Chapter 2 Statistical endeavour

Efron and Hastie (2016) on pxvi consider statistical endeavour as comprising two parts: algorithms aimed at solving individual applications and a more formal theory of statistical inference: “very broadly speaking, algorithms are what statisticians do while inference says why they do them.” Hence, it is that the algorithm comes first: “algorithmic invention is a more free-wheeling and adventurous enterprise, with inference playing catch-up as it strives to assess the accuracy, good or bad, of some hot new algorithmic methodology.” This though should not underplay the value of the theory: as Cox (2006) on pxiii writes “without some systematic structure statistical methods for the analysis of data become a collection of tricks that are hard to assimilate and interrelate to one another \(\ldots\) the development of new problems would become entirely a matter of ad hoc ingenuity. Of course, such ingenuity is not to be undervalued and indeed one role of theory is to assimilate, generalize and perhaps modify and improve the fruits of such ingenuity.”