Valencia Wood

Words:  Mark Glickman

Music:  Lennon and McCartney ("Norwegian Wood")

Bayes once had a rule
that I ignored
when I was in school.
I thought I was smart,
all Neyman's work
I knew by heart.

I preached all the frequentist arguments, honest and pure.
I never realized the great changes I was to endure.

I woke from a dream,
a ghost in my sight,
a wise man it seemed.
He called me a fool,
and then he said
you must use my rule.

He told me to summarize models with posterior means,
and stop basing inference on data I haven't yet seen.

Now, from that day since,
I've changed my ways,
I was convinced.
I'm no longer a fool,
now I can say
I use Bayes Rule.