What does the proof of Birnbaum's theorem prove?

DOI10.1214/13-EJS857zbMATH Open1294.62002OpenAlexW2963568504MaRDI QIDQ375222FDOQ375222

Authors Michael Evans

Publication date 29 October 2013

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1302.5468

zbMATH Keywords

relationslikelihoodsufficiencyconditionalityequivalence relations

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Parametric inference (62F99)

Abstract: Birnbaum's theorem, that the sufficiency and conditionality principles entail the likelihood principle, has engendered a great deal of controversy and discussion since the publication of the result in 1962. In particular, many have raised doubts as to the validity of this result. Typically these doubts are concerned with the validity of the principles of sufficiency and conditionality as expressed by Birnbaum. Technically it would seem, however, that the proof itself is sound. In this paper we use set theory to formalize the context in which the result is proved and show that in fact Birnbaum's theorem is incorrectly stated as a key hypothesis is left out of the statement. When this hypothesis is added, we see that sufficiency is irrelevant, and that the result is dependent on a well-known flaw in conditionality that renders the result almost vacuous.

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• A new proof of the likelihood principle
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• On principles and arguments to likelihood
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Cited in

(9)

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• On resolving problems with conditionality and its implications for characterizing statistical evidence
• Blending Bayesian and Classical Tools to Define Optimal Sample-Size-Dependent Significance Levels
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• Who proved Haag's theorem?
• Maximal co-ancillarity and maximal co-sufficiency

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