Cyan comments on What is Bayesianism? - Less Wrong

81 Post author: Kaj_Sotala 26 February 2010 07:43AM

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Comment author: JGWeissman 27 February 2010 05:54:10AM 1 point [-]

jimrandomh claimed that frequentists don't report amounts of evidence. So you object that measuring in decibels is not how they don't report it? If they don't reports amount of evidence, then of course they don't report it in the precise way in the example.

Comment author: toto 27 February 2010 08:15:24PM *  1 point [-]

Frequentists (or just about anybody involved in experimental work) report p-values, which are their main quantitative measure of evidence.

Comment author: JGWeissman 27 February 2010 09:21:18PM 4 points [-]

Evidence, as measured in log odds, has the nice property that evidence from independent sources can be combined by adding. Is there any way at all to combine p-values from independent sources? As I understand them, p-values are used to make a single binary decision to declare a theory supported or not, not to track cumulative strength of belief in a theory. They are not a measure of evidence.

Comment author: Cyan 28 February 2010 03:09:16AM 1 point [-]

There's lots of papers on combining p-values.

Comment author: JGWeissman 28 February 2010 05:57:33AM 2 points [-]

Well, just looking at the first result, it gives a formula for combining n p-values that as near as I can tell, lacks the property that C(p1,p2,p3) = C(C(p1,p2),p3). I suspect this is a result of unspoken assumptions that the combined p-values were obtained in a similar fashion (which I violate by trying to combine a p-value combined from two experiments with another obtained from a third experiment), which would be information not contained in the p-value itself. I am not sure of this because I did not completely follow the derivation.

But is there a particular paper I should look at that gives a good answer?

Comment author: Cyan 28 February 2010 02:56:00PM *  0 points [-]

I haven't actually read any of that literature -- Cox's theorem suggests it would not be a wise investment of time. I was just Googling it for you.

Comment author: JGWeissman 28 February 2010 05:50:26PM 0 points [-]

Fair enough, though it probably isn't worth my time either.

Unless someone claims that they have a good general method for combining p-values, such that it does not matter where the p-values come from, or in what order they are combine, and can point me at one specific method that does all that.