Skip to main content Accessibility help
×
Hostname: page-component-cd9895bd7-jn8rn Total loading time: 0 Render date: 2024-12-27T02:32:37.623Z Has data issue: false hasContentIssue false

3.4 - Randomization in a Bayesian Perspective

Published online by Cambridge University Press:  05 June 2012

Joseph B. Kadane
Affiliation:
Carnegie Mellon University, Pennsylvania
Mark J. Schervish
Affiliation:
Carnegie Mellon University, Pennsylvania
Teddy Seidenfeld
Affiliation:
Carnegie Mellon University, Pennsylvania
Get access

Summary

Applying the theory (of personal probability) naively one quickly comes to the conclusion that randomization is without value for statistics. This conclusion does not sound right; and it is not right. Closer examination of the road to this untenable conclusion does lead to new insights into the role and limitations of randomization but does by no means deprive randomization of its important function in statistics.

L. J. Savage (1961)

Though we all feel sure that randomization is an important invention, the theory of subjective probability reminds us that we have not fully understood randomization.… The need for randomization presumably lies in the imperfection of actual people and, perhaps, in the fact that more than one person is ordinarily concerned with an investigation.

L. J. Savage (1962)

Randomization has thus been a puzzle for Bayesian theory for many years. In this essay, we give our current views on this subject.

There are two principal arguments for randomization that we are familiar with. The first is to support a randomization-analysis of the data. This notion goes back to Fisher, and is exposited in a series of papers by Kempthorne (1955, 1966, 1977). It asks whether what is observed is surprising given all the other designs that might have been randomly selected and data that might have been observed, but were not. By its appeal to what did not occur, such an analysis violates the likelihood principle; hence, it is not compatible with Bayesian ideas.

Type
Chapter
Information
Publisher: Cambridge University Press
Print publication year: 1999

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Save book to Kindle

To save this book to your Kindle, first ensure no-reply@cambridge.org is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about saving to your Kindle.

Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.

Find out more about the Kindle Personal Document Service.

Available formats
×

Save book to Dropbox

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Dropbox.

Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

Available formats
×