These two words, which originally had quite distinct meanings, have become so blended together that most people no longer distinguish between them. If you want to avoid irritating the rest of us, use “imply” when something is being suggested without being explicitly stated and “infer” when someone is trying to arrive at a conclusion based on evidence. “Imply” is more assertive, active: I imply that you need to revise your paper; and, based on my hints, you infer that I didn’t think highly of your first draft.
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