Related papers: The marginalization paradox does not imply inconsi…
Recently, several researchers have claimed that conclusions obtained from a Bayes factor (or the posterior odds) may contradict those obtained from Bayesian posterior estimation. In this short paper, we wish to point out that no such…
There are three principle paradigms of statistics: Bayesian, frequentist and information-based inference. Although these paradigms are in agreement in some contexts, the Lindley paradox describes a class of problems, models of unknown…
All priors are not created equal. There are right and there are wrong priors. That is the main conclusion of this contribution. I use, a cooked-up example designed to create drama, and a typical textbook example to show the pervasiveness of…
The classical Bayesian posterior arises naturally as the unique solution of several different optimization problems, without the necessity of interpreting data as conditional probabilities and then using Bayes' Theorem. For example, the…
The classical logical antinomy known as Richard-Berry paradox is combined with plausible assumptions about the size i.e. the descriptional complexity of Turing machines formalizing certain sentences, to show that formalization of language…
We reveal a contradiction in measure-theoretic probability. The contradiction is an "equation" $1/2 = 0$ with its two sides representing probabilities. Unlike known paradoxes in mathematics, the revealed contradiction cannot be explained…
A central challenge in statistical inference is the presence of confounding variables that may distort observed associations between treatment and outcome. Conventional "causal" methods, grounded in assumptions such as ignorability, exclude…
The Jeffreys-Lindley paradox exposes a rift between Bayesian and frequentist hypothesis testing that strikes at the heart of statistical inference. Contrary to what most current literature suggests, the paradox was central to the Bayesian…
The use of improper priors in the context of Bayesian hierarchical linear mixed models has been studied under the assumption of normality of the random effects. We study the propriety of the posterior under more flexible distributional…
In this paper, we present a paradox arising from the acceptance of the Law of Excluded Middle (LEM) within classical mathematics. Specifically, we construct a nonzero analytic function on a connected open subset of the complex plane whose…
Many modern experiments, such as microarray gene expression and genome-wide association studies, present the problem of estimating a large number of parallel effects. Bayesian inference is a popular approach for analyzing such data by…
The problem of the priors is well known: it concerns the challenge of identifying norms that govern one's prior credences. I argue that a key to addressing this problem lies in considering what I call the problem of the posteriors -- the…
The 1961 Ellsberg paradox is typically seen as an empirical challenge to the subjective expected utility framework. Experiments based on Ellsberg's design have spawned a variety of new approaches, culminating in a new paradigm represented…
After pointing out the historical avatar at the origin of a would be twin or clock paradox, we argue that, at least on a local scale, the (re-qualified) paradox is but a necessary consequence of the sole principle of causality.
It has long been known that for the comparison of pairwise nested models, a decision based on the Bayes factor produces a consistent model selector (in the frequentist sense). Here we go beyond the usual consistency for nested pairwise…
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…
In certain applications involving the solution of a Bayesian inverse problem, it may not be possible or desirable to evaluate the full posterior, e.g. due to the high computational cost of doing so. This problem motivates the use of…
The primary objective of this paper is to revisit Simpson's paradox using a statistical misspecification perspective. It is argued that the reversal of statistical associations is sometimes spurious, stemming from invalid probabilistic…
Well known Simpson's paradox is puzzling and surprising for many, especially for the empirical researchers and users of statistics. However there is no surprise as far as mathematical details are concerned. A lot more is written about the…
The primary objective of this note is to revisit the two envelope problem and propose a simple resolution. It is argued that the paradox arises from the ambiguity associated with the money content $x of the chosen envelope. When X=x is…