Error Statistics

It’s the Methods, Stupid: Excerpt from Excursion 3 Tour II (Mayo 2018, CUP)

Tour II It’s the Methods, Stupid

There is perhaps in current literature a tendency to speak of the Neyman–Pearson contributions as some static system, rather than as part of the historical process of development of thought on statistical theory which is and will always go on. (Pearson 1962, 276)

This goes for Fisherian contributions as well. Unlike museums, we won’ t remain static. The lesson from Tour I of this Excursion is that Fisherian and Neyman– Pearsonian tests may be seen as offering clusters of methods appropriate for different contexts within the large taxonomy of statistical inquiries. There is an overarching pattern:

Just as with the use of measuring instruments, applied to the specific case, we employ the performance features to make inferences about aspects of the particular thing that is measured, aspects that the measuring tool is appropriately capable of revealing. (Mayo and Cox 2006, p. 84)

This information is used to ascertain what claims have, and have not, passed severely, post-data. Any such proposed inferential use of error probabilities gives considerable fodder for criticism from various tribes of Fisherians,Neyman– Pearsonians, and Bayesians. We can hear them now:

How can we reply? To begin, we need to uncover how the charges originate in traditional philosophies long associated with error statistical tools. That’ s the focus of Tour II.

Only then do we have a shot at decoupling traditional philosophies from those tools in order to use them appropriately today. This is especially so when the traditional foundations stand on such wobbly grounds, grounds largely rejected by founders of the tools. There is a philosophical disagreement between Fisher and Neyman, but it differs importantly from the ones that you’re presented with and which are widely accepted and repeated in scholarly and popular treatises on significance tests. Neo-Fisherians and N-P theorists, keeping to their tribes, forfeit notions that would improve their methods (e.g., for Fisherians: explicit alternatives, with corresponding notions of sensitivity, and distinguishing statistical and substantive hypotheses; for N-P theorists, making error probabilities relevant for inference in the case at hand).

The spadework on this tour will be almost entirely conceptual: we won’t be arguing for or against any one view. We begin in Section 3.4 by unearthing the basis for some classic counterintuitive inferences thought to be licensed by either Fisherian or N-P tests. That many are humorous doesn’t mean disentangling their puzzles is straightforward; a medium to heavy shovel is recommended. We can switch to a light to medium shovel in Section 3.5: excavations of the evidential versus behavioral divide between Fisher and N-P turn out to be mostly built on sand. As David Cox observes, Fisher is often more performance-oriented in practice, but not in theory, while the reverse is true for Neyman and Pearson. At times, Neyman exaggerates the behavioristic conception just to accentuate how much Fisher’s tests need reining in. Likewise, Fisher can be spotted running away from his earlier behavioristic positions just to derogate the new N-P movement, whose popularity threatened to eclipse the statistics program that was, after all, his baby. Taking the polemics of Fisher and Neyman at face value, many are unaware how much they are based on personality and professional disputes. Hearing the actual voices of Fisher, Neyman, and Pearson (F and N-P), you don’ t have to accept the gospel of “what the founders really thought.” Still, there’ s an entrenched history and philosophy of F and N-P: A thick-skinned jacket is recommended. On our third stop (Section 3.6) we witness a bit of magic. The very concept of an error probability gets redefined and, hey presto!, a reconciliation between Jeff reys, Fisher, and Neyman is forged. Wear easily removed shoes and take a stiff walking stick. The Unificationist tribes tend to live near underground springs and lakeshore bounds; in the heady magic, visitors have been known to accidentally fall into a pool of quicksand.

3.4 Some Howlers and Chestnuts of Statistical Tests

The well-known definition of a statistician as someone whose aim in life is to be wrong in exactly 5 per cent of everything they do misses its target. (Sir David Cox 2006a, p. 197)

Showing that a method’s stipulations could countenance absurd or counterintuitive results is a perfectly legitimate mode of criticism. I reserve the term “howler” for common criticisms based on logical fallacies or conceptual misunderstandings. Other cases are better seen as chestnuts – puzzles that the founders of statistical tests never cleared up explicitly. Whether you choose to see my “howler” as a “chestnut” is up to you. Under each exhibit is the purported basis for the joke……

TO KEEP READING, SEE Mayo (2018, CUP): Statistical Inference as Severe Testing: How to Get Beyond the Statistics Wars.

Where are you in the journey?  

