Dr Momf1. lkmWurg, Editor TbeJ\meri.c·aa StDt1o't1ciaa; EI"'"241 .DietrichHBJ.l ·tfniveHl1t·:r of ~9Ylvoo.

to
t

Ph1ladeLph1l:!

4,

Pa~.·

The encla~ed mMusc:r1pt, anti tIed, UBa;yea. P.~ II~ 1,6 ~ubl:.Qi ted t fal"'pose:l.ble lJUb liaaUOD in. ·th.e Iwlerlasn 5trrt is t,ici{ift.", So..l1em:.ULQr elTOW in. the original ..

st·111 :La the QarbOD copy :b.ave been, a-orrected

E

ii'

Frofessor

T..

J'·D.~es

or Pbys1ca

AMERICA.N

ST.ATISTICAL

A.SS'O'eJATION

EXElCm1ITIVE UMEGl'OR
DONA:a.:D C. ru~llY

P.rofe as or .E ,. T, ,J.ayne s .DapartmEln t of libya i c a Washington U»i ve rs l ty 1St.. LouisJMiBSQuri 63130

of y-our article enti tJ..ed) Again! Ii I shall have it cens i.dea-ad by the Editorial . Board of The .lImerican Statistician and will inforlIl you of the deci sian 13:.8 soon as )possil)le .. IIBayes

l're h;avet'ecei ved the two copd.es

/A'i~v
JI.:IH: sgb

~ fr_.,,,._£,
J.

J

btmrnrs lli\MIDRl.}l' Editor The American Stgtistician

Prnf'esacr

Morris

Hamburg

Uniyersi'~y :of' Pennsylvania Philadelphia, Pa - 19104

Whartou School

Statistics

Departtnent

BOARD
lPu:wp M. BAUsIT:Il, President
MAiR'JfINR.
D:ON.AI.[I 'GAIN5EiRIJGH, BOWM .... , N

rwe.

OF

DIRECTORS
Diredor's
Di();IJ~:U$ G. C»J!.P!.~.U~
-U"AROLD F.[)j}lDii

Pr,esidenM.

RAn~ot\l[) T.

P(J$~-PresiJerl..~ PI'·esiaemi·EJe.r..'l

ALBERTH.BoWUIil

FRrmTi:RJC~M(lSfEU:.IlR:
ALMAIITN ~HILL~PS KOlNNE'm!

G. E.. P..Box.
'GEO.FI'Il1l¥ H. MOOiRll:

CIU.Jl¥,

Se.:lraU.l.ry.TrMSufer

DI[}JWT"H'iM, GILJ10U'

'R. Wr.u:.v.MS

DAnE ~.GAIN I.

Is 1t perm1 tte4
VB ell

OrtI1odlml:
II

n.pt,

r

tor'

8,

:phys.ial t to ,~o'fa ·tbe fWl In ·th1s N'eo-Bayes1,aD,

Reeen.tlJ, .Anal~,1a of

my 'ttentlQD was called
B

t'othe

remark,Bbl

srt:1'cle',
.BreJlB ;

LllO(su1srtle

Statlat1eal

Ccmt·r,:ovemy" D'y In1im D!I' ,J•
IlGt

in the Fe~

~SI,6", issue. ma~tl'cuu

at' Ccura'B" wut, we· need is
analysis

mty

llnBUistic

,QIlslyala, but a

of the s1tuat,ian ..

F-o,r' bout, el.-,t a
B ,asian

years I l1av,ebeen making eDnst'antIlcmtine'
tatla:t,ie.al preblemm ,ot pl:l7sica _ .s,ulta ti,th thos,e obtained

use of

'me.thods in

mui engiDeerlDg, I:

,BD,d,camparms their

by o:L"tb040,xmethode.

dcJ this

might be more

l.Eeful 't'o realier,s Let us s't&rt" (issue
of April..

at Ws
1962'):

Journal

t'bM aD,other 'round lof pa'lemics.
i ii'

did Brossj 'by quot:1nS the yords of J W Pratt "Rov that I haR' ceased pret
nOI

.ding to be

impartl,al"

I mBJ poiDtOl1t that

connected.

ru.'"gumel'l,t, l.eadtng te

art.hoaox, metbodshes vitally p,roblems

ev,E!l,:rbeen advaae:ecl.

Ie:;,man rani Pearson

aontrlbutea.

tQ our' UD6srs,tsnd1n,I. br til ll'" io:nnula~l'OD of gtat1e'tlcal
J

bpt

they
' .. thane

ad. hoe proae4l..\r _,S

pleasant

,pt'Opert1es '.' 'Their methols

j

vh11
let Slone

extl'El1ely ingenious
un1quel.;r' o'b3eet 1T
'

,rm.:d'useful." Bre not eomp1et'ely

atle,footo1'7,

ana s cleatif'le.
l

n

~ 2~

-

as I: eaneee,is
time' 'besraated

tal attack
:for its

tats

atateraeat"

f,a1mea'Si requ;lre.e t:hat, ,equal

defense.

