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.
Questions tagged [philosophical]
169 questions
355
votes
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Is normality testing 'essentially useless'?
A former colleague once argued to me as follows:
We usually apply normality tests to the results of processes that,
under the null, generate random variables that are only
asymptotically or nearly normal (with the 'asymptotically' part…
shabbychef
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117
votes
14 answers
Maximum Likelihood Estimation (MLE) in layman terms
Could anyone explain to me in detail about maximum likelihood estimation (MLE) in layman's terms? I would like to know the underlying concept before going into mathematical derivation or equation.
StatsUser
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11 answers
Why should I be Bayesian when my model is wrong?
Edits: I have added a simple example: inference of the mean of the $X_i$. I have also slightly clarified why the credible intervals not matching confidence intervals is bad.
I, a fairly devout Bayesian, am in the middle of a crisis of faith of…
Guillaume Dehaene
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85
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14 answers
Why haven't robust (and resistant) statistics replaced classical techniques?
When solving business problems using data, it's common that at least one key assumption that under-pins classical statistics is invalid. Most of the time, no one bothers to check those assumptions so you never actually know.
For instance, that so…
doug
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83
votes
14 answers
When (if ever) is a frequentist approach substantively better than a Bayesian?
Background: I do not have an formal training in Bayesian statistics (though I am very interested in learning more), but I know enough--I think--to get the gist of why many feel as though they are preferable to Frequentist statistics. Even the…
jsakaluk
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77
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10 answers
What are the major philosophical, methodological, and terminological differences between econometrics and other statistical fields?
Econometrics has substantial overlap with traditional statistics, but often uses its own jargon about a variety of topics ("identification," "exogenous," etc.). I once heard an applied statistics professor in another field comment that frequently…
Ari B. Friedman
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72
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11 answers
Is there any *mathematical* basis for the Bayesian vs frequentist debate?
It says on Wikipedia that:
the mathematics [of probability] is largely independent of any interpretation of probability.
Question: Then if we want to be mathematically correct, shouldn't we disallow any interpretation of probability? I.e., are…
Chill2Macht
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67
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7 answers
Where did the frequentist-Bayesian debate go?
The world of statistics was divided between frequentists and Bayesians. These days it seems everyone does a bit of both. How can this be? If the different approaches are suitable for different problems, why did the founding fathers of statistics did…
JohnRos
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63
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32 answers
What are the worst (commonly adopted) ideas/principles in statistics?
In my statistical teaching, I encounter some stubborn ideas/principles relating to statistics that have become popularised, yet seem to me to be misleading, or in some cases utterly without merit. I would like to solicit the views of others on this…
Ben
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57
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10 answers
What are some examples of anachronistic practices in statistics?
I am referring to practices that still maintain their presence, even though the problems (usually computational) they were designed to cope with have been mostly solved.
For example, Yates' continuity correction was invented to approximate Fisher's…
Francis
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51
votes
3 answers
How are we defining 'reproducible research'?
This has come up in a few questions now, and I've been wondering about something. Has the field as a whole moved toward "reproducibility" focusing on the availability of the original data, and the code in question?
I was always taught that the core…
Fomite
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45
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6 answers
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 paradoxes and generally the quirks of each…
DerrYe
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33
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4 answers
What is the fiducial argument and why has it not been accepted?
One of the late contributions of R.A. Fisher was fiducial intervals and fiducial principled arguments. This approach however is nowhere near as popular as frequentist or Bayesian principled arguments.
What is the fiducial argument and why has is…
JohnRos
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32
votes
4 answers
Why are lower p-values not more evidence against the null? Arguments from Johansson 2011
Johansson (2011) in "Hail the impossible: p-values, evidence, and likelihood" (here is also link to the journal) states that lower $p$-values are often considered as stronger evidence against the null. Johansson implies that people would consider…
luciano
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31
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3 answers
Entropy-based refutation of Shalizi's Bayesian backward arrow of time paradox?
In this paper, the talented researcher Cosma Shalizi argues that to fully accept a subjective Bayesian view, one must also accept an unphysical result that the arrow of time (given by the flow of entropy) should actually go backwards. This is mainly…
ely
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