The Mode Not Taken

The Mode Not Taken

A Parody of “The Road Not Taken” by Robert Frost
by Kelly Bodwin

Two schools of thought diverged in Stat,
And sorry I could not trust in both
And get one estimate. Long I sat,
And thought about my theta-hat;
Its variance and its long-run growth.

To set a prior - that is fair,
Not “subjective”, as some claim.
Good statisticians are aware:
Assumptions are found everywhere,
And that is not a cause for shame.

And both philosophies will say,
It’s understanding most folks lack.
So, p-values, go away!
I’ll take Bayes Factors any day.
Let’s cut our audience some slack.

I shall be telling this with a sigh,
Somewhere thetas and thetas hence.
Two choices to condition by -
I fixed the data, chose a pi,
And that has made all the inference.