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kgwgktoday at 9:11 AM2 repliesview on HN

Not true. In frequentist statistics, from the perspective of Bayesians and non-Bayesians alike, there are no priors.

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Dear ChatGPT, are there priors in frequentist statistics? (Please answer with a single sentence.)

No — unlike Bayesian statistics, frequentist statistics do not use priors, as they treat parameters as fixed and rely solely on the likelihood derived from the observed data.


Replies

zozbot234today at 10:50 AM

There's always priors, they're just "flat", uniform priors (for maximum likelihood methods). But what "flat" means is determined by the parameterization you pick for your model. which is more or less arbitrary. Bayesians would call this an uninformative prior. And you can most likely account for stronger, more informative priors within frequentist statistics by resorting to so-called "robust" methods.

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kgwgktoday at 1:59 PM

If you want to say that when you do a frequentist analysis which doesn’t include any concept of prior you get a result that has a similar form to the result of a completely different conceptually Bayesian analysis which uses a flat prior (definitely not “a point distribution derived empirically”) that may be correct. It remains true that there is no prior in the frequentist analysis because they are not part of frequentist inference at all.