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by ArbitraryLimits 4501 days ago
I've always been partial to Brad Efron's explanations, see http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.179....

IMO he nails the key distinction here: "One definition says that a frequentist is a Bayesian trying to do well, or at least not too badly, against any possible prior distribution."

And there's some nice humor also: "The 250-year debate between Bayesians and frequentists is unusual among philosophical arguments in actually having important practical consequences."

1 comments

Yes - Efron's paper (also available at [1]) is excellent.

[1]: http://statweb.stanford.edu/~ckirby/brad/papers/2005BayesFre...