My Journey From Frequentist to Bayesian Statistics

The difference between Bayesian and frequentist inference in a nutshell: With Bayes you start with a prior distribution for θ and given your data make an inference about the θ-driven process generating your data (whatever that process happened to be), to quantify evidence for every possible value of θ.

p-values and Type I Errors are Not the Probabilities We Need

In trying to guard against false conclusions, researchers often attempt to minimize the risk of a “false positive” conclusion. In the field of assessing the efficacy of medical and behavioral treatments for improving subjects’ outcomes, falsely concluding that a treatment is effective when it is not is an important consideration.