对上帝来说,一切都是确定的,因此概率作为一门学问存在,正好证明了人类的无知。好在人类还是足够聪明的,我们并没有因为事物是随机的而束手无措, 我们根据事物的可能性来决定我们的行为。比如,某个人抢银行之前,一定反反复复考虑过各种可能性。如果人们要等到一切都确定后再做,那么你可能什么都做不 了,因为几乎一切都是随机的。
一个事情有N种发生的可能性,我们不能确信哪种会发生,是因为我们不能控制结果的发生,影响结果的许多因素不在我们的支配范围之内,这些因素影响结果的机 理或者我们不知道,或者太复杂以至于超出了我们大脑或电脑的运算能力。比如:我们不确定掷硬币得到正面或反面,是因为我们的能力不足以用一些物理方程来求 解这个结果。再比如:你不能断定你期末能考88分,因为出题、阅卷的不是你。
过去发生的事情虽然事实上是确定的,但因为我们的无知,它成了随机的。我们在某个地方挖出了一块瓷器的碎片,它可能是孔子的夜壶,可能是秦始皇的餐具,也可能是林校长家的破茶壶从他家到垃圾站又被埋在了这个地方。
因此:概率在实质上就是无知,而不是说事物本身是随机的。
你拿着一把锄头在操场上乱挖,忽然发现一个暗室。里面是什么情景呢?应该说一切皆有可能。你根据你的大脑已储存的东西能做出一些可能性判断,有些可 能性高,如“里面是黑的”。有些可能性低:如发现“本拉登在这里打麻将”。有无限的可能性,也可能藏着一个杀人犯,也可能有毒蛇,……。你对每种场景的可 能性认识就是概率分布P(Ai)。这样的概率就是先验概率。
你是否能听到狗叫也是随机的,你对此的概率判断P(y), (y表示会听到狗叫)也是先验判断。
如果接下来你确实听见了狗叫,你对洞中情形虽然也不确定,但肯定会有新的判断:“本拉登边吃狗肉边打麻将”、“几个狗在打麻将”、“一只狗想念另一 只狗,在这里放录音”……。这些场景先前当然你也想到过(是某个Ai之一),不过现在“听到狗叫”后,你的概率判断发生了变化,你现在的判断就叫后验概率 P(Ai|y)。
====================================================
事情还没有发生,要求这件事情发生的可能性的大小,是先验概率.
事情已经发生,要求这件事情发生的原因是由某个因素引起的可能性的大小,是后验概率.
还有一篇博文,阐述的也很全面。
================================================
The hierarchical Bayes method is a topic in modern Bayesian analysis.[says who?] It is a powerful tool for expressing rich statistical models that more fully reflect a given problem than a simpler model could.
Given data and parameters
, a simple Bayesian analysis starts with a prior probability (prior)
and likelihood
to compute a posterior probability
.
Often the prior on depends in turn on other parameters
that are not mentioned in the likelihood. So, the prior
must be replaced by a prior
, and a prior
on the newly introduced parameters
is required, resulting in a posterior probability
This is the simplest example of a hierarchical Bayes model.[clarification needed]
The process may be repeated; for example, the parameters may depend in turn on additional parameters
, which will require their own prior. Eventually the process must terminate, with priors that do not depend on any other unmentioned parameters.
--------------------------------
Which bowl is the cookie from?
To illustrate, suppose there are two full bowls of cookies. Bowl #1 has 10 chocolate chip and 30 plain cookies, while bowl #2 has 20 of each. Our friend Fred picks a bowl at random, and then picks a cookie at random. We may assume there is no reason to believe Fred treats one bowl differently from another, likewise for the cookies. The cookie turns out to be a plain one. How probable is it that Fred picked it out of bowl #1?
Intuitively, it seems clear that the answer should be more than a half, since there are more plain cookies in bowl #1. The precise answer is given by Bayes' theorem. Let H1 correspond to bowl #1, and H2 to bowl #2. It is given that the bowls are identical from Fred's point of view, thus P(H1) = P(H2), and the two must add up to 1, so both are equal to 0.5. The event E is the observation of a plain cookie. From the contents of the bowls, we know that P(E | H1) = 30 / 40 = 0.75 and P(E | H2) = 20 / 40 = 0.5. Bayes' formula then yields
Before we observed the cookie, the probability we assigned for Fred having chosen bowl #1 was the prior probability, P(H1), which was 0.5. After observing the cookie, we must revise the probability to P(H1 | E), which is 0.6.
=======================
经典题目:
所以主持人提示之后,你不换的话正确概率是1/3*100%+2/3*0=1/3,你换的话正确概率是1/3*0+2/3*100%=2/3。
若A有车(先验概率P=1/3),那主持人100%打开C门(他显然不会打开B);
若B有车(先验概率P=1/3),那此时主持人有A和C两个选择,假设他以K的概率打开C(一般K=1/2,但我们暂把它设成变量);
若C有车(先验概率P=1/3),那主持人打开C的概率为0(只要他不傻。。。)
该值何时等于1/3 呢(也就是经典解法里的假设)? 只有 K=1/2 时。也就是一般情况下。但如果主持人有偏好,比方说他就是喜欢打开右边的门(假设C在右边),设K=3/4, 那么B有车的概率就变成了 3/5,不再是1/3,后验事实改变了先验概率的估计!