My Journey From Frequentist to Bayesian Statistics

www.fharrell.com

I came to not believe in the possibility of infinitely many repetitions of identical experiments, as required to be envisioned in the frequentist paradigm.  When I looked more thoroughly into the multiplicity problem, and sequential testing, and I looked at Bayesian solutions, I became more of a believer in the approach.

What's so interesting here is that this is written as if the author had lost his faith in a religion. Is the frequentist model just an outdated dogma that we will all someday be a little embarrassed about having believed? One more quote:

Unlearning things is much more difficult than learning things.

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