There seems to be an extreme dichotomy between presenting yourself as either a Bayesian or a Frequentist. These can be viewed as the two prevailing philosopical schools of thought found in statistics used by physisicts. The division begins right at the beginning when one tries to define the concept of a probability. As you may have guessed, this can cause extreme confusion and anger between the various communities as both concepts are used wherever and whenever, without care for the consequences. We will briefly present here the two concepts and there (percieved or not) benefits. This notebook will also serve to define our notation for the rest of the guide