By Professor Michael D. Perlman
ESI Special Topics,
February 2003
Citing URL - http://www.esi-topics.com/fbp/2003/february03-MichaelPerlman.html
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Professor Michael D. Perlman answers a
few questions about this month's fast breaking paper in the field of
Mathematics.
From
•>>February 2003
Field: Mathematics
Article Title: The
emperor's new tests"
Authors: Perlman,
MD;Wu, L
Journal: STAT SCI
Volume: 14
Page: 355-369
Year: NOV 1999
* Univ Washington, Dept Stat, Seattle, WA 98195 USA.
* Univ Washington, Dept Stat, Seattle, WA 98195 USA.
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Could
you summarize the significance of your paper in layman's terms?
R. A. Fisher is generally acknowledged as the father of
modern statistical science. Fisher was both a mathematician and
geneticist, so he was ideally equipped for developing and
applying mathematical methods for the design and analysis of
scientific studies. In the early 1900s Fisher introduced
quantitative measures of statistical efficiency and information,
which have become universally accepted as vital guides to the
analysis of scientific data.
As statistics developed into a mathematical science in its
own right, however, the search for quantitatively optimal
statistical procedures inevitably became an end in itself to
many researchers. Fisher and others became concerned that this
would divert the focus of statistical scientists away from the
primary goal of fostering inquiry in substantive scientific fields.
Indeed, by the early 1970s, many statistical scientists had
taken note of John Tukey's famous admonition "An
appropriate answer to the right problem is worth a good deal
more than an exact answer to [the wrong] problem." This
idea, deliberately introduced by Tukey at the beginning of the
computer revolution, has been tremendously influential—Efron's
statistical "bootstrap" is but one
prominent example. Nonetheless, the quest for
"optimal" procedures regardless of their scientific
relevance, although somewhat slowed by Tukey's warning, has
continued to this day.
Our paper "The Emperor's New Tests" collects a
series of simple examples that clearly demonstrate the possible
scientific irrelevance of quantitatively optimal statistical
procedures. We conclude that the standard optimality criteria
themselves, such as the Neyman-Pearson criterion of a most
powerful test, are not absolute but rather may be tangential to
scientific inquiry. This conclusion is far from new—for
example:
- "There is no statistical sense to significance
levels." (Herman Rubin, 1969)
- "The difficulty is that the solution to this problem
[finding the most powerful test] has no relevance per se
to the problems of applied statistics..." (Oscar
Kempthorne, 1977)
- "...the familiar optimality criteria of statistics
are in fact in conflict with scientific principles..."
(Donald Fraser and Nancy Reid, 1990)
- "[Neyman-Pearson theory] does not address the problem
of representing and interpreting statistical evidence, and
the decision rules derived from NP theory are not
appropriate tools for interpreting data as evidence." (Royall,
1997, p.58)
- "This points to the difference between statistics as
an effort to learn, to get at the truth, and decision theory—a
difference that was emphasized by Fisher in some of his
disputes with Neyman." (Erich Lehmann, 1998, after
noting frequentist advantages of the NP formulation.)
We hope that "The Emperor's New Tests" will alert
young statistical scientists to these essential issues and raise
questions that will guide their research toward the direction
that Fisher intended.
Michael D. Perlman, Professor
Department of Statistics
University of Washington
Seattle, WA, USA
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ESI Special Topics,
February 2003
Citing URL - http://www.esi-topics.com/fbp/2003/february03-MichaelPerlman.html
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