SOME THOUGHTS ABOUT THE FREQUENTIST AND THE BAYESIAN APPROACH TO UNCERTAINTY |
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| Filippo Attivissimo, Nicola Giaquinto, Mario Savino |
- Abstract:
- The paper presents ideas 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 (of electrical measurement), which gives rise to an instructive paradox. The implicit presence of the same paradox in the GUM is highlighted and discussed. The final suggestion is to keep in the GUM the approaches, the frequentist and the Bayesian one.
- Keywords:
- uncertainty, estimation theory, noise cancellation, Bayesian estimation, Stein paradox
- Download:
- IMEKO-TC4-2011-080.pdf
- DOI:
- -
- Event details
- IMEKO TC:
- TC4
- Event name:
- TC4 Symposium 2011
- Title:
XVIIIth IMEKO TC4 International Symposium on Measurement of Electrical Quantities (part of Metrologia2011, together with IX International Congress on Electrical Metrology - IX SEMETRO)
- Place:
- Natal, BRAZIL
- Time:
- 27 September 2011 - 30 September 2011