Scenario
CBT Study: n = 40 Β· Outcome: BDI reduction (points) Β· Therapy vs. Control
Β· Ξ²Μ = 4.80, SE = 2.10
Act 1
Same Data β different questions possible
What am I seeing?
What should I do?
Drag the threshold with the mouse and ask yourself: above which Ξ² value is the effect clinically meaningful? E.g. 2.2 or 5.0 BDI points β the threshold is freely adjustable.
How do I interpret this?
The percentage = P(Ξ² > threshold | data, prior) β a direct probability statement about the parameter. Trying multiple thresholds is no problem: the posterior does not change, only the query does.
Why can't frequentism do this?
The 95% CI is not a probability statement about Ξ². P(Ξ² > 3) cannot be read off directly. Testing the same dataset for Ξ² > 3 and Ξ² > 2.2 constitutes multiple testing with an inflated error rate. Bayesian: no problem β the posterior is fixed.
Frequentist
Ξ²Μ = 4.80 SE = 2.10
95% CI: [0.68, 8.92]
t(38) = 2.29 p = .023
β
P(Ξ² > 3) = ?
no direct answer
β
P(Ξ² > 0) = ?
no direct answer
β
P(2 < Ξ² < 7) = ?
no direct answer
Bayes β Posterior Distribution
(drag threshold with mouse)
β drag threshold β
Is the effect clinically meaningful
(β₯ 3.0 BDI points)?
(β₯ 3.0 BDI points)?
βFrequentist: not directly β p = .023 only says: "significant"
βP(Ξ² > 3.0) = β
What is the probability the effect
is positive at all?
is positive at all?
βp < .05 does not answer this
βP(Ξ² > 0) = β
Is the effect in the practically
relevant range [2, 7]?
relevant range [2, 7]?
βCI spans more than this range
βP(2 < Ξ² < 7) = β
Act 2
Prior as Cumulative Knowledge
What am I seeing?
Three curves: Prior (green, dashed β knowledge before the data), Likelihood (orange, dotted β what the data alone say) and Posterior (blue, filled β combined result). Below: a width comparison of 95% intervals.
What should I do?
Switch between non-informative and informative prior. The likelihood (data) stays identical β only the prior changes, and therefore the posterior.
How do I interpret this?
With an informative prior (10 prior studies: ΞΌ = 5, Ο = 0.6) the posterior narrows considerably. Same data, more precise posterior β prior knowledge formally reduces uncertainty.
Why is this useful?
Frequentism structurally ignores prior knowledge. Bayes formalises cumulative learning: today's posterior is tomorrow's prior. Scientific progress as an accumulated state of knowledge.
Further Reading
Kruschke (2014) β HDI/ROPE decision logic
McElreath (2020) β Bayesian workflow, prior as cumulative knowledge
McElreath (2020) β Bayesian workflow, prior as cumulative knowledge
Note: Likelihood (orange) is constant across all priors.
The y-axis scales to the tallest curve β so it appears smaller when the prior or posterior is narrower and therefore taller.
Bayes β non-informative prior
[0.68, 8.92]
Width: 8.24 points
Bayes β informative prior (10 studies)
[3.86, 6.12]
Width: 2.26 points β 73% narrower
β
Frequentism has no formal mechanism for prior knowledge.
With an informative prior β derived here from 10 prior studies β the posterior
becomes substantially more precise: same data, narrower interval.
That is cumulative learning in science.