Introduction to Bayesian Statistics

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Table of Contents

Introduction to Bayesian Statistics

Introduction

Notation - 1: Observed Quantities

Classical Statistics: Relationships Among Observed Quantities

Notation - 2: [Unknown] Population Parameters

Notation - 3: [Unknown] Population Parameters

Classical Statistics: Relationships Among Population Parameters

Classical Statistics: Using Observed Quantities to Estimate Population Parameters

Binomial Distribution - 1

Binomial Distribution - 2

Poisson Distribution - 1

Poisson Distribution, m = rt = 0.1

Poisson Distribution, m = rt = 1

Poisson Distribution, m = rt = 3

Poisson Distribution, m = rt =10

Current Decision Level (a.k.a. Critical Level)

Standard Normal Distribution, m =0, s = 1

Cumulative Standard Normal Distribution

Current Decision Level (2)

Current Decision Level: General Case

The Difference of 2 Poissons

Difference of 2 Poissons with m = rt = 3

Difference of 2 Poissons with m = rt = 3

Difference of 2 Poissons with m = rt = 3

Test of Current DL: Definitions of Terms

Test of Current DL

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Current DL Fails Test

The Reverend Thomas Bayes 1702-1761

Conditional Probability

Bayesian Approach: An Identity

Bayesian Approach: Law of Total Probability 1

Bayesian Approach: Law of Total Probability 2

Bayesian Approach: The Prior Probability 1

Bayesian Approach: The Prior Probability 2

Philosophical Statement of Bayes’s Rule

Probability Density

Bayes’s Rule: Continuous Form

Use of the Posterior Probability Density

Bayesian Approach for Background Only

Bayesian Approach for Background Only

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Bayesian Approach

References for Bayesian N+1 Result Using a Flat Prior

Quasi-Bayesian Statistics: Relationships Among Observed Quantities

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Bayesian Approach for Background and Gross Counts: Joint Likelihood 1

Example of Joint Likelihood: mb = 3, mn = 3, so mg = 6

Bayesian Approach for Background and Gross Counts: Joint Likelihood 2

Bayesian Approach: Limitations

Other Decision Rules: Altshuler & Pasternak (1963, Eq. 15), Turner (1995)

Altshuler & Pasternak (1963) Turner (1995)

Other Decision Rules: Nicholson (1963), Sumerling & Darby (1981)

Nicholson (1963) Sumerling & Darby (1981)

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Conclusions (1)

Conclusions (2)

References

Author: Daniel J. Strom

Email: daniel.strom@pnl.gov