In June 2011, Sir David Cox agreed to a very informal ‘interview’ on the topics of the 2010 workshop that I co-ran at the London School of Economics (CPNSS), Statistical Science and Philosophy of Science, where he was a speaker. Soon after I began taping, Cox stopped me in order to show me how to do a proper interview. He proceeded to ask me questions, beginning with:
COX: Deborah, in some fields foundations do not seem very important, but we both think foundations of statistical inference are important; why do you think that is?
MAYO: I think because they ask about fundamental questions of evidence, inference, and probability. I don’t think that foundations of different fields are all alike; because in statistics we’re so intimately connected to the scientific interest in learning about the world, we invariably cross into philosophical questions about empirical knowledge and inductive inference.
Error Statistics Philosophy 