An Introduction to Bayesian Inference and its application to the linear regression problem

Bayesian statistics have been increasingly used in astronomy during the last decade. Thanks also to the availability of powerful processors and software packages with easy interfaces, probabilistic methods provide a versatile and rigorous alternative to frequentist statistics. In this talk I shall introduce the Bayes theorem and its application to the problem of linear regression, showing that the maximum likelihood and least square methods are obtained as special cases.