The main objective of the paper is to propose a frequentist interpretation of probability in the context of model-based induction, anchored on the Strong Law of Large Numbers (SLLN) and justifiable on empirical grounds. It is argued that the prevailing views in philosophy of science concerning induction and the frequentist interpretation of probability are unduly influenced by enumerative induction, and the von Mises rendering, both of which are at odds with frequentist model-based induction that dominates current practice. The differences between (...) the two perspectives are brought out with a view to defend the model-based frequentist interpretation of probability against certain well-known charges, including [i] the circularity of its definition, [ii] its inability to assign ‘single event’ probabilities, and [iii] its reliance on ‘random samples’. It is argued that charges [i]–[ii] stem from misidentifying the frequentist ‘long-run’ with the von Mises collective. In contrast, the defining characteristic of the long-run metaphor associated with model-based induction is neither its temporal nor its physical dimension, but its repeatability (in principle); an attribute that renders it operational in practice. It is also argued that the notion of a statistical model can easily accommodate non-IID samples, rendering charge [iii] simply misinformed. (shrink)

On pp. 55–58 of Philosophical Problems of Statistical Inference, I argue that in light of unsatisfactory after-trial properties of “best” Neyman-Pearson confidence intervals, we can strengthen a traditional criticism of the orthodox N-P theory. The criticism is that, once particular data become available, we see that the pre-trial concern for tests of maximum power may then misrepresent the conclusion of such a test. Specifically, I offer a statistical example where there exists a Uniformly Most Powerful test, a test of highest (...) N-P credentials, which generates a system of “best” confidence intervals with exact confidence coefficients. But the [CIλ] intervals have the unsatisfactory feature that, for a recognizable set of outcomes, the interval estimates cover all parameter values consistent with the data, at strictly less than 100% confidence. (shrink)

This article sketches a theory of objective probability focusing on nomic probability, which is supposed to be the kind of probability figuring in statistical laws of nature. The theory is based upon a strengthened probability calculus and some epistemological principles that formulate a precise version of the statistical syllogism. It is shown that from this rather minimal basis it is possible to derive theorems comprising (1) a theory of direct inference, and (2) a theory of induction. The theory of induction (...) is not of the familiar Bayesian variety, but consists of a precise version of the traditional Nicod Principle and its statistical analogues. (shrink)

Despite the widespread use of key concepts of the Neyman–Pearson (N–P) statistical paradigm—type I and II errors, significance levels, power, confidence levels—they have been the subject of philosophical controversy and debate for over 60 years. Both current and long-standing problems of N–P tests stem from unclarity and confusion, even among N–P adherents, as to how a test's (pre-data) error probabilities are to be used for (post-data) inductive inference as opposed to inductive behavior. We argue that the relevance of error probabilities (...) is to ensure that only statistical hypotheses that have passed severe or probative tests are inferred from the data. The severity criterion supplies a meta-statistical principle for evaluating proposed statistical inferences, avoiding classic fallacies from tests that are overly sensitive, as well as those not sensitive enough to particular errors and discrepancies. Introduction and overview 1.1 Behavioristic and inferential rationales for Neyman–Pearson (N–P) tests 1.2 Severity rationale: induction as severe testing 1.3 Severity as a meta-statistical concept: three required restrictions on the N–P paradigm Error statistical tests from the severity perspective 2.1 N–P test T(): type I, II error probabilities and power 2.2 Specifying test T() using p-values Neyman's post-data use of power 3.1 Neyman: does failure to reject H warrant confirming H? Severe testing as a basic concept for an adequate post-data inference 4.1 The severity interpretation of acceptance (SIA) for test T() 4.2 The fallacy of acceptance (i.e., an insignificant difference): Ms Rosy 4.3 Severity and power Fallacy of rejection: statistical vs. substantive significance 5.1 Taking a rejection of H0 as evidence for a substantive claim or theory 5.2 A statistically significant difference from H0 may fail to indicate a substantively important magnitude 5.3 Principle for the severity interpretation of a rejection (SIR) 5.4 Comparing significant results with different sample sizes in T(): large n problem 5.5 General testing rules for T(), using the severe testing concept The severe testing concept and confidence intervals 6.1 Dualities between one and two-sided intervals and tests 6.2 Avoiding shortcomings of confidence intervals Beyond the N–P paradigm: pure significance, and misspecification tests Concluding comments: have we shown severity to be a basic concept in a N–P philosophy of induction? (shrink)

