Larry Wasserman : "The Foundations of Statistical Inference"

Statistical inference plays a major role in most sciences. Yet, foundational issues that have been well understood for many years in statistics are still not well known in fields that use statistics. As a result, many statistical analyses in these fields use methods with potentially serious flaws. In this talk, I review some of these foundational issues.

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great talk, the best explanation of the practical difference of frequentist vs. Bayesian approaches