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Bayesian Methods
Most astronomers are implicit Bayesians.
An extension of the work of Loredo (1992) gives the joint probability
distribution of model parameters for Poisson-distributed data in
the presence of background.
I have an implementation in XSPEC that successfully finds the
``best-fit'' and allows prior distributions on parameters.
To get the distribution for one parameter we must integrate over
the others. This is a difficult problem involving multi-dimensional
integrals and I don't have a working solution at present (anyone
want to help ?).
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