# Tagged Questions

In the frequentist approach to inference, statistical procedures are assessed by their performance over a hypothetical long run of repetitions of a process deemed to have generated the data.

57 views

### Are we frequentists really just implicit/unwitting Bayesians?

For a given inference problem, we know that a Bayesian approach usually differ in both form and results from a fequentist approach. Frequentists (usually includes me) often point out that their ...
41 views

49 views

### Bayesian interpretation of the repeated sampling principle

My question is philosophical rather than practical, and I will try to explain it through an example: Consider a Kaggle competition. All these contests have a similar structure: A "train dataset" is ...
16 views

### Are there any statistical fallacies that go with E-values?

I am presently learning how to use bioinformatics tools and among the first things to encounter was the notion of an E-value, explained on NCBI's help page for sequence alignment tool BLAST. As far as ...
39 views

### Is there a conceivable frequentist counter to the Bayesian calculation of life in other planets?

This paper in the Proceedings of the Natural Academy of Sciences of the United States of America attempts to give a Bayesian probability of life outside planet Earth. Their approach is based on a ...
85 views

### Mathematical proof that the posterior probability that a CI contains the true parameter is in $\{0,1\}$

There are great posts on confidence intervals, a subject that was brought up recently on this question, leading to an endogamous and circular surfing between CV classics, such as this one and this one ...
46 views

### Statistical Inference Under Misspecification

The classical treatment of statistical inference relies on the assumption that that a correctly specified statistical is used exists. That is, the distribution $\mathbb{P}^*(Y)$ that generated the ...
174 views

### When can't frequentist sampling distribution be interpreted as Bayesian posterior in regression settings?

My actual questions are in the last two paragraphs, but to motivate them: If I am attempting to estimate the mean of a random variable that follows a Normal distribution with a known variance, I've ...
100 views

### Bayesian vs. frequentist estimation

I don't really understand the connection between bayesian to "normal" frequentist estimation. Suppose we want to estimate the expected value of a population given a sample. In frequentist statisics ...
105 views

### Bayesian vs. Frequentist calculation steps

This article contains an example of Bayesian vs. Frequentist philosophies. An old drug successfully treats 70% of patients. To test a new drug, researchers give it to 100 patients, 83 of whom ...
91 views

### Bayesian vs. frequentist view [duplicate]

I have tried to figure out the difference between the two views of looking at the world: Bayesian and frequentist. Can someone please let me know if I have it right? (Please do not refer me to some ...
289 views

### Why is maximum likelihood estimation considered to be a frequentist technique

Frequentist statistics for me is synonymous for trying to make decision that are good for all possible samples. I.e., a frequentist decision rule $\delta$ should always try to minimize the frequentist ...
105 views

### Confidence-interval / p-value duality vs. frequentist interpretation of CIs

Many sources suggest that there is a duality between confidence intervals and hypothesis testing.(*) But I'm having trouble making sense of this philosophically. The frequentist interpretation of a ...
15 views

134 views

### How do frequentists guess a distribution?

With competing hypotheses such as testing if a coin is fair, frequentists and Bayesians have their own approaches. What about for coming up with a distribution? In An Essay towards solving a Problem ...
42 views

### Percentile vs Percentile rank

I have the read the definitions many times and I still don't quite understand the difference. This article says: A statement such as: "A score of 600 has a percentile rank of 80" has a ...
84 views

### How would frequentists reason about the sunrise problem if forced to abandon the 'many worlds' assumption?

I think the 'many worlds' assumption is much more than a technicality yet it has no solid theoretical foundations. The sunrise problem asks for the probability that the sun will rise tomorrow given ...
85 views

### How do you solve Bayes' Billiards game with frequentist statistics?

The problem goes like this: Alice and Bob are playing a game that they cannot directly observe. The game starts with a referee rolling a ball on a billiard table and marking the location where it ...
72 views

### Can anyone give a simple example of when Bayesian and frequentist methods give exactly the same answer? [closed]

Is this even possible given the differences in the philosophies of the two methods?