Posts Tagged With: frequentist criticisms

Who is allowed to cheat? I.J. Good and that after dinner comedy hour….

UnknownIt was from my Virginia Tech colleague I.J. Good (in statistics), who died five years ago (April 5, 2009), at 93, that I learned most of what I call “howlers” on this blog. His favorites were based on the “paradoxes” of stopping rules. (I had posted this last year here.)

“In conversation I have emphasized to other statisticians, starting in 1950, that, in virtue of the ‘law of the iterated logarithm,’ by optional stopping an arbitrarily high sigmage, and therefore an arbitrarily small tail-area probability, can be attained even when the null hypothesis is true. In other words if a Fisherian is prepared to use optional stopping (which usually he is not) he can be sure of rejecting a true null hypothesis provided that he is prepared to go on sampling for a long time. The way I usually express this ‘paradox’ is that a Fisherian [but not a Bayesian] can cheat by pretending he has a plane to catch like a gambler who leaves the table when he is ahead” (Good 1983, 135) [*]

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Categories: Bayesian/frequentist, Comedy, Statistics | Tags: , , | 18 Comments

Who is allowed to cheat? I.J. Good and that after dinner comedy hour….

UnknownIt was from my Virginia Tech colleague I.J. Good (in statistics), who died four years ago (April 5, 2009), at 93, that I learned most of what I call “howlers” on this blog. His favorites were based on the “paradoxes” of stopping rules.

“In conversation I have emphasized to other statisticians, starting in 1950, that, in virtue of the ‘law of the iterated logarithm,’ by optional stopping an arbitrarily high sigmage, and therefore an arbitrarily small tail-area probability, can be attained even when the null hypothesis is true. In other words if a Fisherian is prepared to use optional stopping (which usually he is not) he can be sure of rejecting a true null hypothesis provided that he is prepared to go on sampling for a long time. The way I usually express this ‘paradox’ is that a Fisherian [but not a Bayesian] can cheat by pretending he has a plane to catch like a gambler who leaves the table when he is ahead” (Good 1983, 135) [*]

This paper came from a conference where we both presented, and he was extremely critical of my error statistical defense on this point. (I was a year out of grad school, and he a University Distinguished Professor.) 

One time, years later, after hearing Jack give this howler for the nth time, “a Fisherian [but not a Bayesian] can cheat, etc.,” I was driving him to his office, and suddenly blurted out what I really thought:

“You know Jack, as many times as I have heard you tell this, I’ve always been baffled as to its lesson about who is allowed to cheat. Error statisticians require the overall and not the ‘computed’ significance level be reported. To us, what would be cheating would be reporting the significance level you got after trying and trying again in just the same way as if the test had a fixed sample size. True, we are forced to fret about how stopping rules alter the error probabilities of tests, while the Bayesian is free to ignore them, but why isn’t the real lesson that the Bayesian is allowed to cheat?” (A published version of my remark may be found in EGEK p. 351: “As often as my distinguished colleague presents this point…”)

 To my surprise, or actually shock, after pondering this a bit, Jack said something like, “Hmm, I never thought of it this way.”

images-3By the way, the story of the “after dinner Bayesian comedy hour” on this blog, did not allude to Jack but to someone who gave a much more embellished version. Since it’s Saturday night, let’s once again listen into the comedy hour that unfolded at my dinner table at an academic conference:

 Did you hear the one about the researcher who gets a phone call from the guy analyzing his data? First the guy congratulates him and says, “The results show a Continue reading

Categories: Bayesian/frequentist, Comedy, Statistics | Tags: , , | 68 Comments

After dinner Bayesian comedy hour….

Given it’s the first anniversary of this blog, which opened with the howlers in “Overheard at the comedy hour …” let’s listen in as a Bayesian holds forth on one of the most famous howlers of the lot: the mysterious role that psychological intentions are said to play in frequentist methods such as statistical significance tests. Here it is, essentially as I remember it (though shortened), in the comedy hour that unfolded at my dinner table at an academic conference:

 Did you hear the one about the researcher who gets a phone call from the guy analyzing his data? First the guy congratulates him and says, “The results show a statistically significant difference at the .05 level—p-value .048.” But then, an hour later, the phone rings again. It’s the same guy, but now he’s apologizing. It turns out that the experimenter intended to keep sampling until the result was 1.96 standard deviations away from the 0 null—in either direction—so they had to reanalyze the data (n=169), and the results were no longer statistically significant at the .05 level.

 Much laughter.

 So the researcher is tearing his hair out when the same guy calls back again. “Congratulations!” the guy says. “I just found out that the experimenter actually had planned to take n=169 all along, so the results are statistically significant.”

 Howls of laughter.

 But then the guy calls back with the bad news . . .

It turns out that failing to score a sufficiently impressive effect after n’ trials, the experimenter went on to n” trials, and so on and so forth until finally, say, on trial number 169, he obtained a result 1.96 standard deviations from the null.

It continues this way, and every time the guy calls in and reports a shift in the p-value, the table erupts in howls of laughter! From everyone except me, sitting in stunned silence, staring straight ahead. The hilarity ensues from the idea that the experimenter’s reported psychological intentions about when to stop sampling is altering the statistical results. Continue reading

Categories: Comedy, philosophy of science, Philosophy of Statistics, Statistics | Tags: , , , | 3 Comments

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