Frequentist Probability - Scope

Scope

The frequentist interpretation is a philosophical approach to the definition and use of probabilities; it is one of several, and, historically, the earliest to challenge the classical interpretation. It does not claim to capture all connotations of the concept 'probable' in colloquial speech of natural languages.

As an interpretation, it is not in conflict with the mathematical axiomatization of probability theory; rather, it provides guidance for how to apply mathematical probability theory to real-world situations. It offers distinct guidance in the construction and design of practical experiments, especially when contrasted with the Bayesian interpretation. As to whether this guidance is useful, or is apt to mis-interpretation, has been a source of controversy. Particularly when the frequency interpretation of probability is mistakenly assumed to be the only possible basis for frequentist inference. So, for example, a list of mis-interpretations of the meaning of p-values accompanies the article on p-values; controversies are detailed in the article on statistical hypothesis testing. The Jeffreys–Lindley paradox shows how different interpretations, applied to the same data set, can lead to different conclusions about the 'statistical significance' of a result.

As William Feller noted:

There is no place in our system for speculations concerning the probability that the sun will rise tomorrow. Before speaking of it we should have to agree on an (idealized) model which would presumably run along the lines "out of infinitely many worlds one is selected at random..." Little imagination is required to construct such a model, but it appears both uninteresting and meaningless.

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