# Questions tagged [prior]

In Bayesian statistics a prior distribution formalizes information or knowledge (often subjective), available before a sample is seen, in the form of a probability distribution. A distribution with large spread is used when little is known about the parameter(s), while a more narrow prior distribution represents a greater degree of information.

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### What is an “uninformative prior”? Can we ever have one with truly no information?

Inspired by a comment from this question: What do we consider "uninformative" in a prior - and what information is still contained in a supposedly uninformative prior? I generally see the prior in ...
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### Do Bayesian priors become irrelevant with large sample size?

When performing Bayesian inference, we operate by maximizing our likelihood function in combination with the priors we have about the parameters. Because the log-likelihood is more convenient, we ...
203k views

### Help me understand Bayesian prior and posterior distributions

In a group of students, there are 2 out of 18 that are left-handed. Find the posterior distribution of left-handed students in the population assuming uninformative prior. Summarize the results. ...
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### Choosing between uninformative beta priors

I am looking for uninformative priors for beta distribution to work with a binomial process (Hit/Miss). At first I thought about using $\alpha=1, \beta=1$ that generate an uniform PDF, or Jeffrey ...
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### Why would someone use a Bayesian approach with a 'noninformative' improper prior instead of the classical approach?

If the interest is merely estimating the parameters of a model (pointwise and/or interval estimation) and the prior information is not reliable, weak, (I know this is a bit vague but I am trying to ...
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### If a credible interval has a flat prior, is a 95% confidence interval equal to a 95% credible interval?

I'm very new to Bayesian statistics, and this may be a silly question. Nevertheless: Consider a credible interval with a prior that specifies a uniform distribution. For example, from 0 to 1, where 0 ...
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### Eliciting priors from experts

How should I elicit prior distributions from experts when fitting a Bayesian model?
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### Why is Laplace prior producing sparse solutions?

I was looking through the literature on regularization, and often see paragraphs that links L2 regulatization with Gaussian prior, and L1 with Laplace centered on zero. I know how these priors look ...
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### Weakly informative prior distributions for scale parameters

I have been using log normal distributions as prior distributions for scale parameters (for normal distributions, t distributions etc.) when I have a rough idea about what the scale should be, but ...
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### How to define prior for beta-binomial A/B test

I would like to run an A/B test using a Bayesian beta-binomial model whereby I would state probabilities such as $P(p_B>p_A)$ in place of using a traditional T-test. I've read that the prior should ...
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### You observe k heads out of n tosses. Is the coin fair?

I was asked this question with $(n, k) = (400, 220)$ in an interview. Is there a "correct" answer? Assume the tosses are i.i.d. and the probability of heads is $p=0.5$. The distribution of the ...
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### Priors for log-normal models

I am trying to determine what the most appropriate non-informative priors are for the two parameters of a log-normal distribution (for an accelerated failure time model). I had been working with a ...
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### What exactly does it mean to and why must one update prior?

I'm still trying to understand prior and posterior distributions in Bayesian inference. In this question, one flips a coin. Priors: unfair is 0.1, and being fair is 0.9 Coin is flipped 10x and is ...
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### Why use precision instead of variance in a prior?

I am a newcomer in the field of statistic. I am wondering about using precision instead of variance in a prior.
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### What is a “Unit Information Prior”?

I've been reading Wagenmakers (2007) A practical solution to the pervasive problem of p values. I'm intrigued by the conversion of BIC values into Bayes factors and probabilities. However, so far I ...
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### Neg Binomial and the Jeffreys' Prior

I'm trying to obtain the Jeffreys' prior for a negative binomial distribution. I can't see where I go wrong, so if someone could help point that out that would be appreciated. Okay, so the situation ...
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### Specifying conditional probabilities in hybrid Bayesian networks

I am trying to get a deeper understanding of the various types of Bayesian networks. Most of the literature/lectures I've come across use discrete random variables exclusively and only mention ...
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### What exactly is weakly informative prior?

Is there a precise definition of weakly informative prior? How is it different from a subjective prior with broad support?
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### Definition of weakly informative prior [duplicate]

According to Gelman, a weakly informative prior is defined in the following way: We characterize a prior distribution as weakly informative if it is proper but is set up so that the information ...
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### Natural interpretation for LDA hyperparameters

Can somebody explain what is the natural interpretation for LDA hyperparameters? ALPHA and BETA are parameters of Dirichlet ...
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### Bayesian batting average prior

I wanted to ask a question inspired by an excellent answer to the query about the intuition for the beta distribution. I wanted to get a better understanding of the derivation for the prior ...
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### How does the beta prior affect the posterior under a binomial likelihood

I have two questions, Question 1: How can I show that the posterior distribution is a beta distribution if the likelihood is binomial and the prior is a beta Question 2: How does choices the prior ...
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### What is the relationship between sample size and the influence of prior on posterior?

If we have a small sample size, will the prior distribution influence the posterior distribution a lot?
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### Is a vague prior the same as a non-informative prior?

This is a question about terminology. Is a "vague prior" the same as a non-informative prior, or is there some difference between the two? My impression is that they are same (from looking up vague ...
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### Is there a Bayesian interpretation of linear regression with simultaneous L1 and L2 regularization (aka elastic net)?

It's well known that linear regression with an $l^2$ penalty is equivalent to finding the MAP estimate given a Gaussian prior on the coefficients. Similarly, using an $l^1$ penalty is equivalent to ...
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### Flat, conjugate, and hyper- priors. What are they?

I am currently reading about Bayesian Methods in Computation Molecular Evolution by Yang. In section 5.2 it talks about priors, and specifically Non-informative/flat/vague/diffuse, conjugate, and ...
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### Why I should use Bayesian inference with uninformative prior? [duplicate]

I am a Ph.D. student and currently I am studying Bayesian inference concerning vector autoregressive models. A lot of researchers when talking about uninformative prior, conclude that the results of ...
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### When does the maximum likelihood correspond to a reference prior?

I have been reading James V. Stone's very nice books "Bayes' Rule" and "Information Theory". I want to know which sections of the books I did not understand and thus need to re-...
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### What does “a distribution over distributions” mean?

I am reading a paper about Dirichlet Processes, and it said "A Dirichlet Process is also a distribution over distributions." What does that mean?
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### Bayesian prior via cross validation

I have a particular problem where I am using Bayesian techniques to estimate parameters of a distribution of a random variable. I would like to use an external source of data to determine an ...
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### Can a proper prior and exponentiated likelihood lead to an improper posterior?

(This question is inspired by this comment from Xi'an.) It is well known that if the prior distribution $\pi(\theta)$ is proper and the likelihood $L(\theta | x)$ is well-defined, then the posterior ...
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### Why is uniform prior on log(x) equal to 1/x prior on x?

I'm trying to understand Jeffreys prior. One application is for 'scale' variables like the standard deviation $\sigma$ (or its square, the variance $\sigma^2$) of Gaussian distributions. It is often ...
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### Jeffreys prior for continuous uniform distribution

A nonnegative random variable $x$ has a continuous uniform distribution in the interval $(0,\theta)$. Therefore, the likelihood is given by: $f(x|\theta) = \frac{1}{\theta}I(x\leq\theta)$, where $I$ ...
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### What methods can be used to specify priors from data?

Background I am generally interested in learning appropriate methods of using data to specify priors. A previous question asks how to elicit priors from experts and received some good recommendations....