Now, the P-value SneetchesHad tables with stars.The Bayesian SneetchesHad none upon thars.
Those stars weren’t so big. They were really so small.You might think such a thing wouldn’t matter at all.
But, because they had stars, all the P-value SneetchesWould brag, “We’re the best kind of Sneetch on the Beaches.With their snoots in the air, they would sniff and they’d snort“We’ll have nothing to do with the Bayesian sort!”And whenever they met some, when they were out walking,They’d hike right on past them without even talking.
When the P-value children went out to play ball,Could a Bayesian get in the game… ? Not at all.You only could play if your tables had starsAnd the Bayesian children had none upon thars.
When the P-value Sneetches had frankfurter roastsOr picnics or parties or PNAS toasts,They never invited the Bayesian Sneetches.They left them out cold, in the dark of the beaches.They kept them away. Never let them come near.And that’s how they treated them year after year.
Then ONE day, seems… while the Bayesian SneetchesWere moping and doping alone on the beaches,Just sitting there wishing their tables had stars…A stranger zipped up in the strangest of cars!
“My friends,” he announced in a voice clear and keen,“My name is Savage McJeffreys McBean.And I’ve heard of your troubles. I’ve heard you’re unhappy.But I can fix that. I’m the Fix-it-Up Chappie.I’ve come here to help you. I have what you need.And my prices are low. And I work at great speed.And my work is one hundred per cent guaranteed!
Then, quickly Savage McJeffreys McBeanPut together a Bayes Factor machine.And he said, “You want stars like a Star-Tabled Sneetch… ?My friends, you can have them for three dollars each!”
“Just pay me your money and hop right aboard!”So they clambered inside. Then the big machine roaredAnd it klonked. And it bonked. And it jerked. And it berkedAnd it bopped them about. But the thing really worked!When the Bayesian Sneetches popped out, they had stars!They actually did. They had stars upon thars!
Then they yelled at the ones who had stars at the start,“We’re exactly like you! You can’t tell us apart.We’re all just the same, now, you snooty old smarties!And now we can go to your NPR parties.”
“Good grief!” groaned the ones who had stars at the first.“We’re still the best Sneetches and they are the worst.But, now, how in the world will we know,” they all frowned,“If which kind is what, or the other way round?”
Then came McBean with a very sly wink.And he said, “Things are not quite as bad as you think.So you don’t know who’s who. That is perfectly true.But come with me, friends. Do you know what I’ll do?I’ll make you, again, the best Sneetches on beachesAnd all it will cost you is ten dollars eaches.”
“P-value stars are no longer in style,” said McBean.“What you need is a trip through my Replication Machine.This wondrous contraption will take off your starsSo you won’t look like Sneetches who have them on thars.”And that handy machineWorking very preciselyRemoved all the stars from their tables quite nicely.
Then, with snoots in the air, they paraded aboutAnd they opened their beaks and they let out a shout,“We know who is who! Now there isn’t a doubt.The best kind of Sneetches are Sneetches without!”
Then, of course, those with stars all got frightfully mad.To be wearing a star now was frightfully bad.Then, of course, old Savage McJeffreys McBeanInvited them into his Star-Off machine.
Then, of course from THEN on, as you probably guess,Things really got into a horrible mess.All the rest of that day, on those wild screaming beaches,The fix-it-up Chappie kept fixing up Sneetches.Off again! On Again!In again! Out again!Through the machines they raced round and about again,Changing their stars every minute or two.They kept paying money. They kept running throughUntil neither the Plain nor the Star-Tables knewWhether this one was that one… or that one was this oneOr which one was what one… or what one was who.
Then, when every last centOf their money was spent,The Fix-it-Up Chappie packed upAnd he went.
And he laughed as he droveIn his car up the beach,“They never will learn.No. You can’t teach a Sneetch!”
But McBean was quite wrong. I’m quite happy to sayThat the Sneetches got really quite smart on that day,The day they decided that Sneetches are SneetchesAnd no kind of Sneetch is the best on the beachesThat day, all the Sneetches forgot about starsAnd whether they had one, or not, upon thars.
[Original is on the web, for example here. I was inspired to construct the above adaptation after thinking of the series of public advice I’ve given over the years regarding prior distributions: first we recommended uniform priors, then scaled-inverse-Wishart and Cauchy and half-Cauchy, now LKJ and normal and half-normal and horseshoe, and who knows what in the future. And I used to recommend p-values and now I don’t. It’s hard to keep up . . .]