BAT - The Bayesian Analysis Toolkit

Physics – Data Analysis – Statistics and Probability

Scientific paper

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31 pages, 10 figures

Scientific paper

We describe the development of a new toolkit for data analysis. The analysis package is based on Bayes' Theorem, and is realized with the use of Markov Chain Monte Carlo. This gives access to the full posterior probability distribution. Parameter estimation, limit setting and uncertainty propagation are implemented in a straightforward manner. A goodness-of-fit criterion is presented which is intuitive and of great practical use.

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