[gbrown]

Well, there are philosophical arguments for preferring one over another. On the other hand, I've got to get work done and both tools do the job.

I'd say I'm philosophically Bayesian, but frequentist techniques are often more convenient.

[mattkrause]

There are situations where one does care about long-run frequencies though, right?

Perhaps something like quality control, where we want a procedure that only rejects 5% of within-spec parts?

[gbrown]

Sure, but there's nothing which would prevent you from addressing that from a Bayesian perspective. In fact, Bayesian particle filtering techniques would probably be a great tool for "on-line" quality assurance.