Now what we really want is the probability distribution of an
estimate
of
. We can formally get this by use of
Bayes law:
to be defined
for any value of
: not necessarily
true value
. Introduce:
Probability true length
is
measurements
and predjudice
T. Then Bayes law of conditional probability is

converts the likelihood
which is a function probability of
for
fixed
into
which is
the desired probability distribution of
for given
measurements
and predjudice T.