F ~ p ( F )

( y_i | F ) ~IID F

in which p ( F ) is a prior on CDFs on \Re. Can I compute

p ( F | y ) using only Jaynes’s ‘sneaking up on infinity’ approach, with any contextually-suitably-rich p ( F )? I’d like to know the answer to that.

Doing so instantly avoids any problems of the form: (1) assume an infinte limit already accomplished, but don’t specify how the limit was approached, (2) ask a question whose answer depends on the how the limit was approached, (3) proclaim to the whole world you’ve discovered a paradox in statistics and/or proved Bayesian statsitics is nonsense.

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