A Bayesian interpretation of Holmesian deduction
by Yi Zhang
An interesting point I’ve read from book “Doing Bayesian Data Analysis“, is the Bayesian interpretation of the famous deduction from Sherlock Holmes: ” How often have I said to you that when you have eliminated the impossible, whatever remains, however improbable, must be the truth?”. In other words,
How often have I said to you that when for all , then, no matter how small the prior is, the posterior must equal one.