1205.4446 (David W. Hogg)

Data analysis recipes: Probability calculus for inference    [PDF]

David W. Hogg

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.

View original: http://arxiv.org/abs/1205.4446