Toward a Reconciliation of the Bayesian and Frequentist Approaches to Point Estimation
走向贝叶斯与频率学派点估计的协调
The Bayesian and frequentist approaches to point estimation are reviewed. The status of the debate regarding the use of one approach over the other is discussed, and its inconclusive character is noted. A criterion for comparing Bayesian and frequentist estimators within a given experimental framework is proposed. The competition between a Bayesian and a frequentist is viewed as a contest with the following components: a random observable, a true prior distribution unknown…