SOME THOUGHTS ABOUT THE FREQUENTIST AND THE BAYESIAN APPROACH TO UNCERTAINTY

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

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IMEKO-TC4-2011-080.pdf

DOI

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IMEKO TC

TC4 - Measurement of Electrical Quantities

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