What does the proof of Birnbaum's theorem prove?

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Publication:375222

DOI10.1214/13-EJS857zbMATH Open1294.62002arXiv1302.5468OpenAlexW2963568504MaRDI QIDQ375222FDOQ375222

Michael Evans

Publication date: 29 October 2013

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

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.


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




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