I _ 1UDEible t~ f:1DII any u:Neo-l~alEm.

truth, and he bas, etB-~ed :1t In c:lear and ample te;rm,s, •
Bre' apparently

But, :s.lrJce 'there

otatia,tlciaDS

We Idmp'ly rrefu..s,eto seeth1s,

~et us

P".'-~'ii,;;""AAli.
' ,~_U).

Q

_

l" ...", ..., ~-IIiir,U,~'''''' ,.... .."",~-v _ lI.IMII:l

~

~"', ....
1iitU~

J;I ... ,

I' 011, 'the ~. ~;.~'-,c.:<i:..., ___ __ . ~.'0\tD~

... ,,_,....... - ...

~Ei....

" ....

",.""

41,j-,i!!i ,... ~

a

Qi!

~-.¥'U' ..
...' .......

r.:t

swee:p,ms etatemel\t;

mBa. sO It ls,
11 t!era"~'

'I

J. lual:1eve lt1s 8lJao B eonect

lone.•

minc,e 111 spite, otmua

,SeaiFeh:1nil, :I haft' D.ewr been BOlle:

c'OBf'ormttJ' w1til the _ani measure
,r:sf

pr1nciJ~o~

least

'squarea to adapt

f;;lS

tlevla;tiGll anex;pre,slslcm of' the !,'om. ,,2:\l:1,hll1/N ""'i) 2 m/p1' we ,elm-ll obtain

wM1Fe

tile' c,Qeff:l.,aien,ts ci. may be abasen maN or ,1eBS al'b,ltrar11,y'.

It was
8,

:mow b;y It" 'fe rs'OD that
deriJaiti,CD,

if wetalle

e:L

=

m.esure v1t<h 'partloularl:!

s,lmple propertieS.iI'"

In Qlther W',ords,

4'_,,_· ... t . .. ,....... ,... b lit ·b.... ","11...,- .lit.' '''"....... ,~ s:oL",a,'IlJ'_" I' S WO.-uJg, t '!iiiCI!.n.~e' ~ ~,

n

EL .

'that,

'£Sl'!t.

can,be e.B,~ablished once :ond.

1'01"

all. by

!~W

'the

ar@2ment.

In 'the Dleet:!me"

DQI

ommmt 'Of' ,~tini

,to 'the' ,adml tt.ec.,

the g,ueBtionnlecdl ii,fratt. Actvall.y Cb1~sq~di'
,~J,
I

"tJ:'J.en is,
l

B

var:y ~

theQm'lliicBl

J,1IIBti'ft,cst1cm.for

but 1t '1~ :Sol"!Blea.

We wam,t, to, Ullo't ~eB
Jr'

is Hl

tllJEii,tnB"t

both belong to the same 1I',Bemoull1olasen Dr (:t,.e. a.t ,eaa'h trialJlD4epmUlen,ce
thsrsmdQ:Q eJEpe'riment,
Dir
_!!olIO

posBible
I,

outcomes
perf,ormed

at 41tfenmt

trials)

DaviDs

B times

BRd IGbBerv1!d t.he'sampl.e
ood

~t1ODG
P""""Ib"bll1- _'t' .'i· ""w, ,•._

{D.1"
""""
,.".,p

"Ii

1

,I'

eal.eUlate
'W- -

Al:2
B¥e

Z 2e'~

l.e't the pr1o~
r ..'....

H'1

~..::II u

b'B JI!;Io2'-

...iiI."",:n-t_8_,-'OF 1 W ~ a,ftO,.:','~r......... .. '2"""" "';1,1_
I

n~b:BbU-

1.t_':~ Sie_a
tOI

(etter' Obael"\l'Uig 'tbe SSiQ,!B)
6,

WIt Wa"

tbeOnm::! tlmD,y1IeJ.da41

SQOd, 8pJl'\o~tionj

(1)

T,'011B,

'X1,2

stmDtl9r1"e:6 Bllthe

:tnromation
iEUl)'"

in the

UBIi'Ilple tlu,l,'t

Is

re~!lD,t

,fOr te5lt1Dg bnlothe!la
claas~·

81 ssainat

0I1temat1 VIe hi. tim· same Bemoullt

D'Ut Eq~ (1) :tBl mJJ.r
Bmal~ far both h~heseB,.

aD.

appmx!m&t·ltm, vaJ.1d "W'beD

72 i'8

suttlc.1utly
(~)

The ,exact etj\t1atiODI 18, ,of' 'tim' f:om

wi.tl!

~;(2

:repls,ced b~ r ~~' ~ D1 loS(D1!N,l)

»

0

(e)

l~l

This, 11S, he qUDtlt7 wicDJ BOeClDl.ing to B.s· t

theorem."pree:lsely

s~zes

the a~le

fQ,tato!"~;es

'of:testtnl
tdel

the unull~healB"

11 fo1'" whi'cb tlle·p'robmb111t:!es
the olass 01' a,lte~t:lves:
Dr''''

at each

,are

{Pi

lihilli!

Jlr-

'1

888mSt.

'Its meaJ..Ds is 'beat

dlesonbed 'by the

da:t.a, ,cal.culate. t1"'
Ii i9.:B 2 -:;..:ro;;;;;;;-tr· _..... .... vA;;;;.;-i_.Qo;;oh I"~-

men 1J.....!.s R'Ilasd.1Jle

to rind_ ,81teml!lt~vQ bDotbeeiB m.

