About the Frequentist and the Bayesian Approach to Uncertainty |
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| Nicola Giaquinto, Laura Fabbiano, Amerigo Trotta, Gaetano Vacca |
- Abstract:
- There are two well-known and different approaches to statistical inference and hypothesis testing, i.e. the frequentist (or orthodox) and the Bayesian one. Consequently, there are also (if one stays in the framework of probability theory) two rival approaches to uncertainty. The present work is partly a tutorial, aimed at explaining the basic aspects of the two approaches, and their relationship with the GUM; and partly a demonstration that the implementation of the Bayesian approach in the GUM Supplement 1 is too rigid. In particular, objective Bayesianism is incompatible with the propagation of distributions prescribed in Supplement 1.
- Keywords:
- measurement uncertainty, Bayesian approach, uncertainty propagation, estimation theory
- Download:
- IMEKO-TC4-2014-332.pdf
- DOI:
- -
- Event details
- IMEKO TC:
- TC4
- Event name:
- TC4 Symposium 2014
- Title:
20th IMEKO TC4 Symposium on Measurements of Electrical Quantities (together with 18th TC4 International Workshop on ADC and DCA Modeling and Testing, IWADC)
"Research on Electrical and Electronic Measurement for the Economic Upturn"- Place:
- Benevento, ITALY
- Time:
- 15 September 2014 - 17 September 2014