Bayesian Reference Analysis

May 16, 2006

As a carefully thought-out attempt to develop the objective side of Bayesian inference, reference analysis provides procedures for point and interval estimation, hypothesis testing, and the construction of objective posterior distributions. For physicists, the interest of these procedures lies in their very general applicability, their invariance under reparametrization, their coherence, and their good performance under repeated sampling.

This paper was published in “Proceedings of PHYSTAT05: Statistical Problems in Particle Physics, Astrophysics and Cosmology, Oxford, UK, 12-15 September 2005,” edited by Louis Lyons and Müge Karagöz Ünel, World Scientific, Singapore (2006), pp. 11-14.

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