ABSTRACT

Lots of books on Bayesian statistics introduce posterior inference by using a medical testing scenario. To repeat the structure of common examples, suppose there is a blood test that correctly detects vampirism 95% of the time. Most parameters have no exact empirical realization. The Bayesian formalism treats parameter distributions as relative plausibility, not as any physical random process. In any event, randomness is always a property of information, never of the real world. Working with samples transforms a problem in calculus into a problem in data summary, into a frequency format problem. An integral in a typical Bayesian context is just the total probability in some interval. That can be a challenging calculus problem. It is more common to see scientific journals reporting an interval of defined mass, usually known as a confidence interval. These posterior intervals report two parameter values that contain between them a specified amount of posterior probability, a probability mass.