rstarkov 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: rstarkov 01 March 2014 02:27:24PM 2 points [-]

One useful definition of Bayesian vs Frequentist that I've found is the following. Suppose you run an experiment; you have a hypothesis and you gather some data.

  • if you try to obtain the probability of the data, given your hypothesis (treating the hypothesis as fixed), then you're doing it the frequentist way
  • if you try to obtain the probability of the hypothesis, given the data you have, then you're doing it the Bayesian way.

I'm not sure whether this view holds up to criticism, but if so, I sure find the latter much more interesting than the former.