Subjective probability is based on the intuitive idea that probability
quantifies the degree of belief that an event will occur. A probability theory
based on this idea represents the most general framework for handling
uncertainty. A brief introduction to subjective probability and Bayesian
inference is given, with comments on typical misconceptions which tend to
discredit it and comparisons to other approaches.Comment: 15 pages, LateX, 1 eps figure, corrected some typos. Invited paper
for the American Journal of Physics. This paper and related work are also
available at http://www-zeus.roma1.infn.it/~agostini