 

 

Categories: Error Statistics, Statistical Inference as Severe Testing | 4 Comments

Memento & Quiz (on SEV): Excursion 3, Tour I

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As you enjoy the weekend discussion & concert in the Captain’s Central Limit Library & Lounge, your Tour Guide has prepared a brief overview of Excursion 3 Tour I, and a short (semi-severe) quiz on severity, based on exhibit (i).*

 

We move from Popper through a gallery on “Data Analysis in the 1919 Eclipse tests of the General Theory of Relativity (GTR)” (3.1) which leads to the main gallery on the origin of statistical tests (3.2) by way of a look at where the main members of our statistical cast are in 1919: Fisher, Neyman and Pearson. From the GTR episode, we identify the key elements of a statistical test–the steps in E.S. Pearson’s opening description of tests in 3.2. The classical testing notions–type I and II errors, power, consistent tests–are shown to grow out of requiring probative tests. The typical (behavioristic) formulation of N-P tests came later. The severe tester breaks out of the behavioristic prison. A first look at the severity construal of N-P tests is in Exhibit (i). Viewing statistical inference as severe testing shows how to do all N-P tests do (and more) while a member of the Fisherian Tribe (3.3). We consider the frequentist principle of evidence FEV and the divergent interpretations that are called for by Cox’s taxonomy of null hypotheses. The last member of the taxonomy–substantively based null hypotheses–returns us to the opening episode of GTR. Continue reading

Categories: Severity, Statistical Inference as Severe Testing | 8 Comments

First Look at N-P Methods as Severe Tests: Water plant accident [Exhibit (i) from Excursion 3]

Excursion 3 Exhibit (i)

Exhibit (i) N-P Methods as Severe Tests: First Look (Water Plant Accident)

There’s been an accident at a water plant where our ship is docked, and the cooling system had to be repaired.  It is meant to ensure that the mean temperature of discharged water stays below the temperature that threatens the ecosystem, perhaps not much beyond 150 degrees Fahrenheit. There were 100 water measurements taken at randomly selected times and the sample mean x computed, each with a known standard deviation σ = 10.  When the cooling system is effective, each measurement is like observing X ~ N(150, 102). Because of this variability, we expect different 100-fold water samples to lead to different values of X, but we can deduce its distribution. If each X ~N(μ = 150, 102) then X is also Normal with μ = 150, but the standard deviation of X is only σ/√n = 10/√100 = 1. So X ~ N(μ = 150, 1). Continue reading

Categories: Error Statistics, Severity, Statistical Inference as Severe Testing | 44 Comments

Stephen Senn: Rothamsted Statistics meets Lord’s Paradox (Guest Post)

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Stephen Senn
Consultant Statistician
Edinburgh

The Rothamsted School

I never worked at Rothamsted but during the eight years I was at University College London (1995-2003) I frequently shared a train journey to London from Harpenden (the village in which Rothamsted is situated) with John Nelder, as a result of which we became friends and I acquired an interest in the software package Genstat®.

That in turn got me interested in John Nelder’s approach to analysis of variance, which is a powerful formalisation of ideas present in the work of others associated with Rothamsted. Nelder’s important predecessors in this respect include, at least, RA Fisher (of course) and Frank Yates and others such as David Finney and Frank Anscombe. John died in 2010 and I regard Rosemary Bailey, who has done deep and powerful work on randomisation and the representation of experiments through Hasse diagrams, as being the greatest living proponent of the Rothamsted School. Another key figure is Roger Payne who turned many of John’s ideas into code in Genstat®. Continue reading

Categories: Error Statistics | 11 Comments

The Replication Crises and its Constructive Role in the Philosophy of Statistics-PSA2018

Below are my slides from a session on replication at the recent Philosophy of Science Association meetings in Seattle.

 

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Tour Guide Mementos (Excursion 1, Tour I of How to Get Beyond the Statistics Wars)

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Tour guides in your travels jot down Mementos and Keepsakes from each Tour[i] of my new book: Statistical Inference as Severe Testing: How to Get Beyond the Statistics Wars (CUP 2018). Their scribblings, which may at times include details, at other times just a word or two, may be modified through the Tour, and in response to questions from travelers (so please check back). Since these are just mementos, they should not be seen as replacements for the more careful notions given in the journey (i.e., book) itself. Still, you’re apt to flesh out your notes in greater detail, so please share yours (along with errors you’re bound to spot), and we’ll create Meta-Mementos. Continue reading

Categories: Error Statistics, Statistical Inference as Severe Testing | 8 Comments

Philosophy of Statistics & the Replication Crisis in Science: A philosophical intro to my book (slides)

a road through the jungle

In my talk yesterday at the Philosophy Department at Virginia Tech, I introduced my new book: Statistical Inference as Severe Testing: How to Get Beyond the Statistics Wars (Cambridge 2018). I began with my preface (explaining the meaning of my title), and turned to the Statistics Wars, largely from Excursion 1 of the book. After the sum-up at the end, I snuck in an example from the replication crisis in psychology. Here are the slides.

