The paper presents ideas and observations about the use of the frequentist and the Bayesian approach to estimation and uncertainty. The merits and the pitfalls of the Bayesian approach, compared with the frequentist one, are illustrated using a simple example, which gives rise to an instructive paradox. The impact of the paradox on the GUM approach to uncertainty prescribed in Supplement 1 is highlighted and discussed.
A Bayesian Paradox and its Impact on the Gum Approach to Uncertainty / Attivissimo, Filippo; Giaquinto, Nicola; Savino, Mario. - In: MEASUREMENT. - ISSN 0263-2241. - 45:9(2012), pp. 2194-2202. [10.1016/j.measurement.2012.01.022]
A Bayesian Paradox and its Impact on the Gum Approach to Uncertainty
ATTIVISSIMO, Filippo;GIAQUINTO, Nicola;SAVINO, Mario
2012-01-01
Abstract
The paper presents ideas and observations about the use of the frequentist and the Bayesian approach to estimation and uncertainty. The merits and the pitfalls of the Bayesian approach, compared with the frequentist one, are illustrated using a simple example, which gives rise to an instructive paradox. The impact of the paradox on the GUM approach to uncertainty prescribed in Supplement 1 is highlighted and discussed.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
