In Defense of the Neyman-Pearson Theory of Confidence Intervals

Publisher Website
Google Scholar
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, [CIalt.], superior to [CIλ] although [CIalt.] 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.

This publication has 4 references indexed in Scilit: