EHeller comments on Don't You Care If It Works? - Part 1 - Less Wrong

4 Post author: Jacobian 29 July 2015 02:32PM

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Comment author: EHeller 29 July 2015 08:50:46PM *  1 point [-]

Reminds of this bit from a Wasserman paper http://ba.stat.cmu.edu/journal/2006/vol01/issue03/wasserman.pdf

van Nostrand: Of course. I remember each problem quite clearly. And I recall that on each occasion I was quite thorough. I interrogated you in detail, determined your model and prior and produced a coherent 95 percent interval for the quantity of interest.

Pennypacker: Yes indeed. We did this many times and I paid you quite handsomely.

van Nostrand: Well earned money I’d say. And it helped win you that Nobel.

Pennypacker: Well they retracted the Nobel and they took away my retirement savings.

... van Nostrand: Whatever are you talking about?

Pennypacker: You see, physics has really advanced. All those quantities I estimated have now been measured to great precision. Of those thousands of 95 percent intervals, only 3 percent contained the true values! They concluded I was a fraud.

van Nostrand: Pennypacker you fool. I never said those intervals would contain the truth 95 percent of the time. I guaranteed coherence not coverage!