You know, I didn't understand that comic when it was posted (despite feeling like I have an understanding of Bayesian vs. frequentist statistics) and I still don't. So, I looked it up and apparently I'm not the only one.
It seems to me, and the commenters on stats.stackexchange [1] that this comic both misinterprets frequentist statistics and misrepresents Bayesian statistics. I realize that XKCD is a nerdy comic meant to be entertaining - I just wanted to leave this discussion here in case anyone else is confused; I think this is an important distinction and one most people interested in statistics should spend some time thinking about.
http://xkcd.com/1132/