Data analysis recipes: Probability calculus for inference
Data Analysis, Statistics and Probability
2012-05-22 v1 Instrumentation and Methods for Astrophysics
Abstract
In this pedagogical text aimed at those wanting to start thinking about or brush up on probabilistic inference, I review the rules by which probability distribution functions can (and cannot) be combined. I connect these rules to the operations performed in probabilistic data analysis. Dimensional analysis is emphasized as a valuable tool for helping to construct non-wrong probabilistic statements. The applications of probability calculus in constructing likelihoods, marginalized likelihoods, posterior probabilities, and posterior predictions are all discussed.
Cite
@article{arxiv.1205.4446,
title = {Data analysis recipes: Probability calculus for inference},
author = {David W. Hogg},
journal= {arXiv preprint arXiv:1205.4446},
year = {2012}
}
Comments
a chapter from a non-existent book