On 2014-02-13, at 10:38 AM, Paul C Bernhardt wrote:

> 
> My only problem with the Bayesian approach, described elegantly in the 
> article, is that the posterior probabilities are so dependent on the prior 
> probabilities.


I hear this all this time, but I disagree. Even wildly divergent priors 
converge fairly rapidly in the face of the same data. In any case, priors are 
not necessarily reflective of mere "bias." They are often reflective of true 
expertise that has been developed informally in a field. To use a classic 
example, if you want to know what the probability is that two countries will go 
to war over, say, the next decade, do you think it is better to start with the 
base probability that ANY two random countries will go to war, or would you 
rather start with the estimate of people who are already expert in the history, 
cultures, and economies of the two countries in question? Bayesian prior, when 
used properly, actually SHORTEN the time to decision, not distort it. A very 
good non-technical introduction to (the history of) Bayesian theory can be 
found in Sharon Bertsch McGrayne's book, _The Theory that Would Not Die_ 
(http://www.amazon.com/The-Theory-That-Would-Not/dp/0300188226). It turns out 
that, academic statisticians' long-time resistance to Bayes notwithstanding, it 
was the standard being used covertly by governments and some industries for 
decades... because it works. Not known until recently (because it was a UK 
gov't secret), Bayeianism was actually at the root Alan Turing's work on code 
cracking during WWII. (Amazingly, even John Tukey was a Bayesian in his secret 
gov't work, though not in his public academic work.)

> But, it would require a huge cultural shift that I am not sure we are willing 
> do to.

One of many problems with psychology's "culture." It is amazing that people 
have been arguing for Bayesian statistics in psychology since the 1960s, but 
the discipline has steadfastly resisted while the world changes around it, 
isolating its archaic statistical rituals. There might have been some practical 
justification when one had to do hand computations, but with the rise of small, 
inexpensive, powerful computers in the 1980s, those excuses are no longer 
valid. 

Chris
---
Christopher D. Green
Department of Psychology
York University
Toronto, ON M3J 1P3
Canada

[email protected]
http://www.yorku.ca/christo/
=========================



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