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Mr Jackson passed away a couple of weeks ago. As he was Christian his family buried him by Christian religion.

Is it correct to use by in this sentence?

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    No, according to or according to local practices of would be the idiomatic choice.
    – KarlG
    Commented Mar 6, 2018 at 13:33
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    'Buried him in a Christian manner' would be more idiomatic. Or, 'according to Christian teaching/custom/doctrine'. 'By' does not equate to 'because of' or 'through'. 'By' is an ablative expression, not a dative one.
    – Nigel J
    Commented Mar 6, 2018 at 15:03

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His family gave him a Christian burial. That's the standard idiom.

You can check it here: Christian Burial

Typically, we say: give a person a [name of religion or the denomination of a religion] burial

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The OED attests to an old sense of religion as the performance of religious rites or observances, for example in Milton,

Oft to the Image of a Brute, adornd / With gay Religions full of Pomp and Gold

or Leoni's translation of Alberti,

The Ancients used to found the Walls of their Cities with the greatest religion, dedicating them to some God who was to be their guardian.

It marks this sense as rare, however, as the overwhelmingly most popular meaning of religion today is of a particular system of faith in the divine and its corresponding systems of cosmology, morality, ritual, and so forth, and related metaphorical usages, or such systems in general.

It would be far more idiomatic to say his family buried him according to Christian practice, or in the Christian manner, or that they gave him a Christian burial. If you must use by, I would suggest by the Christian tradition.

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