统计模型——贝叶斯统计模型,负二项分布

贝叶斯学派不太关心正确的参数到底是多少,而是需要通过获取的数据加上先验知识得出后验概率进行统计推断。比如想推断学校的男女比例,随机抽样了10个人,其中2男8女,频率学派会得出男生占20%的结论,因为样本就是证据,有且仅有的证据。当然,如果样本量更大,那肯定更接近于真实值,但在现实生活中,有时候样本的获取成本非常高,或者因为各种原因无法获取。贝叶斯方法则会考虑先前经验,比如前几年的调查数据,或者专家知识(这是一所理工大学,男女比例1:9),这些都作为先验概率参与后验概率的计算。

https://zhuanlan.zhihu.com/p/136791364

负二项分布:
在这里插入图片描述

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.
评论
添加红包

请填写红包祝福语或标题

红包个数最小为10个

红包金额最低5元

当前余额3.43前往充值 >
需支付:10.00
成就一亿技术人!
领取后你会自动成为博主和红包主的粉丝 规则
hope_wisdom
发出的红包
实付
使用余额支付
点击重新获取
扫码支付
钱包余额 0

抵扣说明:

1.余额是钱包充值的虚拟货币,按照1:1的比例进行支付金额的抵扣。
2.余额无法直接购买下载,可以购买VIP、付费专栏及课程。

余额充值