Bayesian Inference Parameter Estimation and Decisions
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 multiparametr
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Advanced Texts in Physics This program of advanced texts covers a broad spectrum of topics which are of current and emerging interest in physics. Each book provides a comprehensive and yet accessible introduction to a field at the forefront of modern research. As such, these texts are intended for senior undergraduate and graduate students at the MS and PhD level; however, research scientists seeking an introduction to particular areas of physics will also benefit from the titles in this collection.
Springer-Verlag Berlin Heidelberg GmbH
Physics and Astronomy
ONLINE LIBRARY
http://www.springer.de/phys/
Hanns L. Harney
Bayesian Inference Parameter Estimation and Decisions
With 52 Figures, Numerous Examples, and 79 Problems with Solutions
'
Springer
Prof. Hanns L. Harney Max-Planck-Institut fuer Kernphysik Saupfercheckweg 1 69117 Heidelberg, Germany E-mail: [email protected]
Library of Congress Cataloging-in-Publication Data
Harney, Hanns L. (Hanns Ludwig), 1939Bayesian inference : parameter estimation and decisions I Hanns L. Harney. p. em. -- (Advanced texts inphysics, ISSN 1439-2674) Includes bibliographical references and index. ISBN 978-3-642-05577-5 ISBN 978-3-662-06006-3 (eBook) DOI 10.1007/978-3-662-06006-3 1.
Bayesian statistical decision theory. 2. Mathematical physics. I. Title. II. Series.
QC20.7.B38H37 2003 530.15'9542--dc21
2003045449
ISSN 1439-2674 ISBN 978-3-642-05577-5 This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer-Verlag Berlin Heidelberg GmbH.
Violations are liable for prosecution under the German Copyright Law. http://www.springer.de ©Springer-Verlag Berlin Heidelberg 2003
Originally published by Springer-Verlag Berlin Heidelberg New York in 2003 Softcover reprint of the hardcover 1st edition 2003 The use of general descriptive names, registered names, uaoemarKS, eic. m m1s puoncanon ooes not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Typesetting by PTP-Berlin Protago-TeX-Production GmbH, Berlin Cover design: design & production GmbH, Heidelberg Printed on acid-free paper
SPIN 10874841
56/3141/Yu
543
2
1o
Wir lassen von Geheimnis uns erheben Der magischen Formelschrift, in deren Bann Das Uferlose, Stiirmende, das Leben, Zu klaren Gleichnissen gerann. We draw upon the iconography, Whose mystery is able to contain, The boundlessness, the storm of all existence, Give chaos form, and hold our lives in rein. Hermann Hesse, Das Glasperlenspiel / The Glass Bead Game
Preface
The present book,
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