Frequentist and Bayesian Hypothesis Testing: An Intuitive Guide for Urologists and Clinicians

Abstract Given the limitations of frequentist method for null hypothesis significance testing, different authors recommend alternatives such as Bayesian inference. A poor understanding of both statistical frameworks is common among clinicians. The present is a gentle narrative review of the frequentist and Bayesian methods intended for physicians not familiar with mathematics. The frequentist p-value is the probability of finding a value equal to or higher than that observed in a study, assuming that the null hypothesis (H0) is true. The H0 is rejected or not based on a p threshold of 0.05, and this dichotomous approach does not express the probability that the alternative hypothesis (H1) is true. The Bayesian method calculates the probability of H1 and H0 considering prior odds and the Bayes factor (Bf). Prior odds are the researcher's belief about the probability of H1, and the Bf quantifies how consistent the data is concerning H1 and H0. The Bayesian prediction is not dichotomous but is expressed in continuous scales of the Bf and of the posterior odds. The JASP software enables the performance of both frequentist and Bayesian analyses in a friendly and intuitive way, and its application is displayed at the end of the paper. In conclusion, the frequentist method expresses how consistent the data is with H0 in terms of p-values, with no consideration of the probability of H1. The Bayesian model is a more comprehensive prediction because it quantifies in continuous scales the evidence for H1 versus H0 in terms of the Bf and the posterior odds.