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<http://en.wikipedia.org/wiki/Digital_object_identifier>
:10.2307/2289776 <http://dx.doi.org/10.2307%2F2289776>.
edit<http://en.wikipedia.org/w/index.php?title=Template:Cite_doi/10.2307.2F2289776&action=edit&editintro=Template:Cite_doi/editintro2>
- 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
--
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
Brazil