PeterDonis said:
I agree this ought to be true; I'm not sure it actually is. I don't see frequentists emphasizing Bayes' rule; I see them emphasizing p-values. That's why I gave an example of a case where p-values and Bayes' rule give diametrically opposed answers as far as what should be told to a patient.
You could change an axiom of probability theory, but you can't arbitrarily remove a theorem just because it's got someone's name on it. If you want to do statistics without Bayes' theorem, then you'd have to fundamentally change the way probabilities work. They couldn't be based on set theory.
What Bayes' theorem says is that you can measure the intersection of two sets, ##A## and ##B## in two ways:
##P(A \cap B) = P(B|A)P(A) = P(A|B)P(B)##
Which says: the area of ##A \cap B## equals both:
The proportion that ##A \cap B## is of set ##A## (##P(B|A)##) times the area of ##A##
The proportion that ##A \cap B## is of set ##B## (##P(A|B)##) times the area of ##B##
This is illustrated by:
This is a fundamental theorem of probability theory. It's hard to avoid! It must be true.
That said, it's often given in the form:
##P(B|A) = \frac{P(A|B)P(B)}{P(A)}##
And can be presented as something quite deep and unintuitive. Even to the point where those with a political axe to grind could convince an intelligent man like yourself that it might even be contentious!
Now, some of the consequences of Bayes' theorem are not quite so intuitive. In every elementary probability course the classic example - normally using an example from disease testing - is covered. In fact, in the years I've been homework helping on PF this has come up several times.
A test for a certain disease has a 1% rate of false positives and a 0% rate of false negatives. If someone tests positive, what is the likelihood they have the disease?
And, the unwary first-year student might fall into the trap of immediately saying 99%.
The answer is, of course, that you have to do the maths (as they say) and it depends on how many of the population has the disease. If no one has the disease, then all positives are false; and, if everyone has the disease then all negatives are false. So, you also need an estimate of how many people in general have the disease. Let's say 0.5%.
I actually prefer the probability tree approach (and if you compel me not to use Bayes' theorem, I can always do it this way in any case and never mention the B-word):
Of the 0.5% who have the disease, all test positive.
Of the 99.5% who do not have the disease, 1% of these, which is approximately 1% of the total, test postive.
That gives us 3 positives out of 200 tests, with 1 having the disease and 2 being false positives. That leaves approximately a 1/3 chance that the person has the disease, given they tested positive.
Or, using Bayes' theorem explicitly:
A = person has the disease; B - person tests positive; ##P(B|A) = 1##, ##P(A) = 0.005##
First, you need to calculate ##P(B)##:
##P(B) = P(A)P(B|A) + P(A')P(B|A') = (0.005)1 + (0.995)(0.01) = 0.01495##
Then, we can apply Bayes' theorem:
##P(A|B) = \frac{P(B|A)P(A)}{P(B)} = \frac{0.005}{0.01495} = 0.334##
Hence, just two ways to calculate the same number. Note that I think it illustrates how slick a method the probability tree can be.
Note that although Bayes' theorem explicity has the concept of prior ##P(A)## and posterior ##P(A|B)## in a formula, the same concepts are implicit in the probability tree approach. These concepts are not exclusive to Bayesian statistical methods: they appear naturally out of any probability calculations.
Note that the p-value is a measure of a parameter associated with a distribution and simply not appropriate here. This is, actually, the crux of the matter:
Given the assumptions about the distribution, you get a clear unambiguous answer about the likelihood that a person has the disease.
Given a new piece of data (new patient), there are statistical methods that calculate the effect on the prior distribution.
In other words, anyone who applies a p-value to a patient has simply got their statistical wires crossed. If you are telling me that clinicians with some statistical training do this, I can well believe it.