4 ms·
The main advantage of the frequentist approach is that you can do the calculations much more easily. Bayesian statistics is great, but often the calculations ar
by throw_away_777 10y ago
The main advantage of the frequentist approach is that you can do the calculations much more easily. Bayesian statistics is great, but often the calculations are much more difficult because of your distribution of priors. You can make up simplified priors to ease the calculations, but then you run into some of the same problems as frequentist statistics.
Here is a simple example: lets say you flip a coin 10 times and get 8 heads, what is the probability that the coin is not fair? In frequentist statistics you only have to calculate the likelihood of the results for a null hypothesis, and then you use a p-value. While this approach is flawed, at least you can quickly do the calculation and get an approximate answer. In Bayesian statistics you have to specify the prior distribution, and calculate the likelihood of your results under every possible hypothesis. Correctly specifying this prior distribution and calculating the results is quite challenging - especially if you want to use a realistic prior (not just uniform). This is a pretty simple example, you can imagine how much more challenging this becomes in real-world problems. On the other hand, it is true that the frequentist approach doesn't really answer the question asked, so it is misleading (especially if you choose a p-value that isn't specific to the problem). If you choose p-values based on prior knowledge, than the differences between frequentist and bayesian are less extreme.
- ska 10y ago> Bayesian statistics is great, but often the calculations are much more difficult because of your distribution of priors. This is often a feature, forcing you to actually look at the complexity head on before you sweep it under a rug.
- lisper 10y agoA man was walking down a city street when he saw another man wandering around a lamp post looking at the sidewalk. "What are you doing?" the first man asked. "Looking for my keys," said the second man. "Oh, did you lose them around here?" asked the first man. "No," the second man replied, "but the light is better here."
- throw_away_777 10y agoOften times getting close to an answer that is approximately correct is better than trying to find the perfect solution. Most real world problems, especially in analyzing data, don't have perfect answers. For example approximations are made all the time in physics, because without these approximations the calculations can't be done. Knowing when to make approximations and what approximations to make is an essential skill for analyzing data.