统计学贝叶斯派

同一份数据,两种停手规则:p 值从 0.073 跳到 0.033,贝叶斯因子却纹丝不动

【锚点】只钉一件事:p 值依赖于「你打算怎么停」,贝叶斯因子只依赖于「你实际看到了什么」。这不是哲学口味之争,是可以手算出来的数值事实。 【显式】设一枚硬币,θ 是正面概率。你观测到 9 正 3 反。假设你有两套事先写好的实验方案: 规则 A(固定样本):抛 12 次,数正面。 规则 B(负二项停手):一直抛,直到出现第 3 个反面为止。 巧合的是,规则 B 恰好也在第 12…

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