Re: Highest Posterior Density


illywhacker wrote:
OK Reefer. I am in a good mood, so rather than be
confrontational and enter into tedious and unenlightening
bickering about who said what, I will take a different
and more agreeable tack, and try to find a few
(unfortunately trivial) things on which we agree, and a
couple of (non-trivial) things on which we do not agree.

1) We agree that to find a normalized posterior density,
we need to perform an integration. If we did not agree on
this, there would be nothing more to talk about.

I am NOT going to waste any more time on you. This was
your opening sentence before you started the rest of your
nonsense:

ill> Actually, you do not need to perform the integration as the
ill> normalizing constant does not depend on the parameter you
ill> wish to estimate,

That really was more than sufficient to indicate that you did
NOT have any basic knowledge about Bayesian methods.

You misquoted EIGHT consecutive times in your last reply.
You still haven't quoted anything.

You are just mouth dancing in front of the mirror, to YOURSELF.

You had already proven (from your MIS-stated 6 points) of your
ignorance about Bayesian statistics and Bayesian inference.


This is all too TYPICAL of your irrelevance, which is a strong
indication of your ignorance:

but a Riemmanian metric and Lebesgue measure are scarcely
mathematistry.

Those are not themselves mathematistry. They are YOUR use
of "buzz words" when those words are completely irrelavant to the
question the OP asked about finding the max of the posterior
distribution!

Cheerfully yours,

illywhacker;

If you want to find out what I agree and don't agree about Bayesian
Statistics, there is a lengthy discussion between Herman Rubin and
myself, in April 2005 -- each of us had forgotten more about
Bayesian statistics than the totality of your knowledge about the
subject.

"A Debate on What Prior to Use as a TRUE Bayesian, Anyone?"

http://groups.google.com/group/sci.stat.edu/msg/7a8f69f5d1151bb0?hl=en&;

with 6 posts each by Herman and myself, which was a subthread
after a 15 post discussion by us, about the two subtopics:

"Advanced Probability for Dummies?"

"Measure Theory" needed for Applied Statistics? You Jest!

In these posts you'll find a fairly definitive statements, by Herman
Rubin and by myself, on where we stand on Applied Statistics,
Bayesian Statistics, and Mathematical Statistics and Theory.

I don't think our points of agreements and disagreements have
changed the slightest, until Herman have withdrawn some of his
positions a year and a half ago.

Illywhacker, there is room for YOU to discuss anything serious
about Statistics OR Mathematics, as evidenced by what I had
read that you wrote in sci.stat.math,

-- Reef Fish Bob.

.

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