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That's almost a straw-man argument. When you're making statements about pure probabilities, everyone is a bayesian. Most toy examples make "frequentists" look l
by pseut 13y ago
That's almost a straw-man argument. When you're making statements about pure probabilities, everyone is a bayesian. Most toy examples make "frequentists" look like morons, because essentially all of the judgement and discretion is removed from the problem, so you'd have to be an idiot not to apply Bayes's rule.
The difference shows up when you actually have an interesting data set to analyze. Bayesian statistics can disagree with frequentist stats in small samples because they're (often) using different normalization strategies; and they can disagree in large samples where the CLT fails. There may be other settings where they diverge too that I'm not aware of. But neither of those scenarios is one where insisting "I'm a Bayesian, so the answer is blah" or "I'm a frequentist, so... blah blah" is likely to be a good strategy. Those are the settings where it's hard.
- delluminatus 13y agoIf an example can illustrate a difference between two formal methodologies, the example should be as simple as possible, right? It doesn't paint one as superior to the other, but simply highlights the different methods by which they assign probabilities to events. If you make the example more complicated, the difference becomes less clear.
- pseut 13y agoRight, but my point is that "as simple as possible" in this case is still "very complicated." It's sort of like trying to use "Hello world" to explain the difference between static and dynamic typing.