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February 2004 The Interplay of Bayesian and Frequentist Analysis
M. J. Bayarri, J. O. Berger
Statist. Sci. 19(1): 58-80 (February 2004). DOI: 10.1214/088342304000000116


Statistics has struggled for nearly a century over the issue of whether the Bayesian or frequentist paradigm is superior. This debate is far from over and, indeed, should continue, since there are fundamental philosophical and pedagogical issues at stake. At the methodological level, however, the debate has become considerably muted, with the recognition that each approach has a great deal to contribute to statistical practice and each is actually essential for full development of the other approach. In this article, we embark upon a rather idiosyncratic walk through some of these issues.


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M. J. Bayarri. J. O. Berger. "The Interplay of Bayesian and Frequentist Analysis." Statist. Sci. 19 (1) 58 - 80, February 2004.


Published: February 2004
First available in Project Euclid: 14 July 2004

zbMATH: 1062.62001
MathSciNet: MR2082147
Digital Object Identifier: 10.1214/088342304000000116

Keywords: Admissibility , Bayesian model checking , conditional frequentist , confidence intervals , consistency , coverage , design , hierarchical models , nonparametric Bayes , objective Bayesian methods , P-values , reference priors , testing

Rights: Copyright © 2004 Institute of Mathematical Statistics

Vol.19 • No. 1 • February 2004
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