The Controversy Between Bayesians and Classicists

Abstract

A mathematical science ordinarily admits of two (or more) possible routes to a solution. This is also true in statistics, with one notable exception. There are two fundamentally different approaches to solving certain statistical problems. These are the Bayesian and Classical¹ approaches. Both camps have strong and vocal partisans, and both approaches give correct answers within their frameworks. As is usual in great controversies, the argument arises out of a difference in point of view.

The reader may already surmise a bias on the part of this author, and indeed all others who describe the opposition viewpoint as “Classical.” To paraphrase the late J.R. Oppenheimer, “The word ‘Classical’ means only one thing in science: it’s wrong!”