ENGLISH

Bayesian Inference: Parameter Estimation and Decisions

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2003
ISBN
978-3-642-05577-5, 978-3-662-06006-3
DOI
10.1007/978-3-662-06006-3
Language
english
Format
PDF
Filesize
9 MB (9802813 bytes)
Series
Advanced Texts in Physics
Edition
1
Pages
263\274
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00

Description

The book provides a generalization of Gaussian error intervals to situations where the data follow non-Gaussian distributions. This usually occurs in frontier science, where the observed parameter is just above background or the histogram of multiparametric data contains empty bins. Then the validity of a theory cannot be decided by the chi-squared-criterion, but this long-standing problem is solved here. The book is based on Bayes' theorem, symmetry and differential geometry. In addition to solutions of practical problems, the text provides an epistemic insight: The logic of quantum mechanics is obtained as the logic of unbiased inference from counting data. However, no knowledge of quantum mechanics is required. The text, examples and exercises are written at an introductory level.

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