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- So far, we have been concerned with rather straight-forward
(academic) problems involving random variables with known probability
distributions.
- Now we turn to a fundamental scientific problem:
- Given some observations
(= values of a random
variable) of some physical quantity,
- how do we extract theoretical parameters describing systems we
have observed, and how do we estimate the error in our determination.
- This will require rather more careful thought as to the relation
of probability theory and the real world.
- We will first describe the principle of Maximum
Likelihood---everything else can be derived from this.
Geoffrey Fox, Northeast Parallel Architectures Center at Syracuse University, gcf@npac.syr.edu