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7 - New Perspectives on (Some Old) Problems of Frequentist Statistics

Published online by Cambridge University Press:  29 January 2010

Deborah G. Mayo
Affiliation:
Virginia Polytechnic Institute and State University
Aris Spanos
Affiliation:
Virginia Polytechnic Institute and State University
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Summary

Statistics and Inductive Philosophy

What Is the Philosophy of Statistics?

The philosophical foundations of statistics may be regarded as the study of the epistemological, conceptual, and logical problems revolving around the use and interpretation of statistical methods, broadly conceived. As with other domains of philosophy of science, work in statistical science progresses largely without worrying about “philosophical foundations.” Nevertheless, even in statistical practice, debates about the different approaches to statistical analysis may influence and be influenced by general issues of the nature of inductive-statistical inference, and thus are concerned with foundational or philosophical matters. Even those who are largely concerned with applications are often interested in identifying general principles that underlie and justify the procedures they have come to value on relatively pragmatic grounds. At one level of analysis at least, statisticians and philosophers of science ask many of the same questions.

  • What should be observed and what may justifiably be inferred from the resulting data?

  • How well do data confirm or fit a model?

  • What is a good test?

  • Does failure to reject a hypothesis H constitute evidence confirming H?

  • How can it be determined whether an apparent anomaly is genuine? How can blame for an anomaly be assigned correctly?

  • Is it relevant to the relation between data and a hypothesis if looking at the data influences the hypothesis to be examined?

  • How can spurious relationships be distinguished from genuine regularities?

  • How can a causal explanation and hypothesis be justified and tested?

  • […]

Type
Chapter
Information
Error and Inference
Recent Exchanges on Experimental Reasoning, Reliability, and the Objectivity and Rationality of Science
, pp. 247 - 330
Publisher: Cambridge University Press
Print publication year: 2009

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References

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Berger, J. (2004), “The Case for Objective Bayesian Analysis,” Bayesian Analysis, 1: 1–17.Google Scholar
Bernardo, J.M. (2005), “Reference Analysis,” Handbook of Statistics, vol. 35, Elsevier, Amsterdam.Google Scholar
Birnbaum, A. (1962), “On the Foundations of Statistical Inference,” Journal of the American Statistical Association, 57: 269–306.CrossRefGoogle Scholar
Cox, D.R. (1958), “Some Problems Connected with Statistical Inference,” Annals of Mathematical Statistics, 29: 357–72.CrossRefGoogle Scholar
Cox, D.R. (1990), “Role of Models in Statistical Analysis,” Statistical Science, 5: 169–74.CrossRefGoogle Scholar
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Dawid, A.P., Stone, M. and Zidek, J.V. (1973), “Marginalization Paradoxes in Bayesian and Structural Inference,” (with discussion), Journal of the Royal Statistical Society B, 35: 189–233.Google Scholar
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Birnbaum, A. (1962), “On the Foundations of Statistical Inference” (with discussion), Journal of the American Statistical Association, 57: 269–326.CrossRefGoogle Scholar
Birnbaum, A. (1970), “More on Concepts of Statistical Evidence,” Journal of the American Statistical Association, 67: 858–61.CrossRefGoogle Scholar
Casella, G., and Berger, R.L. (2002), Statistical Inference, 2nd ed., Duxbury, Pacific Grove, CA.Google Scholar
Cox, D.R. (1977), “The Role of Significance Tests” (with discussion), Scandinavian Journal of Statistics, 4: 49–70.Google Scholar
Cox, D.R. and Hinkley, D.V. (1974), Theoretical Statistics, Chapman and Hall, London.CrossRefGoogle Scholar
Durbin, J. (1970), “On Birnbaum's Theorem and the Relation between Sufficiency, Conditionality and Likelihood,” Journal of the American Statistical Association, 65: 395–8.CrossRefGoogle Scholar
Evans, M., Fraser, D.A.S., and Monette, G. (1986), “Likelihood,” Canadian Journal of Statistics, 14: 180–90.Google Scholar
Lee, P.M. (2004), Bayesian Statistics: an Introduction, 3rd ed., Hodder Arnold, New York.Google Scholar
Lehmann, E.L. (1981), “An Interpretation of Completeness in Basu's Theorem,” Journal of the American Statistical Association, 76: 335–40.CrossRefGoogle Scholar
Mayo, D.G. and Cox, D.R. (2006), “Frequentist Statistics as a Theory of Inductive Inference,” in Rojo, J. (ed.), Optimality: The Second Erich L. Lehmann Symposium, Lecture Notes-Monograph Series, Institute of Mathematical Statistics (IMS), Vol. 49: 77–97.CrossRefGoogle Scholar
Robins, J., and Wasserman, , , L. (2000), “Conditioning, Likelihood, and Coherence: A Review of Some Foundational Concepts,” Journal of the American Statistical Association, 95: 1340–6.CrossRefGoogle Scholar
Royall, R.M. (1997), Statistical Evidence: A Likelihood Paradigm, Chapman & Hall, London.Google Scholar
Savage, L., ed. (1962a), The Foundations of Statistical Inference: A Discussion. Methuen, London.
Savage, L. (1962b), “‘Discussion on Birnbaum (1962),” Journal of the American Statistical Association, 57: 307–8.CrossRefGoogle Scholar

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