Mayo comments on What is Bayesianism? - Less Wrong

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

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Comment author: Cyan 26 February 2010 08:49:22PM *  7 points [-]

Eliezer's views as expressed in Blueberry's links touch on a key identifying characteristic of frequentism: the tendency to think of probabilities as inherent properties of objects. More concretely, a pure frequentist (a being as rare as a pure Bayesian) treats probabilities as proper only to outcomes of a repeatable random experiment. (The definition of such a thing is pretty tricky, of course.)

What does that mean for frequentist statistical inference? Well, it's forbidden to assign probabilities to anything that is deterministic in your model of reality. So you have estimators, which are functions of the random data and thus random themselves, and you assess how good they are for your purpose by looking at their sampling distributions. You have confidence interval procedures, the endpoints of which are random variables, and you assess the sampling probability that the interval contains the true value of the parameter (and the width of the interval, to avoid pathological intervals that have nothing to do with the data). You have statistical hypothesis testing, which categorizes a simple hypothesis as “rejected” or “not rejected” based on a procedure assessed in terms of the sampling probability of an error in the categorization. You have, basically, anything you can come up with, provided you justify it in terms of its sampling properties over infinitely repeated random experiments.

Comment author: Mayo 29 September 2013 07:24:43AM 4 points [-]

I'm sorry to see such wrongheaded views of frequentism here. Frequentists also assign probabilities to events where the probabilistic introduction is entirely based on limited information rather than a literal randomly generated phenomenon. If Fisher or Neyman was ever actually read by people purporting to understand frequentist/Bayesian issues, they'd have a radically different idea. Readers to this blog should take it upon themselves to check out some of the vast oversimplifications... And I'm sorry but Reichenbach's frequentism has very little to do with frequentist statistics--. Reichenbach, a philosopher, had an idea that propositions had frequentist probabilities. So scientific hypotheses--which would not be assigned probabilities by frequentist statisticians--could have frequentist probabilities for Reichenbach, even though he didn't think we knew enough yet to judge them. He thought at some point we'd be able to judge of a hypothesis of a type how frequently hypothesis like it would be true. I think it's a problematic idea, but my point was just to illustrate that some large items are being misrepresented here, and people sold a wrongheaded view. Just in case anyone cares. Sorry to interrupt the conversation (errorstatistics.com)

Comment author: Cyan 30 September 2013 12:24:49AM *  1 point [-]

Do you intend to be replying to me or to Tyrrell McAllister?