Comments on AngryMath: Lindley's Paradox

That makes a little more sense, but I'm having...

2011-04-19T16:17:14.953-04:00

That makes a little more sense, but I'm having trouble wrapping my head around the article's general-description statements "a prior distribution that favors H0 weakly" (either example seems like favoring it strongly) and "It is a result of the prior having a sharp feature at H0" (where I'd call your example seems to have a non-sharp feature).

Thanks for addressing this -- do you have a link or citation to better presentation/example?

It's just a contrived example to illustrate th...

2011-04-19T11:35:37.160-04:00

It's just a contrived example to illustrate the paradox. The paradox still works if you choose to have a prior that's a narrow Gaussian at 0.5 on top of a much broader distribution (flat, or anything wide).

The point is that the paradox most often rears its head when the prior is broad with a high narrow region in addition, and a flat prior with a delta function is just the simplest in many respects.