nshepperd comments on (Subjective Bayesianism vs. Frequentism) VS. Formalism - Less Wrong
You are viewing a comment permalink. View the original post to see all comments and the full post content.
You are viewing a comment permalink. View the original post to see all comments and the full post content.
Comments (106)
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.