Fhyve comments on A Fervent Defense of Frequentist Statistics - Less Wrong

43 Post author: jsteinhardt 18 February 2014 08:08PM

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Comment author: Fhyve 22 February 2014 09:07:37PM 4 points [-]

Bayes is epistemological background not a toolbox of algorithms.

I disagree: I think you are lumping two things together that don't necessarily belong together. There is Bayesian epistemology, which is philosophy, describing in principle how we should reason, and there is Bayesian statistics, something that certain career statisticians use in their day to day work. I'd say that frequentism does fairly poorly as an epistemology, but it seems like it can be pretty useful in statistics if used "right". It's nice to have nice principles underlying your statistics, but sometimes ad hoc methods and experience and intuition just work.

Comment author: [deleted] 23 February 2014 09:22:47AM *  1 point [-]

Yes, but the sounder the epistemology is the harder is to [ETA: accidentally] misuse the tools. Cue all the people misunderstanding what p-values mean...