Bayes x Fisher, Neyman e Pearson - livros porretas

[Basilio de Bragança Pereira <basilio@hucff.ufrj.br>]

Finalmente terminei a leitura de dois livros importantes para conhecer o desenvolvimento da estatistica frequentista e Bayesiana ( Bamburismus segundo Turing e Good). Recomendo ambos 

1) Lehman -2011- Fisher , Neyman , and the Classical Statistics , Springer 
Ficamos sabendo que todos os fundamentos da estatistica frequentista estao contidos em 2 artigos de Fisher (1922 Phil. Trans. A   e 1925 Proc. Camb Phil. Soc)  e a teoria dos testes de hipotese em 5 artigos de Neyman e Pearson (1928 Biometrika  1933a Phil Trans of Roy Soc, 1933b Proc Camb Phil Soc. 1936 e 1938 Stat Research Memoirs)
Esta tudo la : suficiencia , ancilaridade , likelihood , razao de verossimilhanca , hipotese altenativas  e nulas,  regioes de rejeiçao , testes mais poderosios , nao viciados etc). 
Esses caras foram geniais . 

2) McGrayne - 2011- The Theory That Would Not Dye ( How Bayes ´rule cracked the enigma code , hunted down russian submarines e emerged triumphant from two centuries of controversy)
Alem da historia da discussao nos dois ultimos seculos ,  a  ultima Parte V -Victory e seus dois capitulos Eureka e Rosseta Stones mostram como o paradigma da estatistica foi implementado e como Bayes esta entranhado no nosso dia a dia desde consevaçao na natureza a nosso uso do computado  .

Algumas perolas que vao deixar os frequentistas de plantao na lista arrepiados sao :

 i)  Adrian"Smith became the first Bayesian president of the Royal Statistical Society in 1995. Three years later he stunned his friends by quitting statistics to become an administrator of the University of London. A proponent of evidence-based medicine, he wanted to help develop evidence-based public policy too. Dismayed colleagues chastised him for abandoning Bayes‘ rule. But Smith told Lindley that all the problems of statistics had been solved. We have the paradigm, he said, and with MCMC we know how to implement it. He told Diaconis that there was nothing else to do with statistical problems but to plug them into a computer and turn the Bayesian crank"".

ii)"Lindley had predicted that the twenty-first century would be a Bayesian era because the superior logic of Bayes‘ rule would swamp frequency-based methods. David Blackwell at Berkeley disagreed, saying, ―If the Bayesian approach does grow in the statistical world, it will not be because of the influence of other statisticians but because of the influence of actuaries, engineers, business people, and others who actually like the Bayesian approach and use it. It appeared that Blackwell was right: pragmatism could drive a paradigm shift. Philosophies of science had not changed. The difference was that Bayes finally worked."

iii)'most modern Bayesians accept that the frequentism of Fisher, Neyman, and Egon Pearson is still effective for most statistical problems: for simple and standard analyses"

v) "Prominent frequentists have also moderated their positions. Bradley Efron, a National Medal of Science recipient who wrote a classic defense of frequentism in 1986, recently told a blogger, ―I‘ve always been a Bayesian. Efron, who helped develop empirical Bayesian procedures while remaining a committed frequentist, told me that Bayes is ―one of the great branches of statistical inference. . ." 

Confesso Pedro Morettin tinha razao em mensagem que me enviou reclameando do meu despreso por livros grossos . 
O livro mais grosso da McGrayyne me induziu que a soluçao e o futuro esta com  estatistica Bayesiana ( atençao a autora é jornalista e tambem se aprende muito ingles com seu texto)

Finalmente , a implementaçao do paradigma Bayesiano  deve muito aos artigos

• Gelfand, A. E.; Smith, A. F. M. (1990). "Sampling-Based Approaches to Calculating Marginal Densities". Journal of the American Statistical Association 85 (410): 398–409. doi:10.2307/2289776. edit

• N.J. Gordon, D.J. Salmond, and A.F.M. Smith. "Novel Approach to Nonlinear/Non-Gaussian Bayesian State Estimation." IEE Proceedings-F, 140, 107–113, 1993.

alem de alguns anteriores do proprio Adrian sobre calculo de integrais para a regra de Bayes 

Boas leituras aos redistas 

Basilio

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Basilio de Bragança Pereira ,DIC and PhD(Imperial College), DL(COPPE)
*UFRJ-Federal University of Rio de Janeiro
*Titular Professor of  Bioestatistics and of Applied Statistics
*FM-School of Medicine and COPPE-Posgraduate School of Engineering and
HUCFF-University Hospital Clementino Fraga Filho.

*Tel: 55 21 2562-7045/7047/2618/2558
www.po.ufrj.br/basilio/

*MailAddress:
COPPE/UFRJ
Caixa Postal 68507
CEP 21941-972 Rio de Janeiro,RJ
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