"Not Only Defended But Also Applied" : The Perceived Absurdity of Bayesian Inference.

Robert, Christian P.; Gelman, Andrew

Robert, Christian P.; Gelman, Andrew (2013), "Not Only Defended But Also Applied" : The Perceived Absurdity of Bayesian Inference., The American Statistician, 67, 1, p. 1-5. http://dx.doi.org/10.1080/00031305.2013.760987

View/Open

1006.5366v5.pdf (143.0Kb)

Type

Article accepté pour publication ou publié

External document link

http://arxiv.org/abs/1006.5366v5

Date

2013

Journal name

The American Statistician

Volume

Number

Publisher

American Statistical Association

Pages

1-5

Abstract (EN)

The missionary zeal of many Bayesians of old has been matched, in the other direction, by an attitude among some theoreticians that Bayesian methods were absurd—not merely misguided but obviously wrong in principle. We consider several examples, beginning with Feller's classic text on probability theory and continuing with more recent cases such as the perceived Bayesian nature of the so-called doomsday argument. We analyze in this note the intellectual background behind various misconceptions about Bayesian statistics, without aiming at a complete historical coverage of the reasons for this dismissal.

Subjects / Keywords

Laplace law of succession; Frequentist; Foundations; Doomsdsay argument

JEL

C11 - Bayesian Analysis: General