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Eliezer_Yudkowsky comments on XKCD - Frequentist vs. Bayesians - Less Wrong Discussion

18 Post author: brilee 09 November 2012 05:25AM

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Comment author: Eliezer_Yudkowsky 09 November 2012 05:07:31PM 8 points [-]

Um, I don't think the null hypothesis is usually phrased as, "There is no effect and our data wasn't unusual" and then you conclude "our data was unusual, rather than there being no effect" when you get data with probability < .05 if the Sun hasn't exploded. This is not a fair steelmanning.

Comment author: gwern 09 November 2012 05:13:57PM 4 points [-]

I don't follow. The null hypothesis can be phrased in all sorts of ways based on what you want to test - there there's no effect, that the effect between two groups (eg. a new drug and an old drug) is the same etc.

then you conclude "our data was unusual, rather than there being no effect" when you get data with probability < .05 if the Sun hasn't exploded.

I don't know that my frequentist example does conclude the 'data was unusual' rather than 'there was an effect'. I am not sure how a frequentist would break apart the disjunction, or indeed, if they even would without additional data and assumptions.