Skip to main content
edited tags
Link
kjetil b halvorsen
  • 82.7k
  • 32
  • 201
  • 662
replaced [basic-concept] tag which was the only tag on this question (as part of the cleanup before requesting to burninate this tag)
Source Link
amoeba
  • 107.2k
  • 36
  • 321
  • 346

Frequentist ability to usereasoning and conditioning on observations (example from Wagenmakers et al.)

I'm not an expert in statistics, but I gather there is disagreement whether a "frequentist" or "Bayesian" interpretation of probability is the "right" one. From Wagenmakers et. al p. 183:

Consider a uniform distribution with mean μ$\mu$ and width 1$1$. Draw two values randomly from this distribution, label the smallest one $s$ and the largest one $l$, and check whether the mean μ$\mu$ lies in between $s$ and $l$. If this procedure is repeated very many times, the mean μ$\mu$ will lie in between s$s$ and l$l$ in half of the cases. Thus, $(s, l)$ gives a 50% frequentist confidence interval for μ$\mu$. But suppose that for a particular draw, $s = 9.8$ and $l = 10.7$. The difference between these values is 0.9$0.9$, and this covers 9/10th of the range of the distribution. Hence, for these particular values of $s$ and $l$ we can be 100% confident that $s < μ < l$$s < \mu < l$, even though the frequentist confidence interval would have you believe you should only be 50% confident.

Are there really people who believe that there is only 50% confidence in this case or is it a straw man?

I guess more generally, the book seems to be saying that frequentists can't express a conditional claim like "Given s = 9.8$s = 9.8$ and l = 10.7 $l = 10.7$,   $s<\mu<l$ with probability 1". Is it true that conditioning implies Bayesian reasoning?

Frequentist ability to use observations

I'm not an expert in statistics, but I gather there is disagreement whether a "frequentist" or "Bayesian" interpretation of probability is the "right" one. From Wagenmakers et. al p. 183:

Consider a uniform distribution with mean μ and width 1. Draw two values randomly from this distribution, label the smallest one $s$ and the largest one $l$, and check whether the mean μ lies in between $s$ and $l$. If this procedure is repeated very many times, the mean μ will lie in between s and l in half of the cases. Thus, $(s, l)$ gives a 50% frequentist confidence interval for μ. But suppose that for a particular draw, $s = 9.8$ and $l = 10.7$. The difference between these values is 0.9, and this covers 9/10th of the range of the distribution. Hence, for these particular values of $s$ and $l$ we can be 100% confident that $s < μ < l$, even though the frequentist confidence interval would have you believe you should only be 50% confident.

Are there really people who believe that there is only 50% confidence in this case or is it a straw man?

I guess more generally, the book seems to be saying that frequentists can't express a conditional claim like "Given s = 9.8 and l = 10.7, $s<\mu<l$ with probability 1". Is it true that conditioning implies Bayesian reasoning?

Frequentist reasoning and conditioning on observations (example from Wagenmakers et al.)

I'm not an expert in statistics, but I gather there is disagreement whether a "frequentist" or "Bayesian" interpretation of probability is the "right" one. From Wagenmakers et. al p. 183:

Consider a uniform distribution with mean $\mu$ and width $1$. Draw two values randomly from this distribution, label the smallest one $s$ and the largest one $l$, and check whether the mean $\mu$ lies in between $s$ and $l$. If this procedure is repeated very many times, the mean $\mu$ will lie in between $s$ and $l$ in half of the cases. Thus, $(s, l)$ gives a 50% frequentist confidence interval for $\mu$. But suppose that for a particular draw, $s = 9.8$ and $l = 10.7$. The difference between these values is $0.9$, and this covers 9/10th of the range of the distribution. Hence, for these particular values of $s$ and $l$ we can be 100% confident that $s < \mu < l$, even though the frequentist confidence interval would have you believe you should only be 50% confident.

