A Comparison of the Bayesian and Frequentist Approaches to Estimation

Point Estimation from a Decision-Theoretic Viewpoint.- An Overview of the Frequentist Approach to Estimation.- An Overview of the Bayesian Approach to Estimation.- The Threshold Problem.- Comparing Bayesian and Frequentist Estimators of a Scalar Parameter.- Conjugacy, Self-Consistency and Bayesian Consensus.- Bayesian vs. Frequentist Shrinkage in Multivariate Normal Problems.- Comparing Bayesian and Frequentist Estimators under Asymmetric Loss.- The Treatment of Nonidentifiable Models.- Improving on Standard Bayesian and Frequentist Estimators.- Combining Data from "Related" Experiments.- Fatherly Advice.