Frequentist inference

Summary

Frequentist inference is the school of statistical inference in which the unknown parameter is a fixed quantity, not a random one. A procedure is judged by how it behaves over hypothetical repetitions of the experiment. That is, it is judged by its sampling distribution under each value of the parameter. Confidence intervals, p-values, significance tests and unbiased estimators are its main tools. It contrasts with Bayesian inference, which puts a probability distribution on the parameter.