Optional stopping: No problem for Bayesians

@article{Rouder2014OptionalSN,
  title={Optional stopping: No problem for Bayesians},
  author={Jeffrey N. Rouder},
  journal={Psychonomic Bulletin & Review},
  year={2014},
  volume={21},
  pages={301-308}
}
Optional stopping refers to the practice of peeking at data and then, based on the results, deciding whether or not to continue an experiment. In the context of ordinary significance-testing analysis, optional stopping is discouraged, because it necessarily leads to increased type I error rates over nominal values. This article addresses whether optional stopping is problematic for Bayesian inference with Bayes factors. Statisticians who developed Bayesian methods thought not, but this wisdom… CONTINUE READING

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