Fisher, Neyman, and the Creation of Classical Statistics by Erich L. Lehmann

Author:Erich L. Lehmann
Language: eng
Format: epub
Publisher: Springer New York, New York, NY

The passage clearly is intended as a criticism of Neyman and Pearson, although again their names are not mentioned. However, these authors never recommended a fixed level of significance that would be used in all cases. On the contrary, in their first discussion (in 1928) of the two kinds of error, they write: These two sources of error can rarely be eliminated completely; in some cases it will be more important to avoid the first, in others the second…. From the point of view of mathematical theory, all that we can do is to show how the risk of the errors may be controlled and minimized. The use of these statistical tools in any given case, in determining just how the balance should be struck, must be left to the investigator.

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