Posterior

Musings on Multiple Endpoints in RCTs

This article discusses issues related to alpha spending, effect sizes used in power calculations, multiple endpoints in RCTs, and endpoint labeling. Changes in endpoint priority is addressed. Included in the the discussion is how Bayesian probabilities more naturally allow one to answer multiple questions without all-too-arbitrary designations of endpoints as “primary” and “secondary”. And we should not quit trying to learn.

My Journey From Frequentist to Bayesian Statistics

The difference between Bayesian and frequentist inference in a nutshell: With Bayes you start with a prior distribution for θ and given your data make an inference about the θ-driven process generating your data (whatever that process happened to be), to quantify evidence for every possible value of θ. With frequentism, you make assumptions about the process that generated your data and infinitely many replications of them, and try to build evidence for what θ is not.

Clinicians' Misunderstanding of Probabilities Makes Them Like Backwards Probabilities Such As Sensitivity, Specificity, and Type I Error

Optimum decision making in the presence of uncertainty comes from probabilistic thinking. The relevant probabilities are of a predictive nature: P(the unknown given the known). Thresholds are not helpful and are completely dependent on the utility/cost/loss function. Corollary: Since p-values are P(someone else’s data are more extreme than mine if H0 is true) and we don’t know whether H0 is true, it is a non-predictive probability that is not useful for decision making.