wedrifid comments on Case study: abuse of frequentist statistics - Less Wrong

25 Post author: Cyan 21 February 2010 06:35AM

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Comment author: Daniel_Burfoot 21 February 2010 02:09:48PM 9 points [-]

could someone explain frequentist statistics to me?

The central difficulty of Bayesian statistics is the problem of choosing a prior: where did it come from, how is it justified? How can Bayesians ever make objective scientific statements, if all of their methods require an apparently arbitrary choice for a prior?

Frequentist statistics is the attempt to do probabilistic inference without using a prior. So, for example, the U-test Cyan linked to above makes a statement about whether two data sets could be drawn from the same distribution, without having to assume anything about what the distribution actually is.

That's my understanding, anyway - I would also be happy to see a "Frequentism for Bayesians" post.

Comment author: wedrifid 21 February 2010 02:21:04PM 21 points [-]

Frequentist statistics is the attempt to do probabilistic inference without using a prior.

Without acknowledging a prior.

Comment author: Cyan 21 February 2010 06:15:23PM 12 points [-]

Some frequentist techniques are strictly incoherent from a Bayesian point of view. In that case there is no prior.

Comment author: wedrifid 22 February 2010 12:52:53AM 5 points [-]

I believe you and would like to know some examples for future reference.

Comment author: Cyan 22 February 2010 01:44:03AM 6 points [-]

The OP is one such -- Bayesians aren't permitted to ignore any part of the data except those which leave the likelihood unchanged. One classic example is that in some problems, a confidence interval procedure can return the whole real line. A mildly less pathological example also concerning a wacky confidence interval is here.

Comment author: CronoDAS 22 February 2010 03:31:10AM 4 points [-]

Yes; in Bayesian terms, many frequentist testing methods tend to implicitly assume a prior of 50% for the null hypothesis.