Re:Bayes's Theorem: What's the Big Deal?
by skybrian on Tuesday January 05, 2016 @12:20PM
(#10844487)
How does that work? It doesn't sound like a well-defined distribution since the area under the curve needs to be 1.
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It has to do with calculus. If the probability of a given result approaches zero as the result itself approaches positive or negative infinity, then the area under the curve approaches 1.
Imagine 1/2 + 1/4 + 1/8 ... to infinity. The sum approaches 1 as the denominator approaches infinity. With calculus, we can determine that with mathematical methods.
I think he was referring specifically to an unbounded uniform distribution, which is indeed not well-defined.
It's more of a philosophical statement than an actual implementation. Mainly that frequentist analysis begins with the prior "I dunno, could be anything..."
See also: The calculus answer.