prase comments on Bayesian Flame - Less Wrong

37 Post author: cousin_it 26 July 2009 04:49PM

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Comment author: prase 27 July 2009 03:59:26PM *  0 points [-]

Hm, should I understand it that the frequentist assumes normal distribution of the mean value with peak at the estimated 5.26?

If so, then frequentism = bayes + flat prior.

Improper priors are however quite tricky, they may lead to paradoxes such as the two-envelope paradox.

Comment author: cousin_it 27 July 2009 04:02:42PM *  0 points [-]

The prior for variance that matches the frequentist conclusion isn't flat. And even if it were, a flat prior for variance implies a non-flat prior for standard deviation and vice versa. :-)

Comment author: prase 27 July 2009 04:48:39PM 0 points [-]

Of course, I meant flat distribution of the mean. The variance cannot be negative at least.