In the early morning hours of June 1, 2009, during a flight from Rio de
Janeiro to Paris, Air France Flight AF 447 disappeared during stormy weather
over a remote part of the Atlantic carrying 228 passengers and crew to their
deaths. After two years of unsuccessful search, the authors were asked by the
French Bureau d'Enqu\^{e}tes et d'Analyses pour la s\'{e}curit\'{e} de
l'aviation to develop a probability distribution for the location of the
wreckage that accounted for all information about the crash location as well as
for previous search efforts. We used a Bayesian procedure developed for search
planning to produce the posterior target location distribution. This
distribution was used to guide the search in the third year, and the wreckage
was found with one week of undersea search. In this paper we discuss why
Bayesian analysis is ideally suited to solving this problem, review previous
non-Bayesian efforts, and describe the methodology used to produce the
posterior probability distribution for the location of the wreck.Comment: Published in at http://dx.doi.org/10.1214/13-STS420 the Statistical
Science (http://www.imstat.org/sts/) by the Institute of Mathematical
Statistics (http://www.imstat.org