Bayesianism as religion

There’s a wonderful and wonderfully funny take on the statistics world in the latest edition of the non-technical and highly entertaining statistics magazine, Significance, in the pseudonymous Dr. Fisher column, where the various school of statistics are re-cast as Christian denominations. Here is the paragraph about Bayesians:

On the other hand Bayesians are born-again fundamentalists. One must be a “believer” and Bayesians can often pinpoint the day when Bayes came into their lives, when they dropped these childish frequentist ways (or even “came out”). Clearly the Reverend Thomas Bayes is their spiritual guide and leader, and he even imitated the Christian God by not publishing in his own lifetime (mind you, I have heard non-Bayesians wish that some of his followers had done likewise). Bayesians divide the world into people who believe and those who do not and will ask complete strangers at statistics conferences “are you a Bayesian?” as if it were an important defining characteristic. On finding a non-Bayesian, they will express amazement at the things the non-Bayesian does, point out the certainties of their own beliefs and attempt to convert the non-believer.

It’s funny because it’s true! Even though I can identify my Bayesianism as dogmatic, I also can’t bring myself to feel bad about it, as much as I might try to. I do look down on hard-core frequentists as I do flat-earth advocates. Am I then a round-earth fundamentalist? Is there anything wrong with that? How about my purple-unicorns-do-not-exist(-without-good-drugs) fundamentalism?

The article can be found through its DOI at http://dx.doi.org/10.1111/j.1740-9713.2008.00323.x.

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