•

the Blog

## The reverendâ€™s gambit

By Guillaume Filion, filed under
Bayesian statistics,
probability,
p-values.

• 22 April 2012 •

Two years after the death of Reverend Thomas Bayes in 1761, the famous theorem that bears his name was published. The legend has it he felt the devilish nature of his result and was too afraid of the reaction of the Church to publish it during his lifetime. Two hundred and fifty years later, the theorem still sparkles debate, but among statisticians.

Bayes theorem is the object of the academic fight between the so-called frequentist and Bayesian schools. Actually, more shocking than this profound disagreement is the overall tolerance for both points of view. After all, Bayes theorem is a theorem. Mathematicians do not argue over the Pythagorean Theorem: either there is a proof or there isn't. There is no *arguing* about that.

So what's wrong with Bayes theorem? Well, it's the hypotheses. According to the frequentist, the theorem is right, it is just not applicable in the conditions used by the Bayesian. In short, the theorem says that if $(A)$ and $(B)$ are events, the probability of $(A)$ given that $(B)$ occurred is $(P(A|B) = P(B|A) P(A)/P(B))$. The focus of the fight is the term $(P(B...

## Why p-values are crap

By Guillaume Filion, filed under
p-values,
R,
probability,
random walks.

• 03 April 2012 •

I remember my statistics classes as a student. To do a t-test we had to carry out a series of tedious calculations and in the end look up the value in a table. Making those tables cost an enormous amount of sweat from talented statisticians, so you had only three tables, for three significance levels: 5%, 1% and 0.1%. This explains the common way to indicate significance in scientific papers, with one (*), two (**) or three (***) stars. Today, students use computers to do the calcultations so the star notation probably appears as a mysterious folklore and the idea of using a statistical table is properly unthinkable. And this is a good thing because computing those t statistics by hand was a pain. But statistical softwares also paved the way for the invasion of p-values in the scientific literature.

To understand what is wrong with p-values, we will need to go deeper in the theory of statistical testing, so let us review the basic principles. Every statistical test consists of a null hypothesis, a test statistic (a score) and a decision rule — plus the often forgotten alternative hypothesis. A statistical test is an investigation protocol to...