**I** just received the very sad news that Don Fraser, emeritus professor of statistics at the University of Toronto, passed away this Monday, 21 December 2020. He was a giant of the field, with a unique ability for abstract modelling and he certainly pushed fiducial statistics much further than Fisher ever did. He also developed a theory of structural inference that came close to objective Bayesian statistics, although he remained quite critical of the Bayesian approach (always in a most gentle manner, as he was a very nice man!). And most significantly contributed to high order asymptotics, to the critical analysis of ancilarity and sufficiency principles, and more beyond. (Statistical Science published a conversation with Don, in 2004, providing more personal views on his career till then.) I met with Don and Nancy rather regularly over the years, as they often attended and talked at (objective) Bayesian meetings, from the 1999 edition in Granada, to the last one in Warwick in 2019. I also remember a most enjoyable barbecue together, along with Ivar Ekeland and his family, during JSM 2018, on Jericho Park Beach, with a magnificent sunset over the Burrard Inlet. Farewell, Don!

## Archive for Nancy Reid

## Don Fraser (1925-2020)

Posted in Books, Statistics, University life with tags asymptotics, Canada, David Cox, Don Fraser, fiducial inference, fiducial statistics, John Nelder, Nancy Reid, O'Bayes 2019, obituary, Ontario, R.A. Fisher, Statistical Science, University of Toronto, University of Warwick, University of Waterloo on December 24, 2020 by xi'an## complex Cauchys

Posted in Books, pictures, Statistics, Travel, University life with tags Augustin Cauchy, Cauchy distribution, complex numbers, confidence distribution, conjecture, Don Fraser, Nancy Reid, Peter McCullagh, Sceaux, seminar, Université Paris Dauphine, William Feller on February 8, 2018 by xi'an**D**uring a visit of Don Fraser and Nancy Reid to Paris-Dauphine where Nancy gave a nice introduction to confidence distributions, Don pointed out to me a 1992 paper by Peter McCullagh on the Cauchy distribution. Following my recent foray into the estimation of the Cauchy location parameter. Among several most interesting aspects of the Cauchy, Peter re-expressed the density of a Cauchy C(θ¹,θ²) as

f(x;θ¹,θ²) = |θ²| / |x-θ|²

when θ=θ¹+ιθ² [a complex number on the half-plane]. Denoting the Cauchy C(θ¹,θ²) as Cauchy C(θ), the property that the ratio aX+b/cX+d follows a Cauchy for all real numbers a,b,c,d,

C(aθ+b/cθ+d)

[when X is C(θ)] follows rather readily. But then comes the remark that

“those properties follow immediately from the definition of the Cauchy as the ratio of two correlated normals with zero mean.”

which seems to relate to the conjecture solved by Natesh Pillai and Xiao-Li Meng a few years ago. But the fact that a ratio of two correlated centred Normals is Cauchy is actually known at least from the1930’s, as shown by Feller (1930, Biometrika) and Geary (1930, JRSS B).

## distributions for parameters [seminar]

Posted in Books, Statistics, University life with tags Bayesian paradigm, BFF4, Canada, CANSSI, confidence distribution, COPSS Award, fiducial inference, foundations, frequentist inference, Nancy Reid, National Academy of Science, seminar, Université Paris Dauphine, University of Toronto on January 22, 2018 by xi'an**N**ext Thursday, January 25, Nancy Reid will give a seminar in Paris-Dauphine on distributions for parameters that covers different statistical paradigms and bring a new light on the foundations of statistics. (Coffee is at 10am in the Maths department common room and the talk is at 10:15 in room A, second floor.)

Nancy Reid is University Professor of Statistical Sciences and the Canada Research Chair in Statistical Theory and Applications at the University of Toronto and internationally acclaimed statistician, as well as a 2014 Fellow of the Royal Society of Canada. In 2015, she received the Order of Canada, was elected a foreign associate of the National Academy of Sciences in 2016 and has been awarded many other prestigious statistical and science honours, including the Committee of Presidents of Statistical Societies (COPSS) Award in 1992.

Nancy Reid’s research focuses on finding more accurate and efficient methods to deduce and conclude facts from complex data sets to ultimately help scientists find specific solutions to specific problems.

There is currently some renewed interest in developing distributions for parameters, often without relying on prior probability measures. Several approaches have been proposed and discussed in the literature and in a series of “Bayes, fiducial, and frequentist” workshops and meeting sessions. Confidence distributions, generalized fiducial inference, inferential models, belief functions, are some of the terms associated with these approaches. I will survey some of this work, with particular emphasis on common elements and calibration properties. I will try to situate the discussion in the context of the current explosion of interest in big data and data science.

## Bayes is typically wrong…

Posted in pictures, Running, Statistics, Travel, University life with tags Bayesian Fiducial & Frequentist Conference, Bayesian foundations, Boston, Boston harbour, Don Fraser, fiducial inference, Harvard University, matching priors, Nancy Reid, profile likelihood, skyline, sunrise on May 3, 2017 by xi'an**I**n Harvard, this morning, Don Fraser gave a talk at the Bayesian, Fiducial, and Frequentist conference where he repeated *[as shown by the above quote]* the rather harsh criticisms on Bayesian inference he published last year in Statistical Science. And which I discussed a few days ago. The “wrongness” of Bayes starts with the completely arbitrary choice of the prior, which Don sees as unacceptable, and then increases because the credible regions are not confident regions, outside natural parameters from exponential families (Welch and Peers, 1963). And one-dimensional parameters using the profile likelihood (although I cannot find a proper definition of what the profile likelihood is in the paper, apparently a plug-in version that is not a genuine likelihood, hence somewhat falling under the same *this-is-not-a-true-probability* cleaver as the disputed Bayesian approach).

“I expect we’re all missing something, but I do not know what it is.”D.R. Cox, Statistical Science, 1994

And then Nancy Reid delivered a plenary lecture *“Are we converging?”* on the afternoon that compared most principles (including objective if not subjective Bayes) against different criteria, like consistency, nuisance elimination, calibration, meaning of probability, and so on. In an highly analytic if pessimistic panorama. (The talk should be available on line at some point soon.)