This is my third and final post marking Egon Pearson’s birthday (Aug. 11). The focus is his little-known paper: “Statistical Concepts in Their Relation to Reality” (Pearson 1955). I’ve linked to 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 repeated applications or 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 In an unpublished letter E. Pearson wrote to Birnbaum (1974), he talks about N-P theory admitting of two interpretations: behavioral and evidential: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”.
(Nowadays, it might be said that some people concentrate to an absurd extent on “science-wise error rates” in their view of statistical tests as dichotomous screening devices.) Continue reading