 

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RSS 2018 – Significance Tests: Rethinking the Controversy

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Day 2, Wednesday 05/09/2018

11:20 – 13:20

Keynote 4 – Significance Tests: Rethinking the Controversy Assembly Room

Speakers:
Sir David Cox, Nuffield College, Oxford
Deborah Mayo, Virginia Tech
Richard Morey, Cardiff University
Aris Spanos, Virginia Tech

Intermingled in today’s statistical controversies are some long-standing, but unresolved, disagreements on the nature and principles of statistical methods and the roles for probability in statistical inference and modelling. In reaction to the so-called “replication crisis” in the sciences, some reformers suggest significance tests as a major culprit. To understand the ramifications of the proposed reforms, there is a pressing need for a deeper understanding of the source of the problems in the sciences and a balanced critique of the alternative methods being proposed to supplant significance tests. In this session speakers offer perspectives on significance tests from statistical science, econometrics, experimental psychology and philosophy of science. There will be also be panel discussion.

Categories: Error Statistics | 2 Comments

Neyman vs the ‘Inferential’ Probabilists continued (a)

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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

Categories: Bayesian/frequentist, Error Statistics, Neyman, Statistics | Leave a comment

S. Senn: Being a statistician means never having to say you are certain (Guest Post)

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Stephen Senn
Head of  Competence Center
for Methodology and Statistics (CCMS)
Luxembourg Institute of Health
Twitter @stephensenn

Being a statistician means never having to say you are certain

A recent discussion of randomised controlled trials[1] by Angus Deaton and Nancy Cartwright (D&C) contains much interesting analysis but also, in my opinion, does not escape rehashing some of the invalid criticisms of randomisation with which the literatures seems to be littered. The paper has two major sections. The latter, which deals with generalisation of results, or what is sometime called external validity, I like much more than the former which deals with internal validity. It is the former I propose to discuss.

Continue reading

Categories: Error Statistics, RCTs, Statistics | 26 Comments

How to avoid making mountains out of molehills (using power and severity)

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In preparation for a new post that takes up some of the recent battles on reforming or replacing p-values, I reblog an older post on power, one of the most misunderstood and abused notions in statistics. (I add a few “notes on howlers”.)  The power of a test T in relation to a discrepancy from a test hypothesis H0 is the probability T will lead to rejecting H0 when that discrepancy is present. Power is sometimes misappropriated to mean something only distantly related to the probability a test leads to rejection; but I’m getting ahead of myself. This post is on a classic fallacy of rejection. Continue reading

Categories: CIs and tests, Error Statistics, power | 4 Comments

Yoav Benjamini, “In the world beyond p < .05: When & How to use P < .0499…"

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These were Yoav Benjamini’s slides,”In the world beyond p<.05: When & How to use P<.0499…” from our session at the ASA 2017 Symposium on Statistical Inference (SSI): A World Beyond p < 0.05. (Mine are in an earlier post.) He begins by asking:

However, it’s mandatory to adjust for selection effects, and Benjamini is one of the leaders in developing ways to carry out the adjustments. Even calling out the avenues for cherry-picking and multiple testing, long known to invalidate p-values, would make replication research more effective (and less open to criticism). Continue reading

Categories: Error Statistics, P-values, replication research, selection effects | 22 Comments

Revisiting Popper’s Demarcation of Science 2017

28 July 1902- 17 Sept. 1994

Karl Popper died on September 17 1994. One thing that gets revived in my new book (Statistical Inference as Severe Testing, 2018, CUP) is a Popperian demarcation of science vs pseudoscience Here’s a snippet from what I call a “live exhibit” (where the reader experiments with a subject) toward the end of a chapter on Popper:

Live Exhibit. Revisiting Popper’s Demarcation of Science: Here’s an experiment: Try shifting what Popper says about theories to a related claim about inquiries to find something out. To see what I have in mind, join me in watching a skit over the lunch break:

Physicist: “If mere logical falsifiability suffices for a theory to be scientific, then, we can’t properly oust astrology from the scientific pantheon. Plenty of nutty theories have been falsified, so by definition they’re scientific. Moreover, scientists aren’t always looking to subject well corroborated theories to “grave risk” of falsification.”

