## Comparative statistical inferenceIntroduction: statistical inference and decision making; An illustration of the different approaches; Probability; Utility, and decision making; Classical inference; Bayesian inference; Decision theory; Some other approaches; Perspective. |

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action alternative arise assessment attitude basic basis Bayes Bayesian approach Bayesian inference behaviour Chapter choice classical approach classical statistics components conﬁdence interval conﬁdence regions conjugate prior consequences consider construction criticism decision rule decision theory deﬁned deﬁnition degree-of-belief discussion example exist expression ﬁducial ﬁnal ﬁnd ﬁrst ﬁxed formal frequency frequency interpretation hypothesis testing idea implies inference and decision-making inferential interpretation justiﬁcation likelihood function Lindley logical loss mathematical mean measure methods Neyman observations optimum parameter particular point estimation possible posterior distribution practical situation preferences principle prior distribution prior ignorance prior information prior probabilities probability concept probability density probability distribution probability model probability theory problem procedure properties quantiﬁcation random variable reﬂect rejecting H relevant risk risk function sample data signiﬁcance level speciﬁc statistical inference subjective probability suﬂicient test of signiﬁcance THECO TWEECO UMP test unbiased estimators utility function utility theory variance view of probability