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Bayesian vs frequentist — what's the core difference?

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Answer

  • Frequentists treat parameters as fixed unknowns and estimate them via long-run frequency properties (unbiased estimators, confidence intervals, p-values).
  • Bayesians treat parameters as random variables with a prior distribution, update with data via Bayes' rule to get a posterior, and summarize with credible intervals.
  • Bayesian methods handle prior knowledge naturally and give posterior probability statements directly.
Check yourself — multiple choice
  • Bayesians treat parameters as fixed
  • Bayesians update a prior distribution to a posterior via Bayes' rule
  • Frequentist CIs give direct probability statements about parameters
  • There is no practical difference

Bayesian: prior    likelihood    posterior\mathrm{prior}\; \cdot \;\mathrm{likelihood}\; \to \;\mathrm{posterior}.

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