Frequentists have long been in a kind of exile when it comes to statistical philosophy. The line is—and how many times can one hear it?—that only personalistic Bayesianism had a shot at coming up with respectable philosophical foundations. This may now be changing. Perhaps frequentist foundations, never made fully explicit, but at most lying deep below the ocean floor, are finally being disinterred. Join me, if you will, for a little deep-water drilling, as I cast about on my isle of Elba.
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