In defense of the Neyman-Pearson theory of confidence intervals

Philosophy of Science 48 (2):269-280 (1981)
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Abstract

In Philosophical Problems of Statistical Inference, Seidenfeld argues that the Neyman-Pearson (NP) theory of confidence intervals is inadequate for a theory of inductive inference because, for a given situation, the 'best' NP confidence interval, [CIλ], sometimes yields intervals which are trivial (i.e., tautologous). I argue that (1) Seidenfeld's criticism of trivial intervals is based upon illegitimately interpreting confidence levels as measures of final precision; (2) for the situation which Seidenfeld considers, the 'best' NP confidence interval is not [CIλ] as Seidenfeld suggests, but rather a one-sided interval [CI0]; and since [CI0] never yields trivial intervals, NP theory escapes Seidenfeld's criticism entirely; (3) Seidenfeld's criterion of non-triviality is inadequate, for it leads him to judge an alternative confidence interval, [CI alt. ], superior to [CIλ] although [CI alt. ] results in counterintuitive inferences. I conclude that Seidenfeld has not shown that the NP theory of confidence intervals is inadequate for a theory of inductive inference

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Deborah Mayo
Virginia Tech

References found in this work

Philosophical Problems of Statistical Inference.Teddy Seidenfeld - 1981 - Philosophical Review 90 (2):295-298.
A refutation of the Neyman-Pearson theory of testing.Stephen Spielman - 1973 - British Journal for the Philosophy of Science 24 (3):201-222.

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