nshepperd comments on (Subjective Bayesianism vs. Frequentism) VS. Formalism - Less Wrong

27 Post author: potato 26 November 2011 05:05AM

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Comment author: nshepperd 29 November 2011 07:25:23AM *  2 points [-]

If you know nothing about a variable except that it's in the interval [a, b] your probability distribution must be from the class of distributions where p(x) = 0 for x outside of [a, b]. You pick the distribution of maximal entropy from this class as your prior, to encode ignorance of everything except that x ∈ [a,b].

That is one way Maxent may generate a prior, anyway.