Are there really people who believe that there is only 50% confidence in this case or is it a straw man?

I guess more generally, the book seems to be saying that frequentists can't express a conditional claim like "Given $s = 9.8$ and $l = 10.7$,   $s<\mu<l$ with probability 1". Is it true that conditioning implies Bayesian reasoning?

Wagen, not Wagon
Source Link
Mike Lawrence
  • 14k
  • 9
  • 47
  • 72

I'm not an expert in statistics, but I gather there is disagreement whether a "frequentist" or "Bayesian" interpretation of probability is the "right" one. From WagonmakersWagenmakers et. al p. 183:

Consider a uniform distribution with mean μ and width 1. Draw two values randomly from this distribution, label the smallest one $s$ and the largest one $l$, and check whether the mean μ lies in between $s$ and $l$. If this procedure is repeated very many times, the mean μ will lie in between s and l in half of the cases. Thus, $(s, l)$ gives a 50% frequentist confidence interval for μ. But suppose that for a particular draw, $s = 9.8$ and $l = 10.7$. The difference between these values is 0.9, and this covers 9/10th of the range of the distribution. Hence, for these particular values of $s$ and $l$ we can be 100% confident that $s < μ < l$, even though the frequentist confidence interval would have you believe you should only be 50% confident.

Are there really people who believe that there is only 50% confidence in this case or is it a straw man?

I guess more generally, the book seems to be saying that frequentists can't express a conditional claim like "Given s = 9.8 and l = 10.7, $s<\mu<l$ with probability 1". Is it true that conditioning implies Bayesian reasoning?

I'm not an expert in statistics, but I gather there is disagreement whether a "frequentist" or "Bayesian" interpretation of probability is the "right" one. From Wagonmakers et. al p. 183:

Consider a uniform distribution with mean μ and width 1. Draw two values randomly from this distribution, label the smallest one $s$ and the largest one $l$, and check whether the mean μ lies in between $s$ and $l$. If this procedure is repeated very many times, the mean μ will lie in between s and l in half of the cases. Thus, $(s, l)$ gives a 50% frequentist confidence interval for μ. But suppose that for a particular draw, $s = 9.8$ and $l = 10.7$. The difference between these values is 0.9, and this covers 9/10th of the range of the distribution. Hence, for these particular values of $s$ and $l$ we can be 100% confident that $s < μ < l$, even though the frequentist confidence interval would have you believe you should only be 50% confident.

Are there really people who believe that there is only 50% confidence in this case or is it a straw man?

I guess more generally, the book seems to be saying that frequentists can't express a conditional claim like "Given s = 9.8 and l = 10.7, $s<\mu<l$ with probability 1". Is it true that conditioning implies Bayesian reasoning?

I'm not an expert in statistics, but I gather there is disagreement whether a "frequentist" or "Bayesian" interpretation of probability is the "right" one. From Wagenmakers et. al p. 183:

Consider a uniform distribution with mean μ and width 1. Draw two values randomly from this distribution, label the smallest one $s$ and the largest one $l$, and check whether the mean μ lies in between $s$ and $l$. If this procedure is repeated very many times, the mean μ will lie in between s and l in half of the cases. Thus, $(s, l)$ gives a 50% frequentist confidence interval for μ. But suppose that for a particular draw, $s = 9.8$ and $l = 10.7$. The difference between these values is 0.9, and this covers 9/10th of the range of the distribution. Hence, for these particular values of $s$ and $l$ we can be 100% confident that $s < μ < l$, even though the frequentist confidence interval would have you believe you should only be 50% confident.

Are there really people who believe that there is only 50% confidence in this case or is it a straw man?

I guess more generally, the book seems to be saying that frequentists can't express a conditional claim like "Given s = 9.8 and l = 10.7, $s<\mu<l$ with probability 1". Is it true that conditioning implies Bayesian reasoning?

Source Link
Xodarap
  • 2.6k
  • 2
  • 25
  • 25
Loading