Frequency probability



The problems and paradoxes of the classical interpretation of probability motivated the development of the relative frequency concept of probability.

Most of the mathematics commonly used to make statistical estimates or tests are developed by statisticians who use this concept exclusively. They are usually called frequentists, and their position is called frequentism. A statistician who uses traditional methods of inference is therefore referred to as a frequentist statistician. Frequentism is, by far, the most commonly held view among working statisticians, probability theorists and physicists.

Frequentists talk about probabilities only when dealing with well-defined random experiments. The outcomes of a random experiment are called its possible events, and the set of all possible events is called the sample space of the experiment. The relative frequency of occurrence of an event in the sample space, when repeating the experiment, is a measure of the probability of that random event.

This school is often associated with the names of Jerzy Neyman and Egon Pearson who described the logic of statistical hypothesis testing. Other influential figures of the frequentist school include John Venn, R.A. Fisher, and Richard von Mises.