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> A big problem with Bayesian statistics (as I see it) it that it not always possible to have any sense of what the prior probability is.

Reminds me of this quote: (These values are known as priors, which is ironic because Bayesians inevitably pull them out of their posteriors.)

http://plover.net/~bonds/cultofbayes.html



If you learn about Bayes from crazy people, what is the likelihood that you will think Bayesian reasoning is always used in crazy ways?

Last week I did some Bayesian (!!) work on finding a pdf for the direction of a certain quantity. My priors were... [0,2*pi).


Thanks for that, it was entertaining to read.




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