(,)
.Where
1)1

S

*lL'~ ~~

.isnG

He
,BS, B

,Ja :Br,tor

w1rl.~b. D;>

*1'·
fl t, he.s tbus
t-bat "

Use ar

+'

ineteai

of

,X.2

meae;:ure ,otgoodn,ess

or

an ev:taeut 'theuret:ical. advmr:t.&se" snd. "the, praC!t:le,aJ,.aa.van,tElP
bemS exeet
.0'"'-,-.'Iioc, .... lD_' Iw.I~

I' j;t

requ1Na no ,~b.B,
'._,,~., u~~, ,,'l" L,.

at Qsteprte-s
_.
.

.tor 'lr&1ch 'the, semple
~,

&_0111 •

,&re_

Of

'CIO'Mi'i~A -, ",.•,'t.,._, 1OJ1I!ii, ... ~,

*'_

~1Ji!i,'lI Dee-- . o!!io'~:.tr-_

',,'J-,.,.2 2:.

b.II' .t" v,,- 'II
SD \M

:tD have'

Etl. (.1), we haivee~t17
Q

Wald~s p.;rabsbU'l't;",,·mt,!o

'~COl'Ulet:ted:argumen-ttlwlJ,ieb

Y"t,' ~tl'i'" ,tis,cJ.cm,en the' :tnt1mate~_IIl~
lIhere

test; ud.

bet'hieeD 10 stated,
II!

WQ,lr1 sequential I lSI,

tes,t1DB me-thod.,

a det'J.nite,

Blternat::I!.ve

ana

.x 2., vb:lcb 'makes
,A,e

DO .:Dei'erenee to' iQllY Spec:1f'1flBl:tematlve

~le,Bl,so

see' that

Is ~ot, a - asure of'

~es
'thOlJ6

IOf'

ftt relative

to all. C:Qn~elvab:le

altemat1 Yes'J but, 0l1l.y' relat'1've' t'D
Tbisi'aet, has,J
DO'

In the same Bemoulli

cws.
the

daubt"

aJ."I:a:7D been. 'UDB.eratQQd

impl:1eltly; but to tha' pain,ted out 1ft
or1rbolio:x

bes,t, tot IB7 mOl,l" :1:\ bas B,ot, been e~1!Q1tlY

armm,ent"
o,l' fIt

we Q3K ccmstruet

the ,spp,ropriQte

t

fh!Cb.

meaeurea ,goQdn,eBB,

l"eJ.at'ive

to eny_ll~~1ned

class of alternlitives", altuat'iQllJ

1Jh1s ie, the h,esien "'edlBie, fo!""

B good,

example of What" I ,aus:eest,:; 18 thel ~elr'al
Bupplles.
OIl,

aJlpZloach tG' atat1uties

tbe :mi'B~:dUe: tbeorertlea1

and often

::tf11Prav·,em.e:nta

OrthodolC ,met'bods which hadlmlg

be--- I Just as Pratt prope-rtfea.
'I'

says, 'fad hoo procedures, ".(lth sonte pleasant

In 'the: lfe~,-Pears,on
Q,fnna' t\ypel of eno'!.'

decision, er.1t-eriotl"
8'OOlte8mall

,tilt the, probability

at

v,uue'

,~,j

and sllbJeat toWs

eonetreiDt,

adopt the d.eeisiml rule which mtnlmiaes the probability

of the ohber tJilEl of 'eJL~i'Ol"~ IThis sdhae' proc,ed:ure bas' the ples:!!,aat
p ropeEtJ' that it is "f'ery e - y to use ±b practice"
,one J.eEa degree' of

involving, 1!l ,eff'eet
bav~ to deal w1th·~

:rreedam

than we woUld ,otherwise

llut vbe'te is 'the Agatn,to Ws'!!
'On0

1:00000ef:t'ed ar~D.t

giYWI 1t a theuret:Lcw. ,just1.f1catl=1'
Qnl,y''tbe

the best

c,f m,ykno'W'1e4_"

n~s1aq

apprcacb g!vesus 1s included
,QS

finds that the Ney,man ..Pearsoft deacls:ton rule
case of the Bfl,~s1an, for

specSoal

partl:c'lllar

Pl"i!QI" probabilities

and

.loss .flm,ctiotlS ~ lliha BBye:sll!m approae'b,11 far frcm c,oDf'lict1n~ with the
I~e:ym_an, -rsoo .. p previeua,l1' me,th_,
B

oOM_J;Jletes that metllod b,Y supplJring

~tmt,was

m:f,l"lsina;

,clear stat:ement,

Qr

the elass

of p.I'Job,lems few

fh1ch 1't, i! the' opt';imum procedure", The eitWltl,an l1Bmther dlff1e_ ".tnt, 'W1tbtbe .lntetvBls. Tb:ta --hod

principle,

Of confldence

15, 'oot Icnly ad hoc ,_ it is mob18WJU;S" Furthermore"

B2;J;,te

ohse.rve· n

I;,;jUC~e,E:ii;'ieS

in

H t:J!'il!}la~ ,and are ss:te4 to eatlrnatethe
f ~ &lid g1ve
8

llm1t:hllll

frElquenc":1 Qi"gucc'ese

st.atement

DbDut the

BC'cumcy

plorameter

est:1mati<m"

not

d:1ft'ere~:t ·1npp1ne.lp1e

'rraa

mly other..