In Philosophical Problems of Statistical Inference, Seidenfeld argues that the Neyman-Pearson (NP) theory of confidence intervals is inadequate for a theory of inductive inference because, for a given situation, the 'best' NP confidence interval, [CIλ], sometimes yields intervals which are trivial (i.e., tautologous). I argue that (1) Seidenfeld's criticism of trivial intervals is based upon illegitimately interpreting confidence levels as measures of final precision; (2) for the situation which Seidenfeld considers, the 'best' NP confidence interval is not [CIλ] as Seidenfeld (...) suggests, but rather a one-sided interval [CI0]; and since [CI0] never yields trivial intervals, NP theory escapes Seidenfeld's criticism entirely; (3) Seidenfeld's criterion of non-triviality is inadequate, for it leads him to judge an alternative confidence interval, [CI alt. ], superior to [CIλ] although [CI alt. ] results in counterintuitive inferences. I conclude that Seidenfeld has not shown that the NP theory of confidence intervals is inadequate for a theory of inductive inference. (shrink)

I document some of the main evidence showing that E. S. Pearson rejected the key features of the behavioral-decision philosophy that became associated with the Neyman-Pearson Theory of statistics (NPT). I argue that NPT principles arose not out of behavioral aims, where the concern is solely with behaving correctly sufficiently often in some long run, but out of the epistemological aim of learning about causes of experimental results (e.g., distinguishing genuine from spurious effects). The view Pearson did hold gives a (...) deeper understanding of NPT tests than their typical formulation as accept-reject routines, against which criticisms of NPT are really directed. The Pearsonian view that emerges suggests how NPT tests may avoid these criticisms while still retaining what is central to these methods: the control of error probabilities. (shrink)

While orthodox (Neyman-Pearson) statistical tests enjoy widespread use in science, the philosophical controversy over their appropriateness for obtaining scientific knowledge remains unresolved. I shall suggest an explanation and a resolution of this controversy. The source of the controversy, I argue, is that orthodox tests are typically interpreted as rules for making optimal decisions as to how to behave--where optimality is measured by the frequency of errors the test would commit in a long series of trials. Most philosophers of statistics, however, (...) view the task of statistical methods as providing appropriate measures of the evidential-strength that data affords hypotheses. Since tests appropriate for the behavioral-decision task fail to provide measures of evidential-strength, philosophers of statistics claim the use of orthodox tests in science is misleading and unjustified. What critics of orthodox tests overlook, I argue, is that the primary function of statistical tests in science is neither to decide how to behave nor to assign measures of evidential strength to hypotheses. Rather, tests provide a tool for using incomplete data to learn about the process that generated it. This they do, I show, by providing a standard for distinguishing differences (between observed and hypothesized results) due to accidental or trivial errors from those due to systematic or substantively important discrepancies. I propose a reinterpretation of a commonly used orthodox test to make this learning model of tests explicit. (shrink)

Theories of statistical testing may be seen as attempts to provide systematic means for evaluating scientific conjectures on the basis of incomplete or inaccurate observational data. The Neyman-Pearson Theory of Testing (NPT) has purported to provide an objective means for testing statistical hypotheses corresponding to scientific claims. Despite their widespread use in science, methods of NPT have themselves been accused of failing to be objective; and the purported objectivity of scientific claims based upon NPT has been called into question. The (...) purpose of this paper is first to clarify this question by examining the conceptions of (I) the function served by NPT in science, and (II) the requirements of an objective theory of statistics upon which attacks on NPT's objectivity are based. Our grounds for rejecting these conceptions suggest altered conceptions of (I) and (II) that might avoid such attacks. Second, we propose a reformulation of NPT, denoted by NPT*, based on these altered conceptions, and argue that it provides an objective theory of statistics. The crux of our argument is that by being able to objectively control error frequencies NPT* is able to objectively evaluate what has or has not been learned from the result of a statistical test. (shrink)

The Bayesian Approach and the Classical Approach are two very different families of approaches to statistical inference. There are many different versions of each view, often with very substantial differences among them. But I will here endeavor to explain the philosophical core of each family of approaches, as well as to identify four main philosophical differences between them.