Essentially the same problem occurs if we consider the estimations of a parameter as direct advice on what to believe, as made clear by an example of Good (1983, p. 57) that is presented here in the tea tasting context. After observing five correct guesses, we have \(\hat{\theta} = 1\) as maximum likelihood estimator. But it is hardly believable that the lady will in the long run be 100% accurate. The point that estimation and belief maintain complicated relations is also put forward in discussions of Lindley's paradox (Lindley 1957, Spanos 2013, Sprenger forthcoming-b). In short, it seems wrongheaded to turn the results of classical statistical procedures into beliefs.