Ba;yes

I'

theorem Bol.ves 1.t 1lJ t:hr-ee lines, givinQ;::!) in the' caee' of' ua ifo.rm prio'r pl'Obsb:tltty density
~(l

for

f, 5 lPGSt.er1o~distribution

pM]l-OrtlonBl to' vsr:1uc:e

.--

fOi.·~f) !(N"",.)"
8

-

- f)N ... " 1I1:t.h mean value n
El Raul.t

'f' =

([1,+1)I(I~+I)

and.

,r?..,
.thw:;

given by lial'laee

·tn. .In,!!.. of

The

l ~'Of

:fmmd

provide
wt.tJl1n

good statement of'tb.e U'es,~lestimate

f, Bl'1ld anfuterval

'w1:cbthe true value i9 roessonsbly like,l, to be ~ The full "pos:terlor ot
f 'y!eldl;; more det.ailed

d1 n;t:rlbu't,10l!'l

statements;'

for'

large N (the

ml.7 case in wbicb :a~cumte' estimates are pOB.fdbLeat all)' it goes into

'Whet ~ .:1:8

treat

this same pll."Oblemby c'ml:rl~ee a rno.rm-#Ork problem., hut a Teseg,rnh

1nte~

~ 'We. :find. tut The f:!.nal

it

M IM~r

tll!\"Ojel::'t (2).

thi B reflex
C'~l'lI1iEb

Jtmt lang a,(N!,bw
6~y,

take

g,

~e

&t the final regu1:t\S~, w1tl1. the B~leJl

:N,e~

1'8

go perC'ut

co;al'ltienae belts

90, percent· posterior
ims:U.e __ .

D'rDbeib!l1t)l' bellta ~ The Beyeslan b'o:lts 11'B~ ,J'WiI"t barel',
'~',I!f!~' . -u.:Ii. Ji.erence~

tb.e ·N--IIIoVn1:l'il.'n1b·1:"--' .... "... , _ .~\O!'.~ ,,,,,e iiiii:i,,' l:O~e

l' II .-

~-II· ,oIib'lr ... ,,_.ili._.!iIQ

- ....... .. ..,J."'III' ~",~c::.~", " ,

I_'ll,· .. f'....... ~ ., .....

-7-

mathe:tm:tleal

f"act, rAllch

~yone

Cal!

verify

'01"

hiln.aelf J

EI,tsted

more
~

e:t-e]bl~;y" _.r_!2_ ~

...;. 'J( mid...l!;l4ce~ l~~s .. e

~ _eJl~burte .:btl:
"BUu-ting fran a Ul!.1f_o.nnllrlm"I~BbU1tl'
Cq!(ll
c

t:h! ~

~!a.m

end ~'l_t\_~-,

_-__ :1tx, ax:r1yeS tit _ fh3~
pulljIQSClS i~ti~sJ.

,teD ~Sl!,

re' rot' all ];Irac:tlQa:1

t.D those

__ _ _Dll order air' :taB!)ltut1e t 1~. , the (+1)
WJ if' take os our

aborter.
iI

__ (+2) 01' laplace,

tormuJ.Q came b _-of

tOI

haunt

lib stU Bt:lm.Bte 'the center

a.onf'lderu: _ 'Interval.

no .eme: _ a1m1"eof
! to us intervaLs p
J

these thtn.:p

j

still ;p ;mists

:in s _)"bIS t.baot it is

tiL BBi_,

-lAPlace ~thcds

an'· r1.g5lt to use ccmfidc:mce
~ :hat a11

placee

~,'lt

1n avel"7 curiCUS lQ3f.eQl post t1'.
it is J,us't ill(posslbl.e to IS

,l)r pm. - _'"ill stBnd]lOlnt,

the shootina is nbaut.

~B;yes1,Mmethods, ve%7'l-r1:-ely refrains
nJ.e DbJec't~

f'rcm e

IP3rlo

gf'

mal result1 '~

to

B

sUul,metho4a. wh1eb 'bave filled the' llwtisticul.

or

,I'l

in &p'llUetions,
" )I:
I

bu.t 1liIlete
Qn

,ttak

their philosophical

to argue tIiie

I tblnk't1le,ra

1_ b:y nov •

,abun_ce

af

-. ' ar~s

eupportins

''the

,exam;ple", pe1"haps the' iEttrcm~st

e.ad mQst

pe~aistent

ob,JeatllODto pmbabil1 ties

the,

.ilayes:tsn m.ethooe o.oneems t.he, oo:s.:l~:ntoftrl0r

IJ'( 9' ~xl IdB

abmltthe

vaJ;ue 'of

e,

\oilS,

l?!$\Y lexpress, t!1iEl, f'act'by OII'EJ
;::C'QllGt!!

