Resumen de ¿Por qué la Inferencia Estadística Bayesiana?: revisitado
The objective of this paper is to update the one already published in the journal Bolet´ın de la Sociedad de Estad´ıstica e Investigaci´on Operativa “in 2006 with title ¿Por qu´e la Inferencia Estad´ıstica Bayesiana? at Bulletin of Statistics and Operations Research (BEIO)”.
Section 1 discusses the two main approaches to statistical inference.
Section 2 highlights the problems that occur when the accuracy in the frequentist approach is specified for point estimators, confidence intervals and in the hypothesis tests under Neyman-Pearson’s theory. Section 3 introduces the Bayesian approach and Birnbaum’s theorem, which implies that the frequentist approach can violate sufficiency and conditionality.
Finally, Section 4 explains how to measure accuracy by using the final distribution.
