We consider the issue of reporting the result of search experiment in the
most unbiased and efficient way, i.e. in a way which allows an easy
interpretation and combination of results and which do not depend on whether
the experimenters believe or not to having found the searched-for effect. Since
this work uses the language of Bayesian theory, to which most physicists are
not used, we find that it could be useful to practitioners to have in a single
paper a simple presentation of Bayesian inference, together with an example of
application of it in search of rare processes.Comment: 36 pages, 11 figures, Latex files using cernart.cls (included). This
paper and related work are also available at
http://www-zeus.roma1.infn.it/~agostini/prob+stat.htm