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Objective Bayesian Statistics

O. -A. Al-Hujaj·H. L. Harney
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Abstract

Bayesian inference --- although becoming popular in physics and chemistry --- is hampered up to now by the vagueness of its notion of prior probability. Some of its supporters argue that this vagueness is the unavoidable consequence of the subjectivity of judgements --- even scientific ones. We argue that priors can be defined uniquely if the statistical model at hand possesses a symmetry and if the ensuing confidence intervals are subjected to a frequentist criterion. Moreover, it is shown via an example taken from recent experimental nuclear physics, that this procedure can be extended to models with broken symmetry.

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O. -A. Al-Hujaj, H. L. Harney. 1997-06-18. Objective Bayesian Statistics. https://arxiv.org/abs/physics/9706025

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