Frequentist Inference

Frequentist inference is one of a number of possible techniques of formulating generally applicable schemes for making statistical inference: that implies of drawing conclusions from sample data by the emphasis on the frequency or proportion of the data. An alternative name is frequentist statistics. This is the inference framework in which the well-established methodologies of statistical hypothesis testing and confidence intervals are based. Other than frequentistic inference, the main alternative approach to statistical inference is Bayesian inference, while another is fiducial inference.

While "Bayesian inference" is sometimes held to include the approach to inference leading to optimal decisions, a more restricted view is taken here for simplicity.