The Bayesian Approach to Statistics.
Abstract
This paper discusses several topics that arise in applying Bayesian ideas to inference problems. The Bayesian paradigm is first described as an appreciation of the world through probability: probability being expressed in terms of gambles. Various justifications for this view are outlined. The role of models in the specification of probabilities is considered; together with related problems of the size and complexity of the model, robustness and goodness of fit. Some attempt is made to clarify the concept of conditioning in probability statements. The role of the second argument in a probability function is emphasized again in discussion of the likelihood principle. The relationship between the probability specification and real-world experiences is explored and a suggestion is made that zero probabilities are, in a sense, unreasonable. It is pointed out that it is unrealistic to think of probability as necessarily being defined over a sigma-field. The paper concludes with some remarks on two common objections to the Bayesian view. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1980
- Accession Number
- ADA087836
Entities
People
- Dennis V. Lindley
Organizations
- University of California, Berkeley