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Rules of probability

We begin by stating some basic rules and general properties that form the `grammar' of the probabilistic language, which is used in Bayesian analysis. In this section, we review the rules of probability, starting with the rules for simple propositions. We will not provide rigorous derivations and will not address the foundational or philosophical aspects of probability theory. Moreover, following an `eclectic' approach which is common among Bayesian practitioners, we talk indifferently about probability of events, probability of hypotheses or probability of propositions. Indeed, the last expression will be often favoured, understanding that it does include the others.


Giulio D'Agostini 2003-05-13