Dear Reader: We just arrived in London[i][ii]. Jean Miller has put together some materials for Birnbaum LP aficionados in connection with my 28 November seminar. Great to have ready links to some of the early comments and replies by Birnbaum, Durbin, Kalbfleish and others, possibly of interest to those planning contributions to the current “U-Phil“. I will try to make some remarks on Birnbaum’s 1970 letter to the editor tomorrow.
November 28th reading
You know how in that recent movie, “Midnight in Paris,” the main character (I forget who plays it, I saw it on a plane) is a writer finishing a novel, and he steps into a cab that mysteriously picks him up at midnight and transports him back in time where he gets to run his work by such famous authors as Hemingway and Virginia Wolf? He is impressed when his work earns their approval and he comes back each night in the same mysterious cab…Well, imagine an error statistical philosopher is picked up in a mysterious taxi at midnight (new Year’s Eve 2011) and is taken back fifty years and, lo and behold, finds herself in the company of Allan Birnbaum.[i] Continue reading
This is a first draft of part II of the presentation begun in the December 6 blog post. This completes the proposed presentation. I expect errors, and I will be grateful for feedback! (NOTE: I did not need to actually rip a cover of EGEK to obtain this effect!)
SEVEN:NOW FOR THE BREAKTHROUGH
You have observed y”, the .05 significant result from E”,the optional stopping rule, ending at n = 100.
Birnbaum claims he can show that you, as a frequentist error statistician, must grant that it is equivalent to having fixed n= 100 at the start (i.e., experiment E’)
The (strong) LikelihoodPrinciple (LP) is a universal conditional claim:
If two data sets y’and y” from experiments E’ and E” respectively, have likelihood functions which are functions of the same parameter(s) µ
and are proportional to each other, then y’ and y”should lead to identical inferential conclusions about µ Continue reading
brakes on the ‘breakthrough’
I am going to post a FIRST draft (for a brief presentation next week in Madrid). [I thank David Cox for the idea!] I expect errors, and I will be very grateful for feedback! This is part I; part II will be posted tomorrow. These posts may disappear once I’ve replaced them with a corrected draft. I’ll then post the draft someplace.
If you wish to share queries/corrections please post as a comment or e-mail: email@example.com. (ignore Greek symbols that are not showing correctly, I await fixes by Elbians.) Thanks much!
ONE: A Conversation between Sir David Cox and D. Mayo (June, 2011)
Toward the end of this exchange, the issue of the Likelihood Principle (LP) arose:
COX: It is sometimes claimed that there are logical inconsistencies in frequentist theory, in particular surrounding the strong Likelihood Principle (LP). I know you have written about this, what is your view at the moment.
MAYO: What contradiction?
COX: Well, that frequentist theory does not obey the strong LP. Continue reading