What is a prior predictive check?
hardAnswer
- Simulate data from the prior alone: θ ~ p(θ), y ~ .
- Check whether generated y is plausible given domain knowledge (e.g. simulated coin flip probabilities in [0, 1]; simulated log-revenues aren't in the trillions).
- Catches absurd priors before running expensive inference.
- Modern Bayesian workflow (Gelman et al.): prior predictive → fit → posterior predictive → repeat.
- Essential in real modeling.
Check yourself — multiple choice
- Random
- Simulate y from prior alone; check plausibility against domain knowledge; catches absurd priors before expensive inference
- Same as posterior predictive
- Not needed
Prior predictive check: simulate from prior; verify plausibility.
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Practise Statistics Fundamentals
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