RE: [ABE-L]: Bayes x Fisher, Neyman e Pearson - livros porretas

[Julio Stern <jmstern@hotmail.com>]

Caros: 

Para quem se interessa pelo assunto 
(inferencia comparada e historia da estatistica)  
acabo de publicar dois artigos a respeito: 

J.M.Stern (2011). Symmetry, Invariance and Ontology in Physics 
and Statistics. Symmetry, 3, 3, 611-635.

J.M.Stern (2011). Constructive Verication, Empirical Induction, and 
Falibilist Deduction: A Threefold Contrast. Information, 2, 635-650.

Comentarios sao muito bem vindos. 

No segundo artigo, e em outros ja publicados, tento olhar tambem para 
o trabalho de Charles Saunders Peirce, a quem se deve o credito 
(poucas vezes reconhecido) de introduzir Randomozacao em Estatistica. 
Peirce adiantou tambem muitas da ideias basicas referentes a 
p-valores e probabilidades a posteriory. 

Novamente, comentarios seriam muito bem vindos. 

---Julio Stern 

> Date: Tue, 21 Aug 2012 09:29:11 -0300
> From: pam@ime.usp.br
> To: abe-l@ime.usp.br
> Subject: Re: [ABE-L]: Bayes x Fisher, Neyman e Pearson - livros porretas
> 
> Recomendo, também,
> 
> Fisher, Neyman, and the Creation of Classical Statistics,
> 
> de E. Lehmann.
> 
> 
> Pedro
> 
> 
> Sold by Amazon Citando 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<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
> >
> 
> 
> Pedro Morettin <pam@ime.usp.br>