On the “Expectation” of Bayesian Methods: How the Prior Is Chosen in “Objective” Manner in Practices of Statistics

Abstract

The philosophical foundation of statistical methods has long been discussed among statisticians, scientists, and philosophers. While traditional accounts have assumed epistemological differences between Frequentist and subjective Bayesian methods, some recent practitioners are adopting the Bayesian method from different aspects. This paper aims to give a brief review of the epistemological justification behind Frequentist and subjective Bayesian methods and of how the prior distribution is chosen in the current practice of statistics. Then, I propose further examination .n the philosophical aspects of these activities.