Classical statistics revisited


I’ve written before about the use of the term “classical” to refer to traditional frequentist statistics. I recently found that E.T Jaynes had covered this ground over 30 years ago. In “The Intuitive Inadequacy of Classical Statistics” [1] he writes:

What variety of statistics is meant by classical? J.R. Oppenheimer held that in science the word “classical” has a special meaning: “[…] it means “wrong”. That is, the classical theory is the one which is wrong, but which was held yesterday to be right.”

… in other fields, “classical” carries the opposite connotations of “having great and timeless merit.” Classical music, sculpture and architecture are the kind I like.

Jaynes follows convention, and Oppenheimer, in the article and means traditional stats by “classical”. I guess the Oppenheimer meaning should be understood more generally.

[1] Epistemologia VII (1984) Special Issue. Probability, Statistics and Inductive Logic pp 43-74

Original post 2 October 2016


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