Statistical Inference: The Big Picture

Abstract

Statistics has moved beyond the frequentist-Bayesian controversies of the past. Where does this leave our ability to interpret results? I suggest that a philosophy compatible with statistical practice, labelled here statistical pragmatism, serves as a foundation for inference. Statistical pragmatism is inclusive and emphasizes the assumptions that connect statistical models with observed data. I argue that introductory courses often mis-characterize the process of statistical inference and I propose an alternative "big picture" depiction.