Fellow traveler: “I’ve been thinking about this. On your first point, Popper confuses things by making it sound as if he’s asking: When is a theory unscientific? What he is actually asking or should be asking is: When is an inquiry into a theory, or an appraisal of claim H unscientific? We want to distinguish meritorious modes of inquiry from those that are BENT. If the test methods enable ad hoc maneuvering, sneaky face-saving devices, then the inquiry–the handling and use of data–is unscientific. Despite being logically falsifiable, theories can be rendered immune from falsification by means of cavalier methods for their testing. Adhering to a falsified theory no matter what is poor science. On the other hand, some areas have so much noise that you can’t pinpoint what’s to blame for failed predictions. This is another way that inquiries become bad science.”

She continues: Continue reading

Categories: Error Statistics, Popper, pseudoscience, science vs pseudoscience | Tags: | 10 Comments

A. Spanos: Egon Pearson’s Neglected Contributions to Statistics

11 August 1895 – 12 June 1980

Continuing with my Egon Pearson posts in honor of his birthday, I reblog a post by Aris Spanos:  Egon Pearson’s Neglected Contributions to Statistics“. 

    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

Categories: E.S. Pearson, phil/history of stat, Spanos, Testing Assumptions | 2 Comments

“A megateam of reproducibility-minded scientists” look to lowering the p-value

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Having discussed the “p-values overstate the evidence against the null fallacy” many times over the past few years, I leave it to readers to disinter the issues (pro and con), and appraise the assumptions, in the most recent rehearsal of the well-known Bayesian argument. There’s nothing intrinsically wrong with demanding everyone work with a lowered p-value–if you’re so inclined to embrace a single, dichotomous standard without context-dependent interpretations, especially if larger sample sizes are required to compensate the loss of power. But lowering the p-value won’t solve the problems that vex people (biasing selection effects), and is very likely to introduce new ones (see my comment). Kelly Servick, a reporter from Science, gives the ingredients of the main argument given by “a megateam of reproducibility-minded scientists” in an article out today: Continue reading

Categories: Error Statistics, highly probable vs highly probed, P-values, reforming the reformers | 55 Comments

On the current state of play in the crisis of replication in psychology: some heresies

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The replication crisis has created a “cold war between those who built up modern psychology and those” tearing it down with failed replications–or so I read today [i]. As an outsider (to psychology), the severe tester is free to throw some fuel on the fire on both sides. This is a short update on my post “Some ironies in the replication crisis in social psychology” from 2014.

Following the model from clinical trials, an idea gaining steam is to prespecify a “detailed protocol that includes the study rationale, procedure and a detailed analysis plan” (Nosek et.al. 2017). In this new paper, they’re called registered reports (RRs). An excellent start. I say it makes no sense to favor preregistration and deny the relevance to evidence of optional stopping and outcomes other than the one observed. That your appraisal of the evidence is altered when you actually see the history supplied by the RR is equivalent to worrying about biasing selection effects when they’re not written down; your statistical method should pick up on them (as do p-values, confidence levels and many other error probabilities). There’s a tension between the RR requirements and accounts following the Likelihood Principle (no need to name names [ii]). Continue reading

Categories: Error Statistics, preregistration, reforming the reformers, replication research | 9 Comments

S. Senn: “Automatic for the people? Not quite” (Guest post)

Stephen Senn

Stephen Senn
Head of  Competence Center for Methodology and Statistics (CCMS)
Luxembourg Institute of Health
Twitter @stephensenn

Automatic for the people? Not quite

What caught my eye was the estimable (in its non-statistical meaning) Richard Lehman tweeting about the equally estimable John Ioannidis. For those who don’t know them, the former is a veteran blogger who keeps a very cool and shrewd eye on the latest medical ‘breakthroughs’ and the latter a serial iconoclast of idols of scientific method. This is what Lehman wrote

Ioannidis hits 8 on the Richter scale: http://journals.plos.org/plosone/article?id=10.1371/journal.pone.0173184 … Bayes factors consistently quantify strength of evidence, p is valueless.

Since Ioannidis works at Stanford, which is located in the San Francisco Bay Area, he has every right to be interested in earthquakes but on looking up the paper in question, a faint tremor is the best that I can afford it. I shall now try and explain why, but before I do, it is only fair that I acknowledge the very generous, prompt and extensive help I have been given to understand the paper[1] in question by its two authors Don van Ravenzwaaij and Ioannidis himself. Continue reading

Categories: Bayesian/frequentist, Error Statistics, S. Senn | 18 Comments

Neyman: Distinguishing tests of statistical hypotheses and tests of significance might have been a lapse of someone’s pen

neyman

April 16, 1894 – August 5, 1981

I’ll continue to post Neyman-related items this week in honor of his birthday. This isn’t the only paper in which Neyman makes it clear he denies a distinction between a test of  statistical hypotheses and significance tests. He and E. Pearson also discredit the myth that the former is only allowed to report pre-data, fixed error probabilities, and are justified only by dint of long-run error control. Controlling the “frequency of misdirected activities” in the midst of finding something out, or solving a problem of inquiry, on the other hand, are epistemological goals. What do you think?

