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Inferring the Mean or the Standard Deviation

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Abstract

We assume that a set of events \(x_1, \dots ,x_N\) is given. Neither the mean \(\xi \) nor the standard deviation \(\sigma \) of the data is known. They are to be inferred. It is assumed that the Gaussian model

$$\begin{aligned} q(x|\xi ,\sigma )= (2\pi \sigma ^2)^{-1/2}\exp \left( -{(x-\xi )^2\over 2\sigma ^2} \right) \end{aligned}$$

of Eq. (4.1) applies for the distribution of every \(x_k\).

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Correspondence to Hanns Ludwig Harney .

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Harney, H.L. (2016). Inferring the Mean or the Standard Deviation. In: Bayesian Inference. Springer, Cham. https://doi.org/10.1007/978-3-319-41644-1_10

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