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Concept
Frequentist probability
Summary
Frequentist probability or frequentism is an interpretation of probability; it defines an event's probability as the limit of its relative frequency in many trials (the long-run probability). Probabilities can be found (in principle) by a repeatable objective process (and are thus ideally devoid of opinion). The continued use of frequentist methods in scientific inference, however, has been called into question.
The development of the frequentist account was motivated by the problems and paradoxes of the previously dominant viewpoint, the classical interpretation. In the classical interpretation, probability was defined in terms of the principle of indifference, based on the natural symmetry of a problem, so, e.g. the probabilities of dice games arise from the natural symmetric 6-sidedness of the cube. This classical interpretation stumbled at any statistical problem that has no natural symmetry for reasoning.
In the frequentist interpretation, probabilities are discussed only when dealing with well-defined random experiments. The set of all possible outcomes of a random experiment is called the sample space of the experiment. An event is defined as a particular subset of the sample space to be considered. For any given event, only one of two possibilities may hold: it occurs or it does not. The relative frequency of occurrence of an event, observed in a number of repetitions of the experiment, is a measure of the probability of that event. This is the core conception of probability in the frequentist interpretation.
A claim of the frequentist approach is that, as the number of trials increases, the change in the relative frequency will diminish. Hence, one can view a probability as the limiting value of the corresponding relative frequencies.
The frequentist interpretation is a philosophical approach to the definition and use of probabilities; it is one of several such approaches. It does not claim to capture all connotations of the concept 'probable' in colloquial speech of natural languages.
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