The Neyman-Pearson theory as decision theory, and as inference theory; with a criticism of the Lindley-savage argument for Bayesian theory

The concept of a decision, which is basic in the theories of Neyman Pearson, Wald, and Savage, has been judged obscure or inappropriate when applied to interpretations of data in scientific research, by Fisher, Cox, Tukey, and other writers. This point is basic for most statistical practice, which is based on applications of methods derived in the Neyman-Pearson theory or analogous applications of such methods as least squares and maximum likelihood. Two contrasting interpretations of the decision concept are formulated: behavioral, applicable to 'deci sions' in a concrete literal sense as in acceptance sampling; and evidential, applicable to 'decisions' such as 'reject H{ in a research context, where the pattern and strength of statistical evidence concerning statistical hypotheses is of central interest. Typical standard practice is charac terized as based on the confidence concept of statistical evidence, which is defined in terms of evidential interpretations of the 'decisions' of decision theory. These concepts are illustrated by simple formal examples with interpretations in genetic research, and are traced in the writings of Neyman, Pearson, and other writers. The Lindley-Savage argument for Bayesian theory is shown to have no direct cogency as a criticism of typical standard practice, since it is based on a behavioral, not an evidential, interpretation of decisions.

[1]  Cedric A. B. Smith,et al.  The Detection of Linkage in Human Genetics , 1953 .

[2]  A. Birnbaum On the Foundations of Statistical Inference , 1962 .

[3]  M. Stone,et al.  The role of significance testing: some data with a message , 1969 .

[4]  Ian Hacking Logic of Statistical Inference , 1965 .

[5]  E. S. Pearson,et al.  ON THE USE AND INTERPRETATION OF CERTAIN TEST CRITERIA FOR PURPOSES OF STATISTICAL INFERENCE PART I , 1928 .

[6]  Jerzy Neyman,et al.  Joint Statistical Papers , 1967 .

[7]  Robert J. Buehler,et al.  SOME VALIDITY CRITERIA FOR STATISTICAL INFERENCES , 1959 .

[8]  A. E. Maxwell,et al.  Classification Procedures Based on Bayes's Formula , 1960 .

[9]  G. A. Barnard,et al.  THE LOGIC OF STATISTICAL INFERENCE1 , 1972, The British Journal for the Philosophy of Science.

[10]  E. S. Pearson,et al.  On the Problem of the Most Efficient Tests of Statistical Hypotheses , 1933 .

[11]  R. White Mapping human chromosomes. , 1984, Harvey lectures.

[12]  J. Tukey Conclusions vs Decisions , 1960 .

[13]  L. J. Savage,et al.  The Foundations of Statistics , 1955 .

[14]  Jerzy Neyman,et al.  "Inductive Behavior" as a Basic Concept of Philosophy of Science , 1957 .

[15]  The random phenotype concept, with applications. , 1972, Genetics.

[16]  Allan Birnbaum,et al.  More on Concepts of Statistical Evidence , 1972 .

[17]  C A Smith,et al.  Linkage scores and corrections in simple two‐ and three‐generation families , 1968, Annals of human genetics.

[18]  David R. Cox,et al.  The Choice between Alternative Ancillary Statistics , 1971 .

[19]  Cedric A. B. Smith,et al.  Personal Probability and Statistical Analysis , 1965 .

[20]  C. Smith,et al.  Some comments on the statistical methods used in linkage investigations. , 1959, American journal of human genetics.

[21]  James Durbin,et al.  On Birnbaum's Theorem on the Relation between Sufficiency, Conditionality and Likelihood , 1970 .

[22]  R. Buehler,et al.  Note on a Conditional Property of Student's $t^1$ , 1963 .

[23]  Martin Schatzoff,et al.  Expected Significance Level as a Sensitivity Index for Test Statistics , 1965 .

[24]  David Lindley,et al.  Bayesian Statistics, a Review , 1987 .

[25]  E. S. Pearson,et al.  CONTRIBUTIONS TO THE THEORY OF TESTING STATISTICAL HYPOTHESES , 1967, Joint Statistical Papers.

[26]  N. Morton Sequential tests for the detection of linkage. , 1955, American journal of human genetics.

[27]  R. A. Fisher,et al.  Statistical methods and scientific inference. , 1957 .

[28]  Ernest Nagel,et al.  The Structure of Science , 1962 .

[29]  A. Birnbaum On Durbin's Modified Principle of Conditionally , 1970 .

[30]  Allan Birnbaum,et al.  Confidence Curves: An Omnibus Technique for Estimation and Testing Statistical Hypotheses , 1961 .

[31]  Jerzy Neyman,et al.  Two Breakthroughs in the Theory of Statistical Decision Making , 1962 .

[32]  J. Colquhoun,et al.  A matter of chance. , 1992, Australian family physician.

[33]  Abraham Wald,et al.  Statistical Decision Functions , 1951 .

[34]  M. Strevens Scientific Explanation , 2005 .

[35]  E. S. Pearson,et al.  On the Problem of the Most Efficient Tests of Statistical Hypotheses , 1933 .