If you are serious about how to use probabilities correctly...

 These pages are dedicated to any individual that deals in the interpretation of data using statistical methods, but especially to my Physicists colleagues.  What is here applies equally well to the M.D., and to the Weather Man, to the Chemist and to the Player in the Stock Market.
 
   The aim of these pages is to provide simple logical and general tools to solve some of the more vexing problems in the realm of Probabilities.  By design, I will deal with the practical usage of Bayes' methods.  I will provide as much bibliography as possible for those interested in learning more.
   But now some personal thoughts.
 
   The interpretation of the results of any analysis cannot be done in a vacuum, rather it strongly depends of the tools used to reach it.  The choice of tools should be justified by their suitability to the task, and their logical treatment of the data.  Any person dealing with data and trying to extract meaning from it normally is very careful of the 'validity' of the data he/she uses, and that is good.  Unfortunately, few people are so careful at the time to choose the 'tools' to interpret that same data.  No body flinches when an 'expert' announces that the most probable mass of such and such particle is minus something, like saying that the most probable state of a person is 'unborn' or such other nonsense.
   For my part, I always had problems when physical meaning is attached to concepts like infinity.  Conversing with experts, many times the made me feel like an obtuse simpleton until I came across the following statement from Gauss:

"I protest against the use of infinite magnitude as something accomplished, which is never permissible in mathematics. Infinity is merely a figure of speech, the true meaning being a limit."


   I have a similar problem when trying to follow the reasoning behind 'ortodox' probability theory with all the paradoxes that it appear to engender.  Interestingly enough, the prevailing idea that probability is a theory of chance denude of logic is a late comer.  The pillars of probability theory (Gauss, Laplace, etc.) look at it more as scientific inference that complies with the rules of logic rather than the result of flipping coins.  Perhaps people continue to use the orthodox frequentist approach because the great amount of ad hoc devices constructed during the years to deal with specific situations.  And this is done some times applying tools in a particular case when the tools were designed for some other field without asking the question of the validity of such usage.  No wonder that some obtained results are inconsistent or absurd.  It is easier to apply a 'formula' without much thought than to think carefully about the problem at hand.  So, people continue using cabalistic incantations to solve their problem even when they know that the tool the use is suspect and totally useless when applied to other category of problems or even to a more complex problem belonging to the same category.
   Fortunately, there is a way out: A Probability Theory based in sound, logical rules of inference.  And that happens to provide two powerful tools: The Bayes' Theorem and the Principle of Maximum Entropy.  These and the consistent application of logic and rules of inference is all that is needed to solve the most complex problem without fear of arriving to inconsistent or absurd results.
 Manuel I. Martin
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