@yourwelcome7 years ago
(last updated 7 years ago)
A great review, but many practical Frequentists would not care that the Confidence Interval is only useful inasmuch as it is an approximation to a Bayesian Credibility Interval, even if it "enjoying the omlette without cracking an egg". I think this article is a wonderful read for students to understand the differences in Bayesianism and Frequentism by thinking about the philosophical differences between the two types of Intervals, especially the replication/frequency definition of CI's and it ties to an overall analytical procedure, rather than one's particular dataset. Almost no one I know thinks of frequentist CI's in this way.
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