## Measuring statistical evidence using relative belief [book review]

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , , , , , , , on July 22, 2015 by xi'an

“It is necessary to be vigilant to ensure that attempts to be mathematically general do not lead us to introduce absurdities into discussions of inference.” (p.8)

This new book by Michael Evans (Toronto) summarises his views on statistical evidence (expanded in a large number of papers), which are a quite unique mix of Bayesian  principles and less-Bayesian methodologies. I am quite glad I could receive a version of the book before it was published by CRC Press, thanks to Rob Carver (and Keith O’Rourke for warning me about it). [Warning: this is a rather long review and post, so readers may chose to opt out now!]

“The Bayes factor does not behave appropriately as a measure of belief, but it does behave appropriately as a measure of evidence.” (p.87)

## The Monty Hall “problem”

Posted in Books, Statistics with tags , , , on February 4, 2010 by xi'an

I stumbled by chance on this book The Monty Hall Problem: The Remarkable Story of Math’s Most Contentious Brain Teaser on Amazon, or rather and more accurately Amazon suggested the book as connected to Burdzy’s The Search for Certainty. I first thought why would anyone need a whole book for explaining a simple conditioning argument (and the fallacy of conditioning on the wrong event) that I usually give as a problem to my second year undergraduates. But then I started reading the comments and found one that could not believe there was such a book because the answer was clearly 50-50! (Obviously, this comment was written by someone who had not read the book…) And I thus vaguely remembered a story about a highly respectable and respected statistician getting trapped by this puzzle… So maybe a book is in order. Maybe. But I find the argument of one of the commenters of the above disbelieving comment quite convincing: imagine there are 10,000 doors (instead of just 3), you pick one, the host opens 9,998 out of the 9,999 remaining ones and let you decide between switching  to the last remaining door and sticking to your original choice. Would you ever stick?!