Comment.

This article comments on frequintist theory. A procedure justifiable by frequentist theory must be "anticipatory" as well as frequentist. For example, considering statistician Abraham Wald's sequential probability ratio test for testing between two simple hypotheses. It does not suffice merely to look at conditional properties of the terminal decision rule given the stopping time-even though these possess a valid (conditional) frequentist interpretation. Instead, all possible consequences of the actions must be anticipated from the outset. Thus the sequential test procedure consists of both a stopping rule as well as a terminal decision rule; and various procedures are compared according to the combined frequency properties of their stopping and terminal decision rules. To some, it had seemed to pose an irresolvable paradox to have a theory of conditional confidence which also possessed this anticipatory frequentiest property. Jack Kiefer has decisively demonstrated that this is not so. The key step is to anticipate from the outset the class of conditioning statements which will later be made. In this fashion the apparent paradox can thus be resolved.