In article <[EMAIL PROTECTED]>,
David Heiser <[EMAIL PROTECTED]> wrote:


>-----Original Message-----
>From: [EMAIL PROTECTED]
>[mailto:[EMAIL PROTECTED]]On Behalf Of Gordon D. Pusch
>Sent: Thursday, September 27, 2001 7:33 PM
>To: [EMAIL PROTECTED]
>Subject: Re: What is a confidence interval?


>"John Jackson" <[EMAIL PROTECTED]> writes:

>> this is the second time I have seen this word used: "frequentist"?
>> What does it mean?

>``Frequentist'' is the term used by Bayesians to describe partisans of
>Fisher et al's revisionist edict that ``probability'' shall be declared
>to be semantically equivalent to ``frequency of events'' in some mythical
>ensemble. Bayesians instead hold to the original Laplace-Bernoulli concept
>that probability is a measure of one's degree of confidence in an
>hypothesis,
>whereas the frequency of occurance of an outcome in a set of trials is a
>totally independent concept that does not even live in the same space as
>a probability.

See my other posting about the idea of a "real world"
probability, which is neither.

>-- Gordon D. Pusch

>I disagee with Pusch.

>Bayesians have a way of modifying definitions to support their arguments.

>Bayesians are those people who have to invent loss functions in order to
>make a decision.

Anybody needs something like this to decide what action to 
take.  If one action is marginally better than another, and
the information does not otherwise give strong reasons for
using it, why bother?  Decisions are actions.

The "behaviorist Bayes" approach to decision making under
uncertainty, only using self-consistency (coherence) to
compare actions, comes up with the utility (which comes form
coherence) of the action in ignorance of the state of nature
has to be a positive linear function of the utilities knowing
the state of nature; in other words, the "prior" for action
is just a weighting function.  If the utilities are
multiplied by a function of the state of nature, and the
weights divided, the same evaluation of the action results.
-- 
This address is for information only.  I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
[EMAIL PROTECTED]         Phone: (765)494-6054   FAX: (765)494-0558


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