AI engineering glossary · Statistics inference
What is frequentist inference?
Frequentist inference: An approach that treats parameters as fixed unknowns and defines probability as long-run frequency over repeated sampling. Confidence intervals and p-values belong to this approach. Its results are judged by how the procedure behaves across many hypothetical repetitions.
Frequentist inference: an example
Saying 'this procedure covers the true value in 95 percent of repeated studies' is a frequentist statement.
Related terms
More Statistics inference terms
- Generalised linear model
- Guardrail metric
- Heteroscedasticity
- Homoscedasticity
- Instrumental variable
- Interaction term
- Jackknife
- Kolmogorov-Smirnov test
Where you learn it
Frequentist inference is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.