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Bayesian statistics for confused data scientists

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Re: Bayesian statistics for confused data scientists

#61
post #57

Earlier quoted context omitted.

It’s mathematically identical but conceptually different. The things that go into the calculation are different, the numbers that get out of the calculation mean different things. Laughing is healthy though.

You can just shortcut all of that if you're a Bayesian and just plain say "p-values are posterior probabilities under a uniform (improper) prior" and save everyone a lot of time. And if you're doing that, don't care complain that p-values can be misinterpreted, because you're basically just laundering the misinterpretation of p-values. Sure, you are mathematically pure because you made an initial assumption that it c…

I have no interest in laundering the misinterpretation of p-values. I don’t know whose time is saved, frequentists don’t care about the Bayesian interpretation anyway and Bayesians don’t need to restrict themselves to a particular prior. The fact that in some cases you can choose one particular prior to get a numerical value for one probability that is equal to the numerical value for the probability of a completely different thing calculated by someone else doesn’t help anyone much. Bayesians can get the same result on their own if they want.

Re: Bayesian statistics for confused data scientists

#62
post #44
post #29

Earlier quoted context omitted.

Not true. In frequentist statistics, from the perspective of Bayesians and non-Bayesians alike, there are no priors. —- Dear ChatGPT, are there priors in frequentist statistics? (Please answer with a single sentence.) No — unlike Bayesian statistics, frequentist statistics do not use priors, as they treat parameters as fixed and rely solely on the likelihood derived from the observed data.

If you want to say that when you do a frequentist analysis which doesn’t include any concept of prior you get a result that has a similar form to the result of a completely different conceptually Bayesian analysis which uses a flat prior (definitely not “a point distribution derived empirically”) that may be correct. It remains true that there is no prior in the frequentist analysis because they are not part of frequ…

Priors are not used in construction of frequentist approaches, but that does not mean that the analyses aren't isomorphic in theory.

Point distribution point estimate as a sample from an initially flat distribution. A priori vs a posteriori perspectives, which are equivocal if we are to take your description of frequentist statistics into account ;)

Re: Bayesian statistics for confused data scientists

#63
post #62
post #44

Earlier quoted context omitted.

If you want to say that when you do a frequentist analysis which doesn’t include any concept of prior you get a result that has a similar form to the result of a completely different conceptually Bayesian analysis which uses a flat prior (definitely not “a point distribution derived empirically”) that may be correct. It remains true that there is no prior in the frequentist analysis because they are not part of frequ…

Priors are not used in construction of frequentist approaches, but that does not mean that the analyses aren't isomorphic in theory. Point distribution point estimate as a sample from an initially flat distribution. A priori vs a posteriori perspectives, which are equivocal if we are to take your description of frequentist statistics into account ;)

It’s not my description of frequentist statistics. It’s the frequentist statisticians’ description. This is from Wasserman’s All of Statistics:

The statistical methods that we have discussed so far are known as frequentist (or classical) methods. The frequentist point of view is based on the following postulates:

F1 […]

F2 Parameters are fixed, unknown constants. Because they are not fluctuating, no useful probability statements can be made about parameters.

F3 […]

Re: Bayesian statistics for confused data scientists

#65

Earlier quoted context omitted.

Huh? Are there really any pure frequentists post Stein's paradox? At least ones that are aware of it and maintain objections to fusing the fields?

Downvote me all you want. Bayesianism is misapplied much more frequently than frequentism. It just makes it way too easy to fudge p values. Sorry not sorry.

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