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Differences Among Noninformative Stopping Rules Are Often Relevant to Bayesian Decisions. (arXiv:1707.00214v1 [math.ST])

来源于:arXiv
L.J. Savage once hoped to show that "the superficially incompatible systems of ideas associated on the one hand with [subjective Bayesianism] and on the other hand with [classical statistics]...lend each other mutual support and clarification." By 1972, however, he had largely "lost faith in the devices" of classical statistics. One aspect of those "devices" that he found objectionable is that differences among the "stopping rules" that are used to decide when to end an experiment which are "noninformative" from a Bayesian perspective can affect decisions made using a classical approach. Two experiments that produce the same data using different stopping rules seem to differ only in the intentions of the experimenters regarding whether or not they would have carried on if the data had been different, which seem irrelevant to the evidential import of the data and thus to facts about what actions the data warrant. I argue that classical and Bayesian ideas about stopping rules do in fact 查看全文>>