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Archiver > GENEALOGY-DNA > 2010-11 > 1291069000


From: (John Chandler)
Subject: Re: [DNA] P value (was chances are, it's wrong)
Date: Mon, 29 Nov 2010 17:16:40 -0500
References: <F9C440A2-FC59-4A9E-AAAC-85DEE9D2FAB0@GMAIL.COM>, ,<COL115-W50D879F102DC3996D9D454A03A0@phx.gbl>, ,<4CE7A3C0.7050702@ucl.ac.uk>, ,<COL115-W1464B78AF0292D6AEFA183A03B0@phx.gbl>,<COL115-W5950BB2C58A31B4806036EA03B0@phx.gbl>,<4CE8088B.3020500@ucl.ac.uk>,<COL115-W45724B549DCDA5DD2EC4A0A03B0@phx.gbl> <COL115-W424C7732D1583F8960685CA03B0@phx.gbl> <4CE851AF.2030304@ucl.ac.uk><REME20101122153113@alum.mit.edu> <4CEC4709.9080606@ucl.ac.uk>
In-Reply-To: <4CEC4709.9080606@ucl.ac.uk> (message from James Heald on Tue, 23Nov 2010 22:58:17 +0000)


James wrote:
> It's important to keep clear that the distinction between (Frequentist)
> confidence intervals on the one hand, and (Bayesian) credible intervals
> on the other.

That's just the point. The term "confidence interval" is NOT a
Frequentist term, but rather a universal term, and it has always meant
confidence in the estimate. You can't wipe away the literature at
the stroke of a pen and say that people didn't mean what they meant
when they wrote what they wrote. Also, it is silly (not to mention
sneaky) to pretend that "95% CI" as used in the past ever meant an
interval that was 95% credible.

> (Indeed, a sufficiently fundamentalist Frequentist would deny the latter
> concept is even meaningful, as they would object to the parameter -- a
> thing considered to have a fixed, albeit unknown, actual value -- being
> treated as a random variable).

Nonetheless, a Frequentist must still acknowledge that the numerical
result coming out of a calculation is an ESTIMATE of the parameter
value, and a Bayesian must still acknowledge that we live in just one
physical universe in which the underlying parameter does indeed have
one fixed actual value (as long as the model itself is correct).

John Chandler


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