一个贝叶斯问题

今天某人讲概率课,有个学生拿着一本“思考,快与慢”的书来问问题,里面提到一个例子

“例如,如果你相信有3%的研究生是被计算机科学专业录取的(基础比率),你还相信汤姆是该领域研究生的可能性是其他领域的4倍,贝叶斯定理就会认为,你必须相信汤姆是计算机科学家的概率是11%。此外,如果基础比率是80%,那你眼中的新概率就应该是94.1%,以此类推。”

某人不解,我拿到也非常不解,后来看到这本书是翻译的,我想很可能这个译者翻译错了,于是google到原文,豁然开朗。

“if you believe that 3% of graduate students are enrolled in computer science (the base rate), and you also believe that the description of Tom W is 4 times more likely for a graduate student in that field than in other fields, then Bayes’s rule says you must believe that the probability that Tom W is a computer scientist is now 11%. If the base rate had been 80%, the new degree of belief would be 94.1%.”

这个description译者估计理解错了,在这里,description实际上是说,tom非常有计算机方面的天赋,如果他学了computer science,那么他成为scientist的可能性是他学其他领域并成为scientist的可能性的4倍。个人觉得这个description有点天赋可能性描述的意思。这样理解,你就可以用贝叶斯来解释这个11%和94.1%了。

比如80%的研究生都去学了计算机,学生去学计算机是学其他专业的4倍。而tom又在计算机方面有天赋,学了计算机后成为专家的可能性是学其他专业成为专家的可能性的4倍。也就是说,tom既去学计算机又成为专家,是其他情况可能性的16倍。那么这种情况的可能性就是16/17=94.1%。


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Bayesian model selection is a fundamental part of the Bayesian statistical modeling process. In principle, the Bayesian analysis is straightforward. Specifying the data sampling and prior distributions, a joint probability distribution is used to express the relationships between all the unknowns and the data information. Bayesian inference is implemented based on the posterior distribution, the conditional probability distribution of the unknowns given the data information. The results from the Bayesian posterior inference are then used for the decision making, forecasting, stochastic structure explorations and many other problems. However, the quality of these solutions usually depends on the quality of the constructed Bayesian models. This crucial issue has been realized by researchers and practitioners. Therefore, the Bayesian model selection problems have been extensively investigated. The Bayesian inference on a statistical model was previously complex. It is now possible to implement the various types of the Bayesian inference thanks to advances in computing technology and the use of new sampling methods, including Markov chain Monte Carlo (MCMC). Such developments together with the availability of statistical software have facilitated a rapid growth in the utilization of Bayesian statistical modeling through the computer simulations. Nonetheless, model selection is central to all Bayesian statistical modeling. There is a growing need for evaluating the Bayesian models constructed by the simulation methods.
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