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Inference from limited data requires a notion of measure on parameter space, most explicit in the Bayesian framework as a prior. Here we demonstrate that Jeffreys prior, the best-known uninformative choice, introduces enormous bias when…

Other Statistics · Statistics 2023-04-03 Michael C. Abbott , Benjamin B. Machta

Bayesian hypothesis testing is re-examined from the perspective of an a priori assessment of the test statistic distribution under the alternative. By assessing the distribution of an observable test statistic, rather than prior parameter…

Statistics Theory · Mathematics 2018-08-28 Hedibert F. Lopes , Nicholas G. Polson

We revisit the flatland paradox proposed by \cite{ston1976} which is an example of non-conglomerability. The aim of the paper is to show that the improperness of the prior is not directly involved in the inconsistency. First, we show that…

Methodology · Statistics 2017-04-10 Pierre Druilhet

This paper considers the problem of making statistical inferences about a parameter when a narrow interval centred at a given value of the parameter is considered special, which is interpreted as meaning that there is a substantial degree…

Statistics Theory · Mathematics 2018-09-07 Russell J. Bowater , Ludmila E. Guzmán-Pantoja

Paradoxes are interesting puzzles in philosophy and mathematics, and they could be even more fascinating, when turned into proofs and theorems. For example, Liar's paradox can be translated into a propositional tautology, and Barber's…

Logic · Mathematics 2022-05-10 Saeed Salehi

In this paper, I will demonstrate a new perspective on the Two Envelope Problem. I hope to show with convincing clarity how the paradox results from an inherent problem pertaining to the interpretation of Bayesian probability. Specifically,…

Other Statistics · Statistics 2012-08-27 Eric Bliss

The "paradox" arises in the Two Envelopes Paradox from the incorrect formulation of the argument. The infomation given is misused and therefore the results are incorrect for the question asked. The key is to be clear on what question we are…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Adom Giffin

Bayesian evidence ratios give a very attractive way of comparing models, and being able to quote the odds on a particular model seems a very clear motivation for making a choice. Jeffreys' scale of evidence is often used in the…

Instrumentation and Methods for Astrophysics · Physics 2020-09-07 Charles Jenkins

A key sticking point of Bayesian analysis is the choice of prior distribution, and there is a vast literature on potential defaults including uniform priors, Jeffreys' priors, reference priors, maximum entropy priors, and weakly informative…

Methodology · Statistics 2017-11-22 Andrew Gelman , Daniel Simpson , Michael Betancourt

The fundamental proposal in this article is that logical formulas of the form (f <-> ~f) are not contradictions, and that formulas of the form (t <-> t) are not tautologies. Such formulas, wherever they appear in mathematics, are instead…

Logic in Computer Science · Computer Science 2015-09-30 Timothy J. Armstrong

Under the potential outcomes framework, causal effects are defined as comparisons between potential outcomes under treatment and control. To infer causal effects from randomized experiments, Neyman proposed to test the null hypothesis of…

Statistics Theory · Mathematics 2016-06-24 Peng Ding

For many years it was routine to use equal model prior probabilities in Bayesian model uncertainty analysis. At least twenty years ago it became clear that this was problematic, leading to support of much too large models in the…

Methodology · Statistics 2026-03-23 James Berger , Gonzalo García-Donato , Elías Moreno , Luis Pericchi

I review the problem of the choice of the priors from the point of view of a physicist interested in measuring a physical quantity, and I try to show that the reference priors often recommended for the purpose (Jeffreys priors) do not fit…

Data Analysis, Statistics and Probability · Physics 2007-05-23 G. D'Agostini

When using complex Bayesian models to combine information, the checking for consistency of the information being combined is good statistical practice. Here a new method is developed for detecting prior-data conflicts in Bayesian models…

Methodology · Statistics 2016-11-29 David J. Nott , Xueou Wang , Michael Evans , Berthold-Georg Englert

Correlated proportions arise in longitudinal (panel) studies. A typical example is the ``opinion swing'' problem: ``Has the proportion of people favoring a politician changed after his recent speech to the nation on TV?''. Since the same…

Statistics Theory · Mathematics 2007-07-27 Guido Consonni , Luca La Rocca

Testing the equality of two proportions is a common procedure in science, especially in medicine and public health. In these domains it is crucial to be able to quantify evidence for the absence of a treatment effect. Bayesian hypothesis…

This paper deals with a new Bayesian approach to the two-sample problem. More specifically, let $x=(x_1,\ldots,x_{n_1})$ and $y=(y_1,\ldots,y_{n_2})$ be two independent samples coming from unknown distributions $F$ and $G$, respectively.…

Statistics Theory · Mathematics 2018-05-21 Luai Al-Labadi

We present a novel paradox in special relativity together with its solution. We call it the four particles paradox. The purpose of this paradox is pedagogical and therefore directed towards students and lecturers of physics. Even if most…

Classical Physics · Physics 2014-12-09 J. Manuel Garcia-Islas

This paper is motivated by the questions of how to give the concept of probability an adequate real-world meaning, and how to explain a certain type of phenomenon that can be found, for instance, in Ellsberg's paradox. It attempts to answer…

Other Statistics · Statistics 2022-03-25 Russell J. Bowater

Bayesian inference --- although becoming popular in physics and chemistry --- is hampered up to now by the vagueness of its notion of prior probability. Some of its supporters argue that this vagueness is the unavoidable consequence of the…

Data Analysis, Statistics and Probability · Physics 2008-02-03 O. -A. Al-Hujaj , H. L. Harney