise through SIST: Excursion 3 Tour III. I am pasting the slides and video from this session during the LSE Research Seminars in 2020 (from which this cruise derives). (Remember it was early pandemic, and we weren’t so adept with zooming.)  The Higgs discussion clarifies (and defends) a somewhat controversial interpretation of p-values. (If you’re interested in the Higgs discovery, there’s a lot more on this blog you can find with the search. Ben Recht recently blogged that the Higgs discovery did not take place. HEP physicists roundly responded. I would omit the section on “capability and severity” were I to write a second edition, while keeping the duality of tests and CIs. Share your remarks in the comments.

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Categories: 2024 Leisurely Cruise, confidence intervals and tests, LSE PH 500 | Leave a comment

December leisurely cruise “It’s the Methods, Stupid!” Excursion 3 Tour II (3.4-3.6)

2024 Cruise

Welcome to the December leisurely cruise:
Wherever we are sailing, assume that it’s warm. This is an overview of our first set of readings for December from my Statistical Inference as Severe Testing: How to get beyond the statistics wars (CUP 2018): [SIST]–Excursion 3 Tour II–(although I already snuck in one of the examples from 3.4, Cox’s weighing machine). This leisurely cruise is intended to take a whole month to cover one week of readings from my 2020 LSE Seminars, except for December and January which double up. 

What do you think of  “3.6 Hocus-Pocus: P-values Are Not Error probabilities, Are Not Even Frequentist”? This section refers to Jim Berger’s attempted unification of Jeffreys, Neyman and Fisher in 2003. The unification considers testing 2 simple hypotheses using a random sample from a Normal distribution, computing their two P-values, rejecting whichever gets a smaller P-value, and then computing its posterior probability, assuming each gets a prior of .5. This he calls the “Bayesian error probability”. The result violates what he calls the “frequentist principle”. According to Berger Neyman criticized p-values for violating the frequentist principle (SIST p. 186).

Some snapshots from Excursion 3 tour II.

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Categories: 2024 Leisurely Cruise | Leave a comment

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