Timeline for How would a bayesian estimate a mean from a large sample?
Current License: CC BY-SA 4.0
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| Apr 7, 2022 at 0:50 | history | edited | kjetil b halvorsen♦ |
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| Apr 6, 2022 at 18:49 | history | became hot network question | |||
| Apr 6, 2022 at 18:33 | history | edited | Manuel | CC BY-SA 4.0 |
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| Apr 6, 2022 at 17:47 | answer | added | Tim | timeline score: 4 | |
| Apr 6, 2022 at 16:58 | history | edited | Manuel | CC BY-SA 4.0 |
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| Apr 6, 2022 at 16:55 | vote | accept | Manuel | ||
| Apr 6, 2022 at 15:00 | history | tweeted | twitter.com/StackStats/status/1511720390929928195 | ||
| Apr 6, 2022 at 14:29 | answer | added | Sextus Empiricus | timeline score: 8 | |
| Apr 6, 2022 at 14:11 | answer | added | Christian Hennig | timeline score: 8 | |
| Apr 6, 2022 at 14:01 | answer | added | Eli | timeline score: 4 | |
| Apr 6, 2022 at 13:49 | comment | added | Christian Hennig | In fact the mean is quite non-robust in a frequentist sense. If the underlying distribution has heavy tails, even with existing variance, the sample size at which the CLT provides a good approximation may be arbitrarily large, i.e. larger than any sample size you may have. (Bayesians should worry about this as well.) | |
| Apr 6, 2022 at 13:31 | history | edited | Manuel | CC BY-SA 4.0 |
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| Apr 6, 2022 at 13:08 | history | edited | Manuel | CC BY-SA 4.0 |
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| Apr 6, 2022 at 13:04 | comment | added | Manuel | @MichaelLew i have added some detail of my intention hope it helps. | |
| Apr 6, 2022 at 13:01 | history | edited | Manuel | CC BY-SA 4.0 |
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| Apr 5, 2022 at 21:17 | comment | added | Michael Lew | Given that there is no information beyond the (large) sample, one would think that even the most Bayesian Bayesian would just calculate the sample mean... What do you really want to know? | |
| Apr 5, 2022 at 21:15 | comment | added | seanv507 | i am not sure what your question is. But maybe you are after a bayesian CLT? see stat.columbia.edu/~gelman/book/BDA3.pdf pages 587... | |
| Apr 5, 2022 at 20:53 | history | edited | Manuel | CC BY-SA 4.0 |
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| Apr 5, 2022 at 20:44 | history | asked | Manuel | CC BY-SA 4.0 |