Post talk about the con of Frequentist compare to Bayesian and end up talking about Fisher likelihood school of thought.
Post argue that Likelihood is basically Bayes, it's actually Fisher school's of thought which is a half way point or a can be seen as a compromise between Frequentist and Bayesian approach.
A good book that talk about this which I've been meaning to read is... In All Likelihood: Statistical Modelling and Inference Using Likelihood by Yudi Pawitan.
I've read the first chapter and it's a very interesting read. I might skip bayes and go straight to likelihood coming from the school of frequency.
> A good book that talk about this which I've been meaning to read is... In All Likelihood: Statistical Modelling and Inference Using Likelihood by Yudi Pawitan.
It's good but it's mostly a technical introduction to statistical inference (i.e. the mathematics that make statistics work), and the remarks about the differences between different schools of statistics are mostly short asides. It's not a great recommendation for non-statisticians who want more insight into the different schools of statistics.
Also, both frequentist and Bayesian methods rely on likelihoods as an intermediary, so I guess you could say it's a "compromise" but only in a very uninteresting way.
The likelihood L(theta|data) is simply shorthand for P(data|theta), and to get a posterior probability you then simply apply Bayes' theorem to get P(theta|data) ~ P(data|theta) * P(theta), and this last part is your prior.
You can't "skip bayes and go straight to likelihood", because as you said it's only halfway there. Fisher tried to go farther with his fiducial approach, by the way.
Post argue that Likelihood is basically Bayes, it's actually Fisher school's of thought which is a half way point or a can be seen as a compromise between Frequentist and Bayesian approach.
A good book that talk about this which I've been meaning to read is... In All Likelihood: Statistical Modelling and Inference Using Likelihood by Yudi Pawitan.
I've read the first chapter and it's a very interesting read. I might skip bayes and go straight to likelihood coming from the school of frequency.