,6Ss:1Fim.!
gGe'S,

&

uni1'Orm

p rt,or :pfll"Doobi.lit,Y

mmslty:pJ(

But,

the 6tandarQ.
abou~

,ar8WIlent"

if' I 'know nc;tb!'d,ng ,~out ~ then

I: Q>laQ''knOlT notibin!

el')

but t'\:ssiguiDg unifom

p:rio'r probabUity to 19 is not the ,same thln,g l~'e,

&:~:U3,ignin3 lJllif'om prtot' prfilbab11i.ty t.tl

(ll...

ItDllf
8l

e.re ve to decide 'Which
the.Q:rJ' whinh

is rightr'

~"Ihol is to' nay?" Boo ~an, we apply

w

ambiguous?

-.. ~ qU,on.t.

'it. , ' .d p.l,"~' ._. - . y t1L!>. .... D~ C'--- ~D"i:ve ~hllb:i1it· _(I, aQ_ ,~-~.J' . anuYI;;i ~. 'd!etl'il;lUti'on,

- n<!'lo,';;'~e ~-

,re- 'I..;;."..... -' - - u:.1! ~rl . iQ::rte.rlor' p. ...

~l)b8billt,~'

p( SIn) OOlldi'tional on the' new enrl:de!lc;Q E,

eQftssle;m ,of

8D.

,oovious

e:,tJmnon~:sense,a-at; f

be':e~e ~u een answer the
obser-1Till1 evidelweE

(ltlest,1on, '~Wke,t ,ao 'you.

»m~

ahwt. 9 lafter

p' !~, ;you

have to be alJ1e to,
befQre g'cael'"V"l:ngE

tlnSW78l'

the' q~t,1.a.n,

u

t

ldid

you

mow
'ce

abau.t 9

I'

r

J.ny prineiple

or

~r

est1mst.l.Ol'l. or

iQ!potlleB1~

teatm;e; '/hich re:fUses to'

~lmQwledge

therelev

or

prior infbnnatiOl!l"or fell6 to pmwide
,~CGWlt.

wy means or takIng it Into
't

is, b~ that t:ect al.Q!!e p.roved te, be J :to Pratt
eetiB.f'actory'.
let e.J.caneun:1que~

s ~,

''''not
'fil

C u11etely

obJeet1ve

and p,cientlf1c,.

·to, 'Commit ·the most obviau.s inc W'J.Sleten.cy ~ In tills,
'O~t1ODj'

toher:e is one'

"Ug-

tl've axlam." Whi.chI t.b,iDk,

lPa..tl.t..... wppeAA:r ?, Bas
,e4voc!Jte~

then it, tlUUld b_B utterly

'I1l"5pos,te'51}.lS

t.9,
p~

'9.:;' it be~reJQ,._'e~
,have the
fu.l]..

bLiI!BQt.Iy!l"_rltethQa w}U"oh_,alno has prgmn'W starl about, tlleiI,
plo'iQ

So'j before' change:.;,
He

'J.em af

parameter'

ml!1St Ella", e~e

the, I~QrthW=~methode with thiB :in

BtBtiatic:ian

intro.lu.cea

llel'l

princ;ip!ea

not ccmt.a1ned 1G bafU.c prob'labU1ty ~_lihoodll!
e~~But

the017 - biBS ... eff'1c1eDc1, rfonfidence 1ntetvRla,
11: you square . un'tl_'.

eo.

est1nWte
(i

at

el,

i(C-u \d13. :n.ot neve en tmb1~ed hiBsequal t@the'

Bt1rno, . of
the estimetgr~

o2.J

_

l'e

~dll. be

pooitive

vanance'

101

If":ytN !'1'ClJlT.ectl1f'(lr thiG b1aG,. 1n e!l.ch (:~e, depena. an OO'rI~
b.a,.defined Jaur eGtiimB:te

ywr tbml

m:m,(!lusions will
S:1m1lDr~.

pm-sm.eters ~

the sq'WU"G of an effJ.c.1ent

Qr 6 is Ilot Wl ef'f.ic:ient
(1) i.8

est!

Etta' of

,rlJ

1D.dee4.~ the veIl'1 d.e\t1nitiOl).

of efflc!en~y

not exist".,

If)'OU

find

eo8bG~est

tnmf.l.delJce lnte'rval fm"' B, and

8 31m1J.ar ene tar' 0 " the -mf:aprocedures

2

will elld 'u;pplaclns

6 in

f1n.al, concl.uslans

arc gOing to ~d

0I'Jl

how he ,bas &ef1neu, his pa~:rs"

If

1nsteoo, of
Raw are

9 he de.a3.;l1as to york ~1tb

rf,

thenf,t),r

e'l.11?fW1entl,y ,wse

n'i hiB, c,QJl-allE1ons, Will be tlildly

d1.fte.ren:t •

fI'CD t'.Q05e he gets by USB
Who"ie tD' e~Ji'? • HOlif

or e,.
CBD

we to d.eC:Lile' -",h1t.!b i,sr1gbt?

we we a theoZ7 whtab 18 ,embtgumm'f' In &000 fifteen, years 01 9tlJiyfD, the sta.tiBticlll literature" I

b ~ve, f Ql@J,dprl!ll'hapJf'1tty
l

pSSG-Bgee ill vh1,ch some orthodo~

'stet.:lst.1ciBD

invnrlant

UlldQr a c1:tc:m,~ gf pa~rs,,.

