# Difference between revisions of "Bayesian probability"

From Lesswrongwiki

(→External links: What is Bayesian statistics?) |
|||

(28 intermediate revisions by 10 users not shown) | |||

Line 1: | Line 1: | ||

{{wikilink|Bayesian probability}} | {{wikilink|Bayesian probability}} | ||

− | + | {{arbitallink|https://arbital.com/p/bayes_rule_probability/|Bayes' rule: Probability form}} | |

+ | '''Bayesian probability''' represents a level of certainty relating to a potential outcome or idea. This is in contrast to a [[Wikipedia:Frequentist_inference|frequentist]] probability that represents the frequency with which a particular outcome will occur over any number of trials. | ||

