Get Bayesian Reasoning in Data Analysis: A Critical Introduction PDF

By Giulio D'Agostini

ISBN-10: 9812383565

ISBN-13: 9789812383563

This ebook offers a multi-level advent to Bayesian reasoning (as against ''conventional statistics'') and its functions to information research. the fundamental principles of this ''new'' method of the quantification of uncertainty are provided utilizing examples from examine and lifestyle. functions coated comprise: parametric inference; mixture of effects; therapy of uncertainty as a result of systematic error and heritage; comparability of hypotheses; unfolding of experimental distributions; upper/lower bounds in frontier-type measurements. Approximate equipment for regimen use are derived and are proven usually to coincide — below well-defined assumptions! — with ''standard'' tools, that can hence be visible as designated situations of the extra common Bayesian equipment. In facing uncertainty in measurements, sleek metrological rules are applied, together with the ISO type of uncertainty into kind A and sort B. those are proven to slot good into the Bayesian framework.

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Extra resources for Bayesian Reasoning in Data Analysis: A Critical Introduction

Example text

One would be tempted to say 'acquire', instead of 'modify', the state of knowledge, thus indicating that the knowledge could be created from noth­ ing with the act of the measurement. Instead, it is not difficult to realize that, in all cases, it is just an updating process, in the light of new facts and of some reason. 7 °C. Although we may be uncertain on the tenths of a degree, there is no doubt that the measurement will have squeezed the interval of temperatures considered to be possible before the measurement: those compatible with the physiological feeling of 'comfortable environment'.

Once we have clarified this point, all the applications in measurement uncertainty will follow and there will be no need to inject ad hoc methods or use magic formulae, supported by authority but not by logic. 2 C o n c e p t s of p r o b a b i l i t y We have arrived at the point where it is necessary to define better what probability is. This is done in Chapter 3. As a general comment on the different approaches to probability, I would like, following Ref. [27], to cite de Finetti[16]: "The only relevant thing is uncertainty - the extent of our knowledge and ignorance.

Probabilistic state­ ments concerning fi are not foreseen by the theory ("/j, is a constant of unknown value"9), although this is what we are, intuitively, looking for: Having observed the effect x we are interested in stating something about the possible true value responsible for it. In fact, when we do an experi­ ment, we want to increase our knowledge about /i and, consciously or not, we want to know which values are more or less believable. A statement concerning the probability that an observed value falls within a certain in­ terval around fi is meaningless if it cannot be turned into an expression which states the quality of the knowledge about // itself.

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Bayesian Reasoning in Data Analysis: A Critical Introduction by Giulio D'Agostini


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