Abstract
Probability is a fundamental concept in physics because the outcome of experiments is determined by random processes. Different approaches to probability are introduced: classical probability, frequentist and Bayesian approaches, that are more extensively discussed in dedicated chapters. The problem to generalize classical probability to the continuum is discussed, and the axiomatic approach to probability due to Kolmogorov is introduced. The general problem of inference is introduced, with the two main interpretations under the frequentist and the Bayesian approaches. Parameters of interest and nuisance parameters, required to treat systematic uncertainties, are defined.
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References
P. Laplace, Essai Philosophique Sur les Probabilités, 3rd edn. (Courcier Imprimeur, Paris, 1816)
J. Bertrand, Calcul des probabilités (Gauthier-Villars, 1889), pp. 5–6
A. Kolmogorov, Foundations of the Theory of Probability (Chelsea Publishing, New York, 1956)
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Lista, L. (2023). Introduction to Probability and Inference. In: Statistical Methods for Data Analysis. Lecture Notes in Physics, vol 1010. Springer, Cham. https://doi.org/10.1007/978-3-031-19934-9_1
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DOI: https://doi.org/10.1007/978-3-031-19934-9_1
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