# Questions tagged [philosophical]

For questions about PHILOSOPHY of statistics or probability: interpretations of probability, foundational issues with frequentist/Bayesian statistics, etc. Do not use this tag for generally speculative (aka "philosophical") questions.

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### Understanding Bayes' Theorem, or: Are all pluviophobes hermits?

Let $A$ be the event "I go out", $B$ be the event "It rains". Then Bayes' Theorem tells us that $$P[A|B] = \frac{P[B|A]P[A]}{P[B]}.$$ I think the weather doesn't care what I do, so ...
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1 vote
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### Why are there n interpretations of probability, yet only two of those interpretations led to philosophies in statistical inference?

Why are the subjectivist (bayesians) and frequentist (objectivist) statisticians but no propensity statisticians? It seems that every interpretation of probability should yield its own branch of ...
1 vote
49 views

### Biasness of an estimator depends on whether you take expectation of the estimator or its inverse

(Please read until the end) know Consider two ways of writing the exponential distribution- (A) $\frac{1}{\beta} e^{-\frac{x}{\beta}}$ and (B) $\theta e^{-x\theta}$ If I estimate $\beta$ or $\theta$...
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### A misspecification error with linear models that can complete reverse the direction of an effect, has this been described, has this a name?

Linear models are ubiquitous in economic, social, health and nutritional sciences and the starting point for much research and many articles. However, there is a problem with linear models. When the ...
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### Frequentist inference with a null hypothesis that reflects theory a good-enough belt around it

TL;DR: With frequentist statistics, does it make sense to 1) no longer use significance testing, 2) set the point null hypothesis to reflect theory and decide a priori when to refute it, and 3) use a ...
2k views

### Within the frequentist "school of thought" how are beliefs updated?

Background Edit: I realize my use of the word "hypothesis" is confusing, I do not mean specifically a null hypothesis. I mean a proposition that something is true. From my limited ...
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### How could one get a difference between expected and observed probabilities with rare events?

Say we have a car with an electronic ignition system. Our engineers have deemed that due to mechanical failure possibilities, there is a 1 in a billion (or some huge number) chance that the car will ...
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983 views

### Is anything inherently random?

Is anything inherently random? Or is all randomness observed in data either "errors in measurement" or "lack of understanding"? Assume we could measure everything with infinite ...
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### Do all observations arise from probability distributions?

Below is the quote from Karl Pearson in the book: “The Lady Tasting Tea: How Statistics Revolutionized Science in the Twentieth Century” by David Salsburg: Over a hundred years ago, Karl Pearson ...
1k views

### Bayesian analysis used merely as a computational tool?

I have sometimes seen some statisticians used bayesian analysis and related techniques such as MCMC simply as a tool when a frequentist approach is not satisfying, typically for example when the ...
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### Does the rejection of the null hypothesis have anything to do with Popper's theory of falsification?

According to Popper, we cannot verify a hypothesis due to the problem of induction - we can only aim to falsify it. If we are repeatedly unable to falsify it, the hypothesis is said to be tentatively ...
1 vote
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### Understanding Countability in Sample Spaces [duplicate]

In [Casella, Berger] Statistical Inference there is a short discussion on countability of sample spaces and its implications: This distinction between countable and uncountable sample spaces is ...
1 vote
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### Is Probability just Math? [closed]

Is Probability just a "branch of mathematics" as wikipedia suggests or is it something larger than that? More like we use math for real world problems like engineering, medicine, meteorology ...
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### Deterministic or stochastic universe in Bayesian statistics?

Dave Harris says the following in "Knightian uncertainty versus Black Swan event": In Bayesian thinking, chance doesn't really exist. What does exist is a system that is too complicated and ...
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### What is meant by divergence in statistics?

I have learned about the Intuition on the Kullback-Leibler (KL) Divergence as how much a model distribution function differs from the theoretical/true distribution of the data. The two most important ...
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### How do you know something isn't random?

Suppose I made a random number generator that's supposed to return a number 1-10, but I made it always return 4, and didn't tell you. How would you know with 100% certainty it wasn't random? Even if ...
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### What is Cromwell's rule and why is it important for Bayesians?

I have just heard of Cromwell's rule, but I'm not sure I understand it very well. What is Cromwell's rule and why is it important for Bayesian statistics?
5k views

### How seriously should I think about the different philosophies of statistics?

I've just finished a module where we covered the different approaches to statistical problems – mainly Bayesian vs frequentist. The lecturer also announced that she is a frequentist. We covered some ...
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### Does using a probabilistic model for a real-world event make it harder to identify its causes?