Tests of Statistical Hypotheses and Their Use in Studies of Natural Phenomena
by Jerzy Neyman

ABSTRACT. Contrary to ideas suggested by the title of the conference at which the present paper was presented, the author is not aware of a conceptual difference between a “test of a statistical hypothesis” and a “test of significance” and uses these terms interchangeably. A study of any serious substantive problem involves a sequence of incidents at which one is forced to pause and consider what to do next. In an effort to reduce the frequency of misdirected activities one uses statistical tests. The procedure is illustrated on two examples: (i) Le Cam’s (and associates’) study of immunotherapy of cancer and (ii) a socio-economic experiment relating to low-income homeownership problems.

I recommend, especially, the example on home ownership. Here are two snippets: Continue reading

Categories: Error Statistics, Neyman, Statistics | Tags: | 2 Comments

3 YEARS AGO (MARCH 2014): MEMORY LANE

3 years ago...

3 years ago…

MONTHLY MEMORY LANE: 3 years ago: March 2014. I mark in red three posts from each month that seem most apt for general background on key issues in this blog, excluding those reblogged recently[1], and in green up to 4 others I’d recommend[2].  Posts that are part of a “unit” or a group count as one. 3/19 and 3/17 are one, as are  3/19, 3/12 and 3/4, and the 6334 items 3/11, 3/22 and 3/26. So that covers nearly all the posts!

March 2014

 

  • (3/1) Cosma Shalizi gets tenure (at last!) (metastat announcement)
  • (3/2) Significance tests and frequentist principles of evidence: Phil6334 Day #6
  • (3/3) Capitalizing on Chance (ii)
  • (3/4) Power, power everywhere–(it) may not be what you think! [illustration]
  • (3/8) Msc kvetch: You are fully dressed (even under you clothes)?
  • (3/8) Fallacy of Rejection and the Fallacy of Nouvelle Cuisine
  • (3/11) Phil6334 Day #7: Selection effects, the Higgs and 5 sigma, Power
  • (3/12) Get empowered to detect power howlers
  • (3/15) New SEV calculator (guest app: Durvasula)
  • (3/17) Stephen Senn: “Delta Force: To what extent is clinical relevance relevant?” (Guest Post)

     

     

  • (3/19) Power taboos: Statue of Liberty, Senn, Neyman, Carnap, Severity
  • (3/22) Fallacies of statistics & statistics journalism, and how to avoid them: Summary & Slides Day #8 (Phil 6334)
  • (3/25) The Unexpected Way Philosophy Majors Are Changing The World Of Business

     

  • (3/26) Phil6334:Misspecification Testing: Ordering From A Full Diagnostic Menu (part 1)
  • (3/28) Severe osteometric probing of skeletal remains: John Byrd
  • (3/29) Winner of the March 2014 palindrome contest (rejected post)
  • (3/30) Phil6334: March 26, philosophy of misspecification testing (Day #9 slides)

[1] Monthly memory lanes began at the blog’s 3-year anniversary in Sept, 2014.

[2] New Rule, July 30,2016, March 30,2017 (moved to 4) -very convenient way to allow data-dependent choices.

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Categories: 3-year memory lane, Error Statistics, Statistics | Leave a comment

Cox’s (1958) weighing machine example

IMG_0079

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A famous chestnut given by Cox (1958) recently came up in conversation. The example  “is now usually called the ‘weighing machine example,’ which draws attention to the need for conditioning, at least in certain types of problems” (Reid 1992, p. 582). When I describe it, you’ll find it hard to believe many regard it as causing an earthquake in statistical foundations, unless you’re already steeped in these matters. If half the time I reported my weight from a scale that’s always right, and half the time use a scale that gets it right with probability .5, would you say I’m right with probability ¾? Well, maybe. But suppose you knew that this measurement was made with the scale that’s right with probability .5? The overall error probability is scarcely relevant for giving the warrant of the particular measurement,knowing which scale was used. Continue reading

Categories: Error Statistics, Sir David Cox, Statistics, strong likelihood principle | 1 Comment

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