X-Nico

8 unusual facts about Bayesian statistics


Change detection

In a Bayes change-detection problem, a prior distribution is available for the change time.

Christopher Bronk Ramsey

In the early 1990s, Bronk Ramsey became interested in the application of Bayesian statistics to the analysis of radiocarbon data.

Log-Cauchy distribution

In Bayesian statistics, the log-Cauchy distribution can be used to approximate the improper Jeffreys-Haldane density, 1/k, which is sometimes suggested as the prior distribution for k where k is a positive parameter being estimated.

Ludic fallacy

In Bayesian statistics, this can be modelled by using a prior distribution for one's assumptions on the fairness of the coin, then Bayesian inference to update this distribution.

Prediction interval

Alternatively, in Bayesian terms, a prediction interval can be described as a credible interval for the variable itself, rather than for a parameter of the distribution thereof.

Seymour Geisser, a proponent of predictive inference, gives predictive applications of Bayesian statistics.

Quasi-likelihood

Quasi-likelihood has no role in Bayesian statistics, as this is based on a fully specified probability model for the data.

Scaled inverse chi-squared distribution

The scaled inverse chi-squared distribution also has a particular use in Bayesian statistics, somewhat unrelated to its use as a predictive distribution for x = 1/s2.


Ideological leanings of U.S. Supreme Court justices

Michael A. Bailey used a slightly different Markov chain Monte Carlo Bayesian method to determine ideological leanings and made significantly different scaling assumptions.

R v Adams

R v Adams 1996 2 Cr App R 467, 1996 Crim LR 898, CA and R v Adams 1998 1 Cr App R 377, The Times, 3 November 1997, CA, are rulings that ousted explicit Bayesian statistics from the reasoning admissible before a jury in DNA cases.


see also