Bayesian vs Classical statistics

#1
Hi,

I'm a graduate student and am about to take my stats final. One of the questions on the final will be an essay asking us to evaluate the differences between Bayesian and classical statistics. I have notes from class, but am always looking for additional sources of information. Does anyone know of a website(s) that addresses this subject?
 

JohnM

TS Contributor
#3
If you type "Bayesian" and "Frequentist" and "difference" into the search box at Google, you'll get tens of thousands of links. Here's a good one from mathforum.org:

http://mathforum.org/library/drmath/view/52221.html

I'm generally a "frequentist" although I think the Bayesian approach works well in areas of diagnostic testing (i.e., where there are definable false positive and false negative rates).
 

Manu

New Member
#4
There are many difference between Bayesian and Frequentist inference, for example:
- From Bayesian viewpoint, the parameters are treated as variables.
- It is possible to incorporate prior information in the analysis, which is updated by the information obtained in the experiment.
- It is possible to value the credibility of the null hypothesis, this one is a great advantage, does not force us to take a dichotomic decision, as in Frequentist approach.
- The Bayesian Inference calculate the probability P(Ho given data), which is what really is interested, and not the probability P(Data given Ho) as in Frequentist approach (p value).

These are only some adventages. It is true also that the Bayesian analysis has certain disadvantages, such as the difficulty of the calculation, but the development of new software like the WinBUGS facilitate the calculation of the posterior distribution.

I think that the Bayesian approach is an excellent alternative and I'm doing my thesis in Bayesian Analysis of RxS Contingency Tables. From my viewpoint both approaches (Bayesian and Frequentist) are complement each other in many situations. I like to use both.

Well...Sorry for my precarious english. Greetings from Peru.
 
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