#  A born-again frequentist? 

 





April 03, 2008

 

 

It's a day or so past April 1, but if you haven't seen [this post](http://www.stat.columbia.edu/~cook/movabletype/archives/2008/04/problems_with_b.html) \[Edit: link fixed\] over at Andrew Gelman's blog, it is worth a look. It's about as good an apologia from a "born-again frequentist" as you are likely to find. An exerpt:

> I like unbiased estimates and I like confidence intervals that really have their advertised confidence coverage. I know that these aren't always going to be possible, but I think the right way forward is to get as close to these goals as possible and to develop robust methods that work with minimal assumptions. The Bayesian approach--to give up even trying to approximate unbiasedness and to instead rely on stronger and stronger assumptions--that seems like the wrong way to go.

Fortunately, Gelman's conversion experience appears to have ended after about a day...

Posted by [Mike Kellermann](http://www.iq.harvard.edu/blog/sss/archives/author/mike-kellermann/) at April 3, 2008 12:09 AM



 

 

 



 

 

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