Archive for Parameter Estimation

The Neyman-Scott ‘Paradox’

Posted in Bad Statistics, Cute Problems with tags , , , , on November 25, 2016 by telescoper

I just came across this interesting little problem recently and thought I’d share it here. It’s usually called the ‘Neyman-Scott’ paradox. Before going on it’s worth mentioning that Elizabeth Scott (the second half of Neyman-Scott) was an astronomer by background. Her co-author was Jerzy Neyman. As has been the case for many astronomers, she contributed greatly to the development of the field of statistics. Anyway, I think this example provides another good illustration of the superiority of Bayesian methods for estimating parameters, but I’ll let you make your own mind up about what’s going on.

The problem is fairly technical so I’ve done done a quick version in latex that you can download

here, but I’ve also copied into this post so you can read it below:

 

neyman-scott1

neyman-scott2

I look forward to receiving Frequentist Flak or Bayesian Benevolence through the comments box below!

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