Error Statistics Philosophy4.1 Dirty Hands: Statistical Inference Is Sullied with Discretionary Choices
If all flesh is grass, kings and cardinals are surely grass, but so is everyone else and we have not learned much about kings as opposed to peasants. (Hacking 1965, p.211)
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The classical position of the subjective Bayesian aims at inner coherence or consistency rather than truth or correctness. Take Dennis Lindley:
I am often asked if the method gives the right answer: or, more particularly, how do you know if you have got the right prior. My reply is that I don’t know what is meant by ‘right’ in this context. The Bayesian theory is about coherence, not about right or wrong. (Lindley 1976, p. 359)
