ABSTRACT

Contemporary statistical practice consists largely of an informal mixture of the Neyman–Pearson and Fisherian concepts and methods that were described in Chapters 2 and 3. These are generally referred to as ‘frequentist’ in discussions that distinguish between them and a radically different body of concepts and methods that are called ‘Bayesian’. Bayesian statistics is fundamentally different from frequentist statistics, and the strengths and weaknesses of the two schools have been the subject of intense debate. Thus the most closely studied division within statistics is not the one between the Neyman–Pearson and Fisherian schools of frequentists; it is the division between the frequentists, of whatever persuasion, and the Bayesians (see, for example, Lindley, 1975; Efron, 1978; 1986; Breslow, 1990).