but fulls

tQ ,add that his, 'DTdD .' 'interval

e rltari - of bias,

eff'!.C'ien,ey,"" liD,d, ,shortest

QODflden~

su!lWr

fraD exaertly the :lama liack Of mvarieaee'.

liow, ,,'hich af the,

Q~

methods ,~

achieve

invarlaDQ:e'r

'ib

the best Of nt\l' ,lmO~'1ledp,,,, there

ore ,~USlt two pr1nc1plea which ,!Ire sufn:.c1ene~ and, max.:l.mwrJi like;lfhQDli.

iIlAepende:nrt of the chaise
But":!!' mld this

of pel"'amet:era:

ia the mMtemusins thinS of all, the3e are Jus,t the
in B~1an,
te:mlS~

t'/QI p:rlnc.11Ueo, tltat .sl,q, have a ,s1mpJ.e,~1mt1tit:at:Lon

'fhede.('::1.n1tl,O]), of' ,Buff'.1~l.encJ" CeIl, be ata'lald

BU:

1f the }loot6J'ior

d1at~1'but.,1OD iOf 6 4e;pelids a, amBle f\mct.:lcn f(~
a m-ll.ffleJ.ent
II ,..

on,

the

Qb,se,rved,

sam;ple ·mJ,ues, 01111 through vsJJ.tes ~
1"

lb)

olE tile' G~J.e

tlleD.

r

is

ata-tlet1a

fQil" eatfmat.1Gll of 19.

Tb.1s de.f:1n!t,icm of

Likel4se,

as FIsher

bas n:trGN::Jsed,

theaquaftJ'
lestimat'e ,of

cf'

,6

mex::t.mum lke'lJJlQOII ... l
:But, J

,estimate

a,f'

e ,,!! a max!mum~l1kel!JJ.ooa.

