John D. Cook on bayesian statistics:
Frequentist inferences are awkward to explain. For example, confidence intervals and p-values are tedious to define rigorously. Most consumers of confidence intervals and p-values do not know what they mean and implicitly assume Bayesian interpretations. The difference is not simply pedantic. Particularly with regard to p-values, the common understanding can be grossly inaccurate. By contrast, Bayesian counterparts are simple to define and interpret. Bayesian credible intervals are exactly what most people think confidence intervals are.
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