Tag Archives: Frequentist probability

What’s the Difference Between Frequentism and Bayesianism? (Part 2)

Witch of Endor by Nikolay Ge

Witch of Endor by Nikolay Ge

In the previous post we began to discuss the fundamental difference between the Bayesian and frequentist approaches to probability. A Bayesian defines probability as a subjective belief about the world, often expressed as a wagering proposition. “How much am I willing to bet that the next card will give me a flush?”

To a frequentist, however, probability exists in the physical world. It doesn’t change, and it isn’t subjective. Probability is the hard reality that over the long haul, if you flip a fair coin it will land heads up half the time and tails up the other half. We call them “frequentists,” because they maintain they can prove that the unchanging parameter is fixed and objectively true by measuring the frequency of repeated runs of the same event over and over.

Fairies and witches

But does objective probability really exist? After reading several books focused on subjective probability published in the past few decades, I couldn’t help noticing that Bruno de Finetti‘s Theory of Probability stands as a kind of watershed. In the preface he says that objective probability, the very foundation of frequentism, is a superstition. If he’s correct, that means it isn’t just bad science; it’s anti-science. He writes: read more »

What’s the Difference Between Frequentism and Bayesianism? (Part 1)

English: Picturing 50 realisations of a 95%-co...

English: Picturing 50 realisations of a 95%-confidence interval (Photo credit: Wikipedia)

As my thesis partner and I gathered up the evidence we had collected, it began to dawn on us — as well as on our thesis advisers — that we didn’t have enough for ordinary, “normal” statistics. Our chief adviser, an Air Force colonel, and his captain assistant were on the faculty at the Air Force Institute of Technology (AFIT), where my partner and I were both seeking a master’s degree in logistics management.

We had traveled to the Warner Robins Air Logistics Center in Georgia to talk with a group of supply-chain managers and to administer a survey. We were trying to find out if they adapted their behavior based on what the Air Force expected of them. Our problem, we later came to understand, was a paucity of data. Not a problem, said our advisers. We could instead use non-parametric statistics; we just had to take care in how we framed our conclusions and to state clearly our level of confidence in the results.

Shopping for Stats

In the end, I think our thesis held up pretty well. Most of the conclusions we reached rang true and matched both common sense and the emerging consensus in logistics management based on Goldratt’s Theory of Constraints. But the work we did to prove our claims mathematically, with page after page of computer output, sometimes felt like voodoo. To be sure, we were careful not to put too much faith in them, not to “put too much weight on the saw,” but in some ways it seemed as though we were shopping for equations that proved our point.

I bring up this story from the previous century only to let you know that I am in no way a mathematician or a statistician. However, I still use statistics in my work. Oddly enough, when I left AFIT I simultaneously left the military (because of the “draw-down” of the early ’90s) and never worked in the logistics field again. I spent the next 24 years working in information technology. Still, my statistical background from AFIT has come in handy in things like data correlation, troubleshooting, reporting, data mining, etc.

We spent little, if any, time at AFIT learning about Bayes’ Theorem (BT). I think looking back on it, we might have done better in our thesis, chucking our esoteric non-parametric voodoo and replacing it with Bayesian statistics. I first had exposure to BT back around the turn of the century when I was spending a great deal of time both managing a mail server and maintaining an email interface program written in the most hideous dialect of C the world has ever produced. read more »