Andrew Gelman has some interesting comments on non-informative priors this morning. Rather than thinking of the prior as a static thing, think of it as a way to prime the pump. … a non-informative prior is a placeholder: you can…

Andrew Gelman has some interesting comments on non-informative priors this morning. Rather than thinking of the prior as a static thing, think of it as a way to prime the pump. … a non-informative prior is a placeholder: you can…

The other day I heard someone say something like the following: I can’t believe how people don’t understand probability. They don’t realize that if a coin comes up heads 20 times, on the next flip there’s still a 50-50 chance…

Bayesian statistics is to Python as frequentist statistics is to Perl. Perl has the slogan “There’s more than one way to do it,” abbreviated TMTOWTDI and pronouced “tim toady.” Perl prides itself on variety. Python takes the opposite approach. The…

One problem with the nothing-to-hide argument is that it assumes innocent people will be exonerated certainly and effortlessly. That is, it assumes that there are no errors, or if there are, they are resolved quickly and easily. Suppose the probability…

The term overfitting usually describes fitting too complex a model to available data. But it is possible to overfit a model before there are any data. An experimental design, such as a clinical trial, proposes some model to describe the…

It’s a simple rule of probability that if A makes B more likely, B makes A more likely. That is, if the conditional probability of A given B is larger than the probability of A alone, the the conditional probability…

When I was a grad student, a statistics postdoc confided to me that he was a “closet Bayesian.” This sounded absolutely bizarre. Why would someone be secretive about his preferred approach to statistics? I could not imagine someone whispering that…

I’m using the term “sleeper” here for a theorem that is far more important than it seems, something that you may not appreciate for years after you first see it. The first such theorem that comes to mind is Bayes…

The product of two normal PDFs is proportional to a normal PDF. This is well known in Bayesian statistics because a normal likelihood times a normal prior gives a normal posterior. But because Bayesian applications don’t usually need to know…

One reason the normal distribution is easy to work with is that you can vary the mean and variance independently. With other distribution families, the mean and variance may be linked in some nonlinear way. I was looking for a…

A beta distribution has an approximate normal shape if its parameters are large, and so you could use normal approximations to compute beta inequalities. The corresponding normal inequalities can be computed in closed form. This works surprisingly well. Even when…

Someone asked me yesterday how people justify probability distribution assumptions. Sometimes the most mystifying assumption is the first one: “Assume X is normally distributed …” Here are a few answers. Sometimes distribution assumptions are not justified. Sometimes distributions can be…

Tagged with: Bayesian, Clinical trials, Probability and Statistics

Posted in Clinical trials, Statistics

Posted in Clinical trials, Statistics

Data analysis has to start from some set of assumptions. Bayesian prior distributions drive some people crazy because they make assumptions explicit that people prefer to leave implicit. But there’s no escaping the need to make some sort of prior…

Here’s a common problem that arises in Bayesian computation. Everything works just fine until you have more data than you’ve seen before. Then suddenly you start getting infinite, NaN, or otherwise strange results. This post explains what might be wrong…

In Peter Norvig’s talk The Unreasonable Effectiveness of Data, starting at 37:42, he describes a translation algorithm based on Bayes’ theorem. Pick the English word that has the highest posterior probability as the translation. No surprise here. Then at 38:16…