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This article is geared towards theorists interested in estimating parametersof their theoretical models, and computing their own limits using availableexperimental data and elementary Mathematica code. The examples given can beuseful also to experimentalists who wish to learn how to use Bayesian methods.A thorough introduction precedes the practical part, to make clear theadvantages and shortcomings of the method, and to prevent its abuse. The goalof this article is to help bridge the gap between theory and experiment.

How to Use Experimental Data to Compute the Probability of Your Theory