The Lack of Consistency for Statistical Decision Procedures

Simpson's paradox exhibits seemingly deviant behavior where the data generated in independent experiments support a common decision, but the aggregated data support a different outcome. It is shown that this kind of inconsistent behavior occurs with many, if not most, statistical decision proce...

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Bibliographische Detailangaben
Veröffentlicht in:The American Statistician. - American Statistical Association, 1947. - 45(1991), 3, Seite 252-255
1. Verfasser: Haunsperger, Deanna B. (VerfasserIn)
Weitere Verfasser: Saari, Donald G.
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 1991
Zugriff auf das übergeordnete Werk:The American Statistician
Schlagworte:Bayesian Decision Theory Kruskal-Wallis Test Simpson's Paradox Philosophy Behavioral sciences Mathematics Information science
Beschreibung
Zusammenfassung:Simpson's paradox exhibits seemingly deviant behavior where the data generated in independent experiments support a common decision, but the aggregated data support a different outcome. It is shown that this kind of inconsistent behavior occurs with many, if not most, statistical decision processes. Examples are given for the Kruskal-Wallis test and a Bayesian decision problem. A simple theory is given that permits one to determine whether a given decision process admits such inconsistencies, to construct examples, and to find data restrictions that avoid such outcomes.
ISSN:15372731
DOI:10.2307/2684305