I recently read this odd critique of statistics (the author calls it a critique of probability theory, but I think he doesn't understand the difference probability theory and statistics). http://...
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### How to answer critiques about the inapplicability of the framework of frequentist statistics to the real world?

I often hear the argument that frequentist stats is useless or contorted because no event is precisely repeatable, let alone repeatable infinitely many times, and because there are no iid sequences in ...
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1 vote
106 views

### Why is a 100 heads run surprising? [closed]

Assume we have a fair coin. We flip it 100 times. The outcome is all heads. Why is it that all heads outcome is more surprising to us than a "more random looking" outcome with less ...
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### Bayesian Probability of Zero?

I've been reading a few different philosophical papers/books which have mentioned a "Bayesian belief". Within these texts I've been basically inferring that within the Bayesian theorem, ...
1 vote
32 views

### Should a feature importance score be invariant to transformations of the response?

This is more of a philosophical question that came up in a discussion with a friend - consider some 'feature importance' procedure associated to a model (say a regression model). You run your model ...
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### Why can't we say that the probability of the true parameter being within a 90% confidence interval is 90%? [duplicate]

I've been reading a bit about the confidence intervals on Wikipedia. The section on misunderstandings says: A 95% confidence level does not mean that for a given realized interval there is a 95% ...
1 vote
35 views

### How to deal with different opinions in statistics and data analysis? [closed]

As I see it, there are a gap between theoretical work in statistics and real-world data analysis; and differences in opinions among applied statisticians with regards to their approaches to data ...
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### The explosive AR(1) process with $\varphi>1$, where was this first represented as a stationary, but non-causal, time-series?

According to this question and answer Explosive AR(MA) processes are stationary? the AR(1) process (with $e_t$ white noise): $$X_{t}=\varphi X_{t-1}+e_{t} \qquad , e_t \sim WN(0,\sigma)$$ is a ...
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### Does bayesians' critique to frequentists apply to themselves too?

I've been reading about bayesians versus frequentists, including articles in this forum (like this one). Key is of course the issue of "priors". The bayesian critique being that frequentists ...
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2k views

### What does "Parameters are fixed and data vary" in frequentists' term and "Parameters vary and data are fixed" in Bayesians' term exactly mean?

I hear the sentence in my question a lot, I kind of understand what it means but never have a clear picture of it. Hope to get the clear picture of what the sentence exactly mean.
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### Science practice: Where to introduce approximations?

In my work, I am using an algorithm which relies on estimates of the gradient of the log-posterior at a collection of Monte Carlo samples. Since this gradient is not available in closed form, I must ...
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1 vote
114 views

### When is it okay to not use model selection

If I have a model in mind, to ask a very specific question, do I have to do some form of model/variable selection? There are many papers describing different ways to do model selection, why some are ...
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### Alternatives to the null hypothesis significance testing framework

How did academics support hypotheses before the null hypothesis significance testing (NHST) framework was, in part, introduced and democratized by Fisher/Neyman & Pearson? Suppose NHST was never a ...
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### Crossing Frequentism and Bayesian Analysis

Has anyone considered giving the posteriors of an analysis a sampling distribution and seeing where, methodologically, things could go from there? For details, check out: https://sdba-stats.weebly.com
145 views

### Structural complexity versus ontological complexity

From the article https://en.wikipedia.org/wiki/Occam%27s_razor: Another contentious aspect of the razor is that a theory can become more complex in terms of its structure (or syntax), while its ...
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### Are causal effects constant over time?

The possibility that correlations are unstable over time is a matter of fact. Just for example we can consider that models included in these articles: https://www.sciencedirect.com/science/article/abs/...
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### Bayes estimates and model misspecification

Consider a misspecified model: $$P \sim \text{SegmentedUniform}(0,1) \\ Y \mid P \sim \text{Binomial}(N,P).$$ Where SegmentedUniform has uniform density on intervals (0.1, 0.2), (0.3, 0.4), (0.5, 0....
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1 vote
30 views

### moderate size of the data sample [closed]

It is often that the authors of papers in AI, ML and Statistics write that their methods are proved to perform good for "moderate sample sizes". I saw this statement in very high ranking ...
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