Another review of Search for Certainty

The best thing about this book is that it will offend and annoy both frequentists and subjectivists. I implore my friends on both sides of the philosophical divide to read the book with an open mind.

Our comments, Andrew‘s and mine‘s, led Larry Wasserman to read Krzysztof Burdzy’s The Search for Certainty to make his own opinion and Andrew just posted Larry’s review. The review is highly positive, arguing that “this is an interesting and important book” and that “Burdzy makes a convincing case that the philosophy of probability is a complete failure“. While remaining utterly unconvinced (that the book has any bearing on the philosophical foundations of Statistics),  I will not engage here into another debate about The Search for Certainty as the readers can check for themselves the strength of Larry’s arguments. Needless to say, I cannot be convinced into redefining probability as an experimental science where Burdzy’s five laws would replace Kolmogorov’s three axioms…