byrnema comments on Bayesian Flame - Less Wrong
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Perhaps we can try an experiment? We have here, apparently, both Bayesians and frequentists; or at a minimum, people knowledgeable enough to be able to apply both methods. Suppose I generate 25 data points from some distribution whose nature I do not disclose, and ask for estimates of the true mean and standard deviation, from a Bayesian and a frequentist? The underlying analysis would also be welcome. If necessary we could extend this to 100 sets of data points, ask for 95% confidence intervals, and see if the methods are well calibrated. (This does probably require some better method of transferring data than blog comments, though.)
As a start, here is one data set:
617.91 16.8539 83.4021 141.504 545.112 215.863 553.168 414.435 4.71129 609.623 117.189 -102.648 647.449 283.57 286.838 710.811 505.826 79.3366 171.816 105.332 540.313 429.298 -314.32 255.93 382.471
It is possible that this task does not have sufficient difficulty to distinguish between the approaches. If so, how can we add constraints to get different answers?