Positioning Bayesian inference as a particular application of frequentist inference and vice versa

2014-02-10T16:54:13Z (GMT) by Christian Bartels
<p>Bayesian and frequentist inference are sometimes positioned as two mutually exclusive alternatives for analysing data and drawing conclusions. Here, a framework is proposed to position Bayesian inference as a particular application of frequentist inference and vice versa. As a result Bayesian inference and frequentist inference can be seen as two special cases of the more general problem of predicting future observations based on existing observations.</p> <p>In this light Bayesian and frequentist inference appear as two complementary and compatible approaches to relate data to probability models. The two approaches ask different questions. For a given problem, one may decide which of the questions to ask and whether to use any one of the two or combine both approaches.</p>