[brendano]

I find it frustrating why statisticians can't just give us something we could indeed use with confidence that it actually tells us what we think it tells us...

This is on a slightly different statistical methodology issue, but quoting from Brad Efron (http://statweb.stanford.edu/~ckirby/brad/papers/2005BayesFre...):

The physicists I talked with were really bothered by our 250 year old Bayesian-frequentist argument. Basically there’s only one way of doing physics but there seems to be at least two ways to do statistics, and they don’t always give the same answers.

This says something about the special nature of our field. Most scientists study some aspect of nature, rocks, stars, particles; we study scientists, or at least scientific data. Statistics is an information science, the first and most fully developed information science. Maybe it’s not surprising then that there is more than one way to think about an abstract subject like “information”.

[pcrh]

Thanks, that was an interesting read!