4 ms·
If the inferential question you're interested in is, "given data X, what do I conclude about underlying cause/variable/parameter T?", then you are a Bayesian, l
by davmre 10y ago
If the inferential question you're interested in is, "given data X, what do I conclude about underlying cause/variable/parameter T?", then you are a Bayesian, like it or not.* Sure you can define a likelihood function p(X|T), but that doesn't give you p(T|X) unless you multiply by a prior p(T).
Now certainly p(T|X) is not always the question, but in the vast majority of cases people do want to use data to draw conclusions, and will misinterpret likelihood-based confidence intervals as posterior credible intervals because the latter are what they intuitively wanted. By doing so they implicitly assume a flat prior regardless of whether that that is reasonable or even mathematically coherent for the problem in question.
The Bayesian argument is not that you have to use an informative prior (though often this can be very helpful!), but that since some sort of prior is mathematically necessary to answer the questions that people intuitively want statistics to answer, we should make that explicit and try to understand how the prior affects our conclusions, not just sweep it under the rug.
* If the question you're interested in is, "if I run some method in many repeated trials, how often will it identify the true parameter?" then you are a frequentist. I think it's much rarer for this to genuinely be someone's intuitive question, but it's certainly valid. And of course it's valid to ask both questions at once, in which case you might end up analyzing the frequentist properties of a Bayes-derived method.
- Retric 10y agoNo, if you are drawing conclusions from only the data presented you are not doing Bayesian. Further, there are more than 2 options.
- pizza 10y agoand they are?
- wirrbel 10y agoyou can draw conclusions from only the data presented to you doing bayesian inference.
- Retric 10y agoYou are ignoring the prior probability. Supose you don't know what color a car is, so you look and see it's green and then you look again and still green. Now, what's the Bayesian calculation. Well how accurate are your eyes, how stable is car color ect.
- j-pb 10y agoHave you heard of the universal prior? It allows you to do exactly that with Bayesian statistics. Although it is so esoteric that one might argue that it is more the field of algorithmic statistics which merely employs Bayesian. https://en.m.wikipedia.org/wiki/Algorithmic_probability https://en.m.wikipedia.org/wiki/Algorithmic_probability https://en.m.wikipedia.org/wiki/Solomonoff%27s_theory_of_inductive_inference https://en.m.wikipedia.org/wiki/Solomonoff%27s_theory_of_ind...
- deleted 10y ago[deleted]
- deleted 10y ago[deleted]