Tyrrell_McAllister 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: brian_jaress 21 February 2010 07:01:04PM *  3 points [-]

I too would like to see a good explanation of frequentist techniques, especially one that also explains their relationships (if any) to Bayesian techniques.

Based on the tiny bit I know of both approaches, I think one appealing feature of frequentist techniques (which may or may not make up for their drawbacks) is that your initial assumptions are easier to dislodge the more wrong they are.

It seems to be the other way around with Bayesian techniques because of a stronger built-in assumption that your assumptions are justified. You can immunize yourself against any particular evidence by having a sufficiently wrong prior.

EDIT: Grammar

Comment author: Tyrrell_McAllister 21 February 2010 08:33:08PM *  3 points [-]

It seems to be the other way around with Bayesian techniques because of a stronger built-in assumption that your assumptions are justified. You can immunize yourself against any particular evidence by having a sufficiently wrong prior.

But you won't be able to convince other Bayesians who don't share that radically wrong prior. Similarly, there doesn't seem to be something intrinsic to frequentism that keeps you from being persistently wrong. Rather, frequentists are kept in line because, as Cyan said, they have to persuade each other. Fortunately, for Bayesians and frequentists alike, a technique's being persuasive to the community correlates with its being liable to produce less wrong answers.