Inactive Tutor answered 09/13/20
The "subjective" initial apriori probability in Bayesian statistics is like the null hypothesis in frequentist statistics.
With Bayes Theorem, you get sort of an average of the initial hypothesis & the alternative hypothesis.
Bayes moves away more slowly from Ho, while the frequestist approach rejects Ho and replaces it with Ha.
Bayes sort of averages them to get (Ho+Ha)/2
Frequentist probability is inductive logic. Bayesian probability is deductive logic P(H/E)P(E)=P(E/H)P(H) is a logical tautology.
Take the Monty Hall paradox. You're shown 3 doors, one has a prize behind it, the other 2 have goats. You choose door A. Monty opens door B showing a goat. Should you switch to door C? The frequentist statistical conclusion, such as computer generated with random numbers, says yes, switch as you'll get the prize 2 out of 3 times.
But Bayes Theorem says it doesn't matter. P(C/~B)P(~B)=P(~B/C)P(C)
P(~B)=2/3. P(C) apriori = 1/3 before Monty opens B
P(C/~B)= probability C has the prize if B doesn't
P(~B/C)=1 If C has the prize, B doesn't for certain
Plug them all together:
(1/2)(2/3) = (1)P(C/~B)
1/3 = P(C/~B)
the probability hasn't changed
the frequentist statistics have a hidden assumption, that Monty deliberately selects a door without the prize
The Bayes Theorem assumes Monty selects a door at random