rli1:_

therel 1s

'that

embarl"9.sS'iD(l' llt'tl.e'mathemst1calfa.ct

that the me~bad Of ~

likellboo4
~~~ the

1s mathemat,ically lC1enn1ew., with ap~1.y1ng Bayes· theorem.1

~¥.!lUl11(OnruJirlOl' ..!l'Qbf4bi~l

,e.~Bs;l,gr.utj then

chOOSinG 'the

mo4e of' t.he' po'Bterlor d1stt"lbut!oa

BS '&Ur' ,

s,t:1maw.

OD. 'rlSS

the 'probablli~ra'ti()1

test.

A.fter a.mw,'l4erable mathemat:tcaJ.. lsb=e:ll'
Ol:'t1rm.lm one':I in the

it

proved that 1lJ:tl0 proo e4ure .1s thel long-aousb;t

!pth~t:taallY .
~

ldentioal

\1i~th a;gp1$6 'Boye~'
'

tl}eorem with m1'1~'o!!
_ . r __

,Er1,o~ J?n>b~bil.l1es ,=tJl~. dec1diDS t~ t

_

an lQiothe;a1~e,lstrue ~U' 1_"ts
NoYthis

po~te~oP
is

probability
'YaY LaplGce

reoohe;,S~Q cerhain nr.eM~1m'1e:dif!wl. !me, hontU1DS deciaion
coume,

,j~,t the

:prob,l-emEJ,of pbyG1,ea in

the' 1811 tb century; rm,d",of
('1nolud1nC'~ . d himself

~W3t l,Jmt or""...hcd~

ste.tisticiana
nates
Qf'

1n hie Co'lumbi& Un!"~~eD1t1 eour-'

a.bout 19'41,) ass\.Wedu

~r1ere ct'lnlP1e.teJ.y ~g.

Qfue to,tahe
n A'l1

another look [It the ilhole B1'tJJBt:ton tlnd ook ounuU~roB I'
~Iflat,.is 1 that uas so ,alffu1 about-the Bay,esiSD t

right, nowjut •

cppro3cb?

eBB. ,you real.ly

ce.int .in 'that

f!;

view:point. \tb!eh l.eads in tbre
yeSI'S

J..1Des,to 'the seae

t'asu.lt.a that cont. Wald, .s'weral 1·~~
DreWS

of' mat"ll.emat1as.l

,J.abor,1£;'ROflsf
thou@.t
1

to

'think of

EJ.

Idoctrinno1re :l3cbool
fl;E'

or

Meb. I1Bs den1etl to t)ro ~emt1on.s

Bcientif'ie ~trormers the

une of st:ntist1cal

methods '!1hiehwere 'f'i:n~lly proved to be the' optimum

ones after
~e

all,?

Getr.t1enen., ab,all we sttst

't:tlk!ne; aerws

r'

iSBue i_Enot vhether' the Bayesi.an metbodn 6re 100 percent

n c'lub to be'8t

dCTi)l

either

tbeoPJ' in f"Il"or of the at-her.. !me the

cml.y

question of' real su1mtmlce at this time is not'lb,et.her

Ea;yes1sn

methoa:Dare perfect~, but
the orthodox ones..
e~9;mti1{e

only

~lhet'her they are hetter or'h~:me then
gl."fte

I bsva tried. to

'here tbebsre

&nl1ne of" ,j!\
philDsophicBl

Qilf.ill~J'Bis C;i) whleh cQDeid.era :not onJ.ythe

We haye

137 DOl!

scm,a very ccmpe'l1m,~
B,

Qnd q'eQnll&etedl~

argwmmtEl,

(3),

('4) sU)!pOrt1D.g the view thet thel!81s

e.ersl,

set

lOl'

Nle:J for'

=or:U.dstent

mtat1st1cB

as, s,pec:Lal cases OIl' mocnE1:!mroxtmst1o;n,s, 'theret(ll, and '~'lcb

c,ambe ,sppUed ill mnny pmblems
'Qu:treJlt

(whd.'eb ore o,tg;rea.t, iq;Iortan.ee
J

in

pbJre1eB and

enginee.11Dg)

,lbe:l!S orthOdox Eftat!fJ,tlns baa no

Lu:pl:ace t1mOrJ',1 whleh o~ fin,d, the, tn"'gumentB
iEll

sta't1Bt1eBre,~e~tfl', BS2(e'tsie ~

Altbo11Sl:lI pars~
IC'Wlvi.lm1DS", it, fa
them,,;

for'the

entirely
Dire

EmijJirtcal, fsatt'hsi;
:& \l8$te'

,orth~

B,tstiBt'1e!s.nG

temune~to

eo

1't is

,of lettort to repeat them"

iUso II t..itese ar~ts

am,

achd'tted:Qr, this,

wtill

ha.u"lst1c fl"Or!l\ tbe mthemsticsl stde ~ ID,v1ey or Uis'C'us,s,iaa
QD,

hw eM we keep future

a construetl"'1B' leve'~

'~!re

'there 19 hope 'of mwd.llG pro, -__:ss? _.
There 18 f I

th1nt" rm.l.Y

one way~, We must cml.t:tmleta' examine "the

apeeitie

mathematical stepe,
methods lead,

and. :finEd l'J:on.eltm:tcns. \tieh Baye 'faD

and orthodox thep~a.~

to wh_ applied, to specific prabl-ems] .juert,
usem

ueiea,tists

test ~

:PbYGie:eJ.theM"y'!I!'

in spite, Qf

ap1n1cmlce af
iQ

aarmm~tl'tatM once aud for all bl produ~m8BBia,!Q!! example
ICrti'mdoX

:Btat.laticrll piroblem,Vhere the

'met.hoda glve' a sat:lsfeetg:ry

result", bu.'t the Ba,,aslea ,anes do 11D't~

l't cannot be proved. 'b:1l!nSU!Bt'les~

I ,am,SO~

Ii' tl1e foll.oWlng sOUlldS l1ka st111

,eaother c1mllenp;
'the'

but
iii

perba-_pshat :15 after ,an the suee,st, wa1 to _to t

beart of

00

issue

I

,'
=thods are'
'eI'T-

t ayes 1
eous
d

orthodoz ones wpenor,

why not try to

p,rove your po1Dt 111. ., way tkat tr,amu:endG oU, pol.emiaa,
thiB exsmple?'

by pl'Oduc,iDg

..

t.bin!S~,

If

j"OU

fail"

then 10u ~

lea.m sQ'll8tb.1DS \dtbto~
If
'N

that
B

o ugum.en"ts at m:t ,,-.: e<0Uld q'\d.t - oonve,-.,
In
,tlmt this pr _ 1 __ -_ ltotxi

~
_t

fiBally

c _ :Q.lude'"

t.

