Re: prior distributions of estimated parameters

illywhacker wrote: 
Dear Reefer,

<snip>

Jaynes' background is in physics, and he thinks like a scientist, not a
statistician. My background too is in physics, and I appreciate his approach
because of this. 

Why should the OP learn about Bayesian STATISTICAL inference from
statisticians when there are physicists to misrepresent the view?


1) Because physicists, not statisticians, invented Bayesian inference. When it was invented there was no such thing as a statistician.

2) Because physicists, not statisticians, were responsible for the renaissance of Bayesian thinking, after decades of useless thinking on behalf of statisticians, and very much against their will.

Whilst it's possible that you're right on these statements, I'd like to see your evidence for them. As Reef Fish has pointed out, Bayesian inference was invented a long time ago (before there was any such thing as a physicist), and I haven't seen much evidence of an influence of physics in the current rennaissance (other than the metropolis algorithm, and the Gibbs sampler). But I have a biased viewpoint as well, as I don't work in the physical sciences.

3) Because statistics (or more correctly, inference) should be a tool for science, and yet statisticians often seem to have very little idea of how science actually works. Hence the disregard for statistics in the sciences that have too much history to need a statistical prop to feel important.

Ah, it's always the other side that's at fault.  :-)

You can take my rant about the way scientists mis-understand and mis-use statistics as read.

Bob

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Bob O'Hara
Department of Mathematics and Statistics
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