Bayesian Thought in Early Modern Detective Stories: Monsieur Lecoq, C. Auguste Dupin and Sherlock Holmes

This paper reviews the maxims used by three early modern fictional detectives: Monsieur Lecoq, C. Auguste Dupin and Sherlock Holmes. It find similarities between these maxims and Bayesian thought. Poe's Dupin uses ideas very similar to Bayesian game theory. Sherlock Holmes' statements also show thought patterns justifiable in Bayesian terms.Comment: Published in the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Discussion of: Bayesian views of an archaeological find

Discussion of ``Statistical analysis of an archeological find'' by Andrey Feuerverger [arXiv:0804.0079]Comment: Published in at http://dx.doi.org/10.1214/08-AOAS99B the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

The Distribution, When the Residuals Are Small, of Statistics Testing Overidentifying Restrictions

In the estimation of simultaneous equation econometric models, overidentifying restrictions improve estimates of the remaining parameters. Natural test statistics for the hypothesis that an equation is overidentified have been developed by Anderson and Rubin and by Basmann. If the residuals are jointly normal, serially uncorrelated, and small, both the above overidentification test statistics have the Snedecor F distribution asymptotically as the variance of the residuals get small. This gives analytic confirmation of Monte Carlo results of Basmann. The results given apply to linear models in which predetermined variables can be exogenous or lagged endogenous