Confidence Intervals vs Bayesian Intervals

For many years, statistics textbooks have followed this ‘canonical’ procedure: (1) the reader is warned not to use the discredited methods of Bayes and Laplace, (2) an orthodox method is extolled as superior and applied to a few simple problems, (3) the corresponding Bayesian solutions are not worked out or described in any way. The net result is that no evidence whatsoever is offered to substantiate the claim of superiority of the orthodox method.

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