frequentist

(noun)

An advocate of frequency probability.

Related Terms

  • confidence interval

Examples of frequentist in the following topics:

  • Remarks on the Concept of “Probability”

    • Determine whether the frequentist or subjective approach is better suited for a given situation
    • Like most work in the field, the present text adopts the frequentist approach to probability in most cases.
  • Variation and Prediction Intervals

    • A prediction interval bears the same relationship to a future observation that a frequentist confidence interval or Bayesian credible interval bears to an unobservable population parameter.
    • Given a sample from a normal distribution, whose parameters are unknown, it is possible to give prediction intervals in the frequentist sense -- i.e., an interval $[a, b]$ based on statistics of the sample such that on repeated experiments, $X_{n+1}$ falls in the interval the desired percentage of the time.
    • A general technique of frequentist prediction intervals is to find and compute a pivotal quantity of the observables $X_1, \dots, X_n, X_{n+1}$ – meaning a function of observables and parameters whose probability distribution does not depend on the parameters – that can be inverted to give a probability of the future observation $X_{n+1}$ falling in some interval computed in terms of the observed values so far.
  • Interpreting a Confidence Interval

    • For users of frequentist methods, various interpretations of a confidence interval can be given.
    • For users of frequentist methods, various interpretations of a confidence interval can be given:
  • Estimating the Target Parameter: Interval Estimation

  • Elements of a Hypothesis Test

    • Statistical hypothesis testing is a key technique of frequentist inference.
  • Bayes' Rule

    • Bayes' rule tells us how unconditional and conditional probabilities are related whether we work with a frequentist or a Bayesian interpretation of probability.
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