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cousin_it comments on Are calibration and rational decisions mutually exclusive? (Part one) - Less Wrong
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Please provide an example where frequentists get exact answers and Bayesians get only approximations, all from the same data. This looks highly improbable to me. Or did you mean something else?
No, this is more-or-less what I meant. I equivocate on "exact," because I regard the Bayesian answer as exactly what one actually wants, and perfect frequentist validity as a secondary consideration. To provide the example you requested, I'll have to go searching for one of the papers that set off this line of thought -- the bloody thing's not online, so it might take a while.