So, a Bayesian and a Frequentist go into a Bar...

James Annan has another probability post up in which he explains a bit about Bayesian probability and also claims that I make odd noises. This latter claim I can believe, since my wife says the same - but let me see if I understand the Bayesian bit with the following parable.

So, this Bayesian and this frequentist go into a bar, where, naturally, they start arguing about probability. Their wives, who had accompanied them, quickly tire of this, and go home. After a couple of hours and a few beers, the debate degenerates into name calling and insults. The bartender calls the bouncer, and this big guy with enormous shoulders and two heads grabs each one under a thickly muscled arm, carts them out, and dumps them in the street. As they stare at the backs of his retreating heads, each pulls out a notebook and scribbles something down. They head home, still a bit dazed.

The frequentist gets to his apartment, where his spouse asks him if anything interesting happened after she left. He checks his notes and tells the story in some detail, finishing with "that's got to be a one-in-a-million occurence!"

Meanwhile the Bayesian gets home, and is asked the same question. He consults his notes for a while, and finally says: "probably not."

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