Friday, October 28, 2011

A Possible Difficulty with Subjective Bayesian Argument



Hykel Hosni, "...Uncertain Reasoning," 5 The Reasoner No. 11, 196, 197-198 (November, 2011):
Going back to [Andrew] Gelman’s analysis of the standard view, he points out that one very negative consequence of subscribing to the bayesian bundle, is that it encourages bayesians to cultivate the bad habit of disregarding model checking. This, according to Gelman, depends crucially on the subjective view of probability which Bayesians embrace. One is easily reminded here of the classic line by F.J. Anscombe: “To anyone sympathetic with the current neo-Bernoullian neo-Bayesian Ramseyesque Finettist Savageous movement in statistics, the subject of testing goodness of fit is something of an embarrassment”, F.J. Anscombe (1963, “Tests of Goodness of Fit”, Journal of the Royal Statistical Society. Series B Vol. 25, No. 1, pp. 81-94).

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