John Cook follows Betteridge’s Law of Headlines:
In general, new information reduces your uncertainty regarding whatever you’re estimating. The posterior distribution becomes more concentrated as more data are collected.
That’s what happens “in general” but does it necessarily happen every time you get new data? Conceivably if you get surprising data, data that is very unlikely given your current prior, posterior uncertainty might increase.
Click through for an example, as well as a pair of good comments on the post.
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