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Lindley's paradox is a counterintuitive situation in statistics in which the Bayesian and frequentist approaches to a hypothesis testing problem give different results for certain choices of the prior distribution. The problem of the disagreement between the two approaches was discussed in Harold Jeffreys' 1939 textbook; it became known as Lindley's paradox after Dennis Lindley called the disagreement a paradox in a 1957 paper. Although referred to as a ''paradox'', the differing results from the Bayesian and frequentist approaches can be explained as using them to answer fundamentally different questions, rather than actual disagreement between the two methods. ==Description of the paradox== Consider the result of some experiment, with two possible explanations, hypotheses and , and some prior distribution representing uncertainty as to which hypothesis is more accurate before taking into account . Lindley's paradox occurs when # The result is "significant" by a frequentist test of , indicating sufficient evidence to reject , say, at the 5% level, and # The posterior probability of given is high, indicating strong evidence that is in better agreement with than . These results can occur at the same time when is very specific, more diffuse, and the prior distribution does not strongly favor one or the other, as seen below. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Lindley's paradox」の詳細全文を読む スポンサード リンク
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