Bayesian and frequentist approaches
نویسنده
چکیده
Though the Bayesian vs. frequentist debate is largely muted in the statistics community, it continues among those applying advanced statistical methods in the physical sciences. The debate often misses some salient features on both sides, relying on simplistic arguments based on some single aspect of the methodology such as p-values or priors. The discussion here argues that each approach has something to contribute. It is always good statistical practice to analyze the data by several methods and compare results.
منابع مشابه
A Decision between Bayesian and Frequentist Upper Limit in Analyzing Continuous Gravitational Waves
Given the sensitivity of current ground-based Gravitational Wave (GW) detectors, any continuous-wave signal we can realistically expect will be at a level or below the background noise. Hence, any data analysis of detector data will need to rely on statistical techniques to separate the signal from the noise. While with the current sensitivity of our detectors we do not expect to detect any tru...
متن کاملConstraints versus Priors
There are deep and important philosophical differences between Bayesian and frequentist approaches to quantifying uncertainty. However, some practitioners choose between these approaches primarily on the basis of convenience. For instance, the ability to incorporate parameter constraints is sometimes cited as a reason to use Bayesian methods. This reflects two misunderstandings: First, frequent...
متن کاملComparison of Bayesian and Frequentist Methods in Estimating the Net Reclassification and Integrated Discrimination Improvement Indices for Evaluation of Prediction Models: Tehran Lipid and Glucose Study
Introduction: The Frequency-based method is commonly used to estimate the Net Reclassification Improvement (NRI)- and Integrated Discrimination Improvement (IDI) indices. These indices measure the magnitude of the performance of statistical models when a new biomarker is added. This method has poor performance in some cases, especially in small samples. In this study, the performance of two Bay...
متن کاملComparison between Frequentist Test and Bayesian Test to Variance Normal in the Presence of Nuisance Parameter: One-sided and Two-sided Hypothesis
This article is concerned with the comparison P-value and Bayesian measure for the variance of Normal distribution with mean as nuisance paramete. Firstly, the P-value of null hypothesis is compared with the posterior probability when we used a fixed prior distribution and the sample size increases. In second stage the P-value is compared with the lower bound of posterior probability when the ...
متن کاملBayesian and Iterative Maximum Likelihood Estimation of the Coefficients in Logistic Regression Analysis with Linked Data
This paper considers logistic regression analysis with linked data. It is shown that, in logistic regression analysis with linked data, a finite mixture of Bernoulli distributions can be used for modeling the response variables. We proposed an iterative maximum likelihood estimator for the regression coefficients that takes the matching probabilities into account. Next, the Bayesian counterpart...
متن کاملA Bayesian Approach to Stochastic Cost-effectiveness Analysis
The aim of this paper is to briefly outline a Bayesian approach to cost-effectiveness analysis (CEA). Historically, frequentists have been cautious of Bayesian methodology, which is often held as synonymous with a subjective approach to statistical analysis. In this paper, the potential overlap between Bayesian and frequentist approaches to CEA is explored—the focus being on the empirical and u...
متن کامل