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"Whereas I've never seen a frequentist book dismissive of Bayes methods. (Counterexamples welcome!)" Indeed! There's a lot of Bayesian propaganda floating arou
by spekcular 5y ago
"Whereas I've never seen a frequentist book dismissive of Bayes methods. (Counterexamples welcome!)"
Indeed! There's a lot of Bayesian propaganda floating around these days. While I enjoy it, I would also love to see some frequentist propaganda (ideally with substantive educational content...).
- kkoncevicius 5y agoA book by Deborah Mayo "Statistical Inference as Severe Testing" might fit.
- spekcular 5y agoI've read it. Unfortunately, I thought it was terribly written. Also, it's a philosophy book, not a guide for practitioners.
- kkoncevicius 5y agoIn my opinion books for practitioners is not the place for such discussions. Deborah's book might be poorly written, but if we want to go where the foundations of disagreements are we have to reach philosophy. Bayessian advocates are also often philosophers, like i.e. Jacob Feldman. From theoretical statisticians Larry Wasserman is more on the frequentist side. See for example his response on Deborah's blog [1]. But he doesn't advocate for it in his books. So yeah, besides Deborah, I am not aware of any other frequentist "propagandist". [1] https://errorstatistics.com/2013/12/27/deconstructing-larry-wasserman/#comments https://errorstatistics.com/2013/12/27/deconstructing-larry-...
- huijzer 5y ago> Indeed! There's a lot of Bayesian propaganda floating around these days. While I enjoy it, I would also love to see some frequentist propaganda I think that frequentist statistics doesn’t need marketing. It’s the default way to do statistics for everyone and, frankly, Bayesian software is still quite far away from frequentist software in terms of speed and ease of use. Speed will be fixed by Moore’s law and better software and easy of use will also be fixed by better software at some point. McElreath and Gelman and many others do a great job in getting more people into Bayesian statistics which will likely result in better software in the long run
- siddboots 5y agoAll of Statistics by Larry Wasserman is a great introductory book from the frequentist tradition that includes some sections on Bayesian methods. It's definitely not frequentist propaganda - more like a sober look at the pros and cons of the Bayesian point of view.
- CrazyStat 5y agoMy first year of grad school I ordered a textbook but what I got was actually All of Statistics with the wrong cover bound on. I skimmed through a couple chapters before returning it for a refund. I sometimes regret not keeping it as a curio, but I was a poor grad student at the time and it was an expensive book.
- harry8 5y agohttps://archive.org/details/springer_10.1007-978-0-387-21736-9 https://archive.org/details/springer_10.1007-978-0-387-21736... Statistics & machine learning book authors seem to be really good at providing a free, electronic copy.