Frequentist and Bayesian: A Quick Comparison Note

Frequentist and Bayesian are two schools of thought in probability theory. Let us look at the difference between them. Some of them are discussed below.

Frequentist is objective and is not influenced by personal feelings or opinions in considering and representing facts​. But Bayesian is subjective, based on or influenced by personal feelings, tastes, or opinions​.

bayesianFrequentist
Bayesian and Frequentist Schools of Thought

Another quick point to be noted is that in Bayesian we are willing to change our belief in light of new evidence. Here we often say in terms of probability of observing a data give parameters. Here depending upon our observation of a particular data, we choose a parameter that best explains the phenomenon.

But in frequentist, the parameters are fixed regardless of what data we observe. Another thing is the frequentist estimation gets accurate as we observe more and more data.

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