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Frequentist vs. Bayesian [Microsoft Statistics Interview Question]


The interviewer, upon seeing that your undergrad degree was in Statistics and that you have STAN listed on your resume, asks you a series of open-ended questions about the Frequentist vs. Bayesian debate to test how deep your knowledge goes:

  • Can you briefly summarize the frequentist school of thought, vs. the bayesian school of thought?
  • Which one are you? Or in what scenarios is each school of thought advantageous?