Dear Reader: Not having been at this very long, I don’t know if it’s common for bloggers to collect a pile of rejected posts that one thinks better of before posting. Well, here’s one that belongs up in a “rejected post” page (and will be tucked away soon enough), but since we have so recently posted the Fisher–Neyman–Pearson “triad”, the blog-elders of Elba have twisted my elbow (repeatedly) to share this post, from back in the fall of 2011, London. Sincerely, D. Mayo
Egon Pearson on a Gate (by D. Mayo)
Did you ever consider how some of the colorful exchanges among better-known names in statistical foundations could be the basis for high literary drama in the form of one-act plays (even if appreciated by only 3-7 people in the world)? (Think of the expressionist exchange between Bohr and Heisenberg in Michael Frayn’s play Copenhagen, except here there would be no attempt at all to popularize—only published quotes and closely remembered conversations would be included, with no attempt to create a “story line”.) Somehow I didn’t think so. But rereading some of Savage’s high-flown praise of Birnbaum’s “breakthrough” argument (for the Likelihood Principle) today, I was swept into a “(statistical) theater of the absurd” mindset.
The first one came to me in autumn 2008 while I was giving a series of seminars on philosophy of statistics at the LSE. Modeled on a disappointing (to me) performance of The Woman in Black, “A Funny Thing Happened at the [1959] Savage Forum” relates Savage’s horror at George Barnard’s announcement of having rejected the Likelihood Principle!
The current piece taking shape (in my mind) also features George Barnard and recalls our first meeting in London in 1986. I’d sent him a draft of my paper “Why Pearson Rejected the Neyman-Pearson Theory of Statistics” (later adapted as chapter 11 of EGEK) to see whether I’d gotten Pearson right. He’d traveled quite a ways, from Colchester, I think. It was June and hot, and we were up on some kind of a semi-enclosed rooftop. Barnard was sitting across from me, very erectly, looking rather bemused.
The curtain opens with Barnard and Mayo on the roof, lit by a spot mid-stage. He’s drinking (hot) tea; she, a Diet Coke. The dialogue (is what I recall from the time[i]):
Barnard: I read your paper. I think it is quite good. Did you know that it was I who told Fisher that Neyman-Pearson statistics had turned his significance tests into little more than acceptance procedures?
Mayo: Thank you so much for reading my paper. I recall a reference to you in Pearson’s response to Fisher, but I didn’t know the full extent.
Barnard: I was the one who told Fisher that Neyman was largely to blame. He shouldn’t be too hard on Egon. His statistical philosophy, you are aware, was different from Neyman’s.
Mayo: That’s interesting. I did quote Pearson, at the end of his response to Fisher, as saying that inductive behavior was “Neyman’s field, not mine”. I didn’t know your role in his laying the blame on Neyman!
Fade to black. The lights go up on Fisher, stage left, flashing back some 30 years earlier . . . ….
Fisher: Now, acceptance procedures are of great importance in the modern world. When a large concern like the Royal Navy receives material from an engineering firm it is, I suppose, subjected to sufficiently careful inspection and testing to reduce the frequency of the acceptance of faulty or defective consignments. . . . I am casting no contempt on acceptance procedures, and I am thankful, whenever I travel by air, that the high level of precision and reliability required can really be achieved by such means. But the logical differences between such an operation and the work of scientific discovery by physical or biological experimentation seem to me so wide that the analogy between them is not helpful . . . . [Advocates of behavioristic statistics are like]
Russians [who] are made familiar with the ideal that research in pure science can and should be geared to technological performance, in the comprehensive organized effort of a five-year plan for the nation. . . .
In the U.S. also the great importance of organized technology has I think made it easy to confuse the process appropriate for drawing correct conclusions, with those aimed rather at, let us say, speeding production, or saving money. (Fisher 1955, 69-70)
Fade to black. The lights go up on Egon Pearson stage right (who looks like he does in my sketch here, from EGEK 1996, a bit like a young C. S. Peirce):
Pearson: There was no sudden descent upon British soil of Russian ideas regarding the function of science in relation to technology and to five-year plans. . . . Indeed, to dispel the picture of the Russian technological bogey, I might recall how certain early ideas came into my head as I sat on a gate overlooking an experimental blackcurrant plot . . . . To the best of my ability I was searching for a way of expressing in mathematical terms what appeared to me to be the requirements of the scientist in applying statistical tests to his data. (Pearson 1955, 204)
Fade to black. The spotlight returns to Barnard and Mayo, but brighter. It looks as if it’s gotten hotter. Barnard wipes his brow with a white handkerchief. Mayo drinks her Diet Coke.
Barnard (ever so slightly angry): You have made one blunder in your paper. Fisher would never have made that remark about Russia.
There is a tense silence.
Mayo: But—it was a quote.
End of Act 1.
Given this was pre-internet, we couldn’t go to the source then and there, so we agreed to search for the paper in the library. Well, you get the idea. Maybe I could call the piece “Stat on a Hot Tin Roof.”
If you go see it, don’t say I didn’t warn you.
Comments see original post on Error Statistics Blog here.
[i] We had also discussed this many years later, in 1999.
Rejected Posts of D. Mayo 