Bayesian Inference (eBook, PDF)
Hanns L. Harney
eBook, PDF

Bayesian Inference (eBook, PDF)

Parameter Estimation and Decisions

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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...

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