Re: Isn't the Frequentist a subset or special case of Bayesianist?



Herman Rubin wrote:
> In article <1120242990.130011.305630@xxxxxxxxxxxxxxxxxxxxxxxxxxxx>,
> <dawenliu@xxxxxxxxx> wrote:
> >My shallow understanding of the Frequentist is that he puts a uniform
> >prior. If so, isn't this just a special case of the Bayesian approach,
> >where the prior can be anything, including a uniform distribution?
>
> No, this is a case of the rash Bayesian. Do not confuse MLE
> with the Bayesian approach.
>
Beware of rash mathematical non-Bayesian statisticians as well.

It's not a "uniform prior". It's an improper prior known as a
"diffuse prior".

Such a Bayesian if NOT using any MLE as a non-Bayesian does.
The posterior distribution is the likelihood function (in the
PARAMETERS, the Bayesian random variables).

It's only when a Bayesian who is irrational and rash enough to
use a single POINT of the posterior distribution for a useless
"point estimate" that said point estimate may coincide with the
non-Bayesian's MLE.

-- Bob.

.

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