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Questions designed to get an overview of a specific subject or body of results or to understand the relations among similar definitions, techniques or concepts appearing in different sub-fields of mathematics. While such questions by their very nature sometimes cannot be made very narrow and focused, it can be helpful to keep in mind that the design of MathOverflow does not make it a good fit for questions that are too broad.

4 votes

what can be said about the choice of a prior in Bayesian statistics?

Short answer from someone who doesn't know much about Bayesian statistics: You should read about "reference priors". Have a look here: http://arxiv.org/pdf/0904.0156
passerby51's user avatar
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2 votes

Every mathematician has only a few tricks

Taylor expansion. Much of the classical theory of statistics (and some of its modern extensions) revolves around performing a second-order Taylor expansion of the likelihood.