TJ11l be, tll' )iJ1'iCJ - r

t:l:t___?

_ it is pos tb' -, utthQut actual logfJect_Mction, ,ma1ntam tJtat Baye-sUm _tb,Qds,'r!1 utterly

to
B

false 'but th_itI,,1 throue;b.

frtu1tm.m
oC.., MI - 'P\l" -",

acet - till that/' alwys hsPJ nnrt1,crul. r pr 1:'1t1011.

1 " llut I

-

- I't m'tunn8' JA~AJ'-

1J,.'k1:.

to lena, to the ,r1ghtans· ere
,.11 w t to tske

t

If you. stud,;r these th1Dgs 1 B enougb, I think ycu
ftDd tb. -, you, ba~ bec_
&

w:Ul suddenly

NeoZ!BS,iye_ by p~_s

:I. ' !, '01" H,. O. "lrtlef,

Flnall1'J

a e -entabourt

the

1cl.

_ 0:0,-

autist:le

j

bu

0

eo, lUll1C,stlml

bt

en atat,istioian

GD_

client ·

In ' _rtley~ [),elf. .ague J the trouble was that Mr.
Cl1d not Ul:ldlfrs,tw;ui setat:Lstleal prlDcipl a; en Dr
I

Bus:"

the

engineer,

Bayes, 'the statist1ei

I,

.'::'<lld , ...._.;j., ~ QW1~

"'.""",.,_....,.,,4-_ ...... ,..:l
I~~",~ ~~

.e' ,......
.

,R~~W~-

,'!,·lhl!.oOc-4,-d' .ulD'!I!!'

Dr' .'

1

II

'rJI..... ~II

VAo-Bl.izol:!lid
~'Q ....... _'___
I~.

"'1.:0 ....""
~~

!:i!!'_ I.~~-'.

B.~~'Ot'EI .'Iii!I...!k'tI
I

pc,lor prObabil.i tlea

;,fSre inconsistent

J

but did not kD.mT hO\( to

UpQn aD enormous

mQSG Qf prior

:tnlonnatlon

{'.ftd e~er1en(le

'fhi,ch he
-00 ~ probJ.em,

p_

r;ou..lll. D.otlJPSf;l ibly

e¥Qlabl. to Ill."'. Ba;ye:s..

CIt 1s cmly fa,ir

:it b"~:lib

'P::we.n'tbatlcal3_y that t.h1a prior ofi'e'rs

1nf'ormatian

13 one for vb1ch G,rthQ lox stat,1e,t.icG
The anSl-rer" Of ~ou.rae,. is

no DQl.utlon at au),~
PrOgI'tllmJ ,of teaching

education"

BELNes:1an

statistical

methods, to

engir:u':.Nlil'e,

m:rebeing tD1t:lQtedln, tI1Qnyplac,ea,

and th:P.ee 1nduatr1al laboratorIes
the tlQ)-e!si,mJ. heor-;t is t

01

It is poscible: ·to da this

be!!mueG

mc.omparab,ly s'mpler

mtd more aenex'81 th.an ,the

CCIJlmQD, sense .. he i,s, delighted

to see the Kind of l"e9Son1ng

he baa bee:c.

dotnS all

alcmg 'im a qua11tat1.1Je

~y,

:reduced. t.o s1ltJ',p'legpaDt1.tot1ve

t.ert'm:s ,~ Instea.d of a. seemingly end.lesssetrles
pr:1n:C'1ples" eaCh aPPlicable'

of aepfU'tlte ad

hoc clasS

to

11

narrow

and ~reC!lsely

defined

of pl,tlblems, the Ba.yesiatJ. a.:pp;ronch gives him a single set of princ'iples

~{h1ch has an obrious 1ntultlve
Inpart1tn:.1.l-ar only
I~

appeelJi and eoyers the l!D.tlre field.

sequen",.1al

test,iDg,

whi~h

B

few years ,a~,
DOW

B

taught

8r1

advanced gcaduete

eouese in Oltatl~t1cm is
'the t11'llt,
qd

bam

taught

to UQ,del"g1'I uate e:al!lneers d
or 'the',

aa

B1mp1eat poaa 1ble J e~le'

use of Bayes" 't:beorsa;.,

-I&.
'!he leIlg1neer ;fbo bas been 'taugbt Bayesian

ste.tlati.cs, and has that

seen their ,spplicstl:on :iJl his problsms" is inoreduJD1.lE 'lih'lll told
'tbre e;d.a.ts BJ,(2)choel ot tlhousht

which condemns all these methods v1.thaut

bath ~r1Dlg to,

e:12'run:e

their

final ree\ll.ts ~ It 1s pa:rt1.c1.;·"larl,,, h{U"d to, the use of' un:1f'orm p~ior

'tm:de'rstand how it ia posa1ble tD NJlect probnbl11ti,ea
metbods b,eca'~'

t.o express i0'lOXfUlce".and then ad.vor:at'ethe or~hodox
~I

ae the: ahove! lexampleB

shorw ,t:le:fW¥

~.e~

.az:i0;E

~abl\li,t,:le&

B~.

all_~!.. mai1!'t_tj.c..2,.ll;t the~ s_~

thin! ~1a.S MsiS!!:ln,$

~'iflOl}_!l P1Clo_r_e2:0J;;ul.9),}!t1ea ..

,I b·elie"l'~ that services
the ather

the Mr,,, ltusy of 1910 ,·rIll have n.o ,need of the
OJ: r.4 aD:y

of Dr,. Bayes;
'fila:;

a,t,he:r statist;icml..
tho foils
Wl. tb tOI

It is v-ery much
leal'"n BayesiW]

a.rou.ndj the sta;t.i,st1cian 1,.·nself' 'ltonlifonted

methods" and. finds
p1"10' inform.c.t1oncan

a prob~ _ 'here
the 'rug"

the

no longer' be Bve,pt under

rlil find.

Mr. BUBY ".v1.,ll1n,g and Qble 'to 'be1p him out,.

(: ) 1 Cltamer, If ott 1f1n1vers:!. tyress..

,-J..~

1946.

f1.duci8~ J lL11s 111ustmlted t
L

in. the case of the bin:cmi.s1, If

(,)

J.

~-a,

E,~ ~.~

~bs1ti-J+l;l ~n~qH651.'Pee_SDq
,I

EaEpee'rPlg,

M<:.Gr,a~ ..Rill

Baok CO.
J

Inc

,I ,

New York (in preaa,)

(4)

co'x, B. T.

The Umbra

ot Prorrable

IJJ~er,2t!ce, JoAna Ho,pk1na
1.0 Amer1~m1

Press, B J-timoLm,1

1961,; mvt"'ed

by E .. ~ •. JU)1l.ea

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