
Sample size and power for rare events - jmount
http://www.win-vector.com/blog/2013/12/sample-size-and-power-for-rare-events/
======
sanskritabelt
Reminder to all the HN/LW/etc Bayesians here that this is a frequentist
analysis and therefore politically unacceptable.

~~~
adamtj
I'm not much of a statistician. Can anybody explain to me why Bayesian vs
Frequentist is such a political or religious issue? It seems to me they must
either describe the same underlying reality correctly, though differently, or
else one is objectively wrong. If they are both correct but different, can we
not just characterize the differences and use whichever is most appropriate?

It it just a matter of taste with differing opinions on the correctness (or
morality?) of the guessing that's necessary for Bayesian analysis? Can we not
just figure out the error as a function of the wrongness of the guess and be
done with it? Are there guesses so wrong that no amount of data is sufficient
for Bayesian and Frequentist analyses to converge?

~~~
jmount
A lot of the calculations (including the ability to use Bayes law) is common
to Frequentists and Bayesians.

Efron says the difference is Frequentists assume the quantity to be modeled is
unknown but has a single fixed value (so you can't make probability statements
about it) and the measurements have some possible variability. Bayesians model
the unknown with an explicit prior distribution for the unknown quantity to be
inferred and assume the measurements are fixed. So each school means something
different when they state a probability (Frequentist variation over data
draws, Bayesian variation over the unknown to be measured).

Gelman defines Bayesian methods as the proper setting up of a generative model
and computing joint probabilities of parameters and data. In his view
Frequentist don't compute joint probabilities but at best conditional
probabilities (which assume out modeling likely values for the unknown
quantity to be inferred).

The joke of the comment is: both sides tend to snipe on the other (as neither
framework looks good if you assume the other).

My partner has a nice article on the topic: [http://www.win-
vector.com/blog/2013/05/bayesian-and-frequent...](http://www.win-
vector.com/blog/2013/05/bayesian-and-frequentist-approaches-ask-the-right-
question/)

~~~
adamtj
Thanks! I got that it was a joke, I've just never understood why it was funny.
The "debate" has always seemed to me like Quantumist physicists arguing with
Classicalists about which method of computing a cannonball trajectory is
correct. I mean, clearly the Classicalist interpretation overestimates the
effectiveness of cannons by failing to account for the chance that the ball
may quantum-tunnel through its target, leaving it undamaged.

Your comment and that article really help convince me that there exist people
who actually understand what's going on.

