My philosophy of Statistics is more-or-less summarized
in several pieces:
Kass, R.E. (1998) Comment on
"R.A. Fisher in the 21st Century,"
by Bradley Efron, Statistical Science, 13: 95-122
Kass, R.E. (2006)
Kinds of Bayesians (Comment on articles by Berger and by Goldstein),
Bayesian Analysis, 1: 437-440.
Kass, R.E. (2010)
How should indirect evidence be used? (Comment on article by Efron)
Statistical Science, 25: 166-169.
Kass, R.E. (2011) Statistical Inference: The
Big Picture. Statistical Science, 26, 1--20.
Also, why is it that Bayes' rule has not only
captured the attention of so many people but inspired a religious
devotion and contentiousness, repeatedly across many years?
Here is
my answer.
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