Bayesian expected values don’t have such problems.
That’s an unfair comparison, since you assume a good prior. Screw up the prior and Bayes can be made to look as silly as you like.
Doing frequentist estimation on the basis of one data point is stupid, of course.
That’s an unfair comparison, since you assume a good prior. Screw up the prior and Bayes can be made to look as silly as you like.
Doing frequentist estimation on the basis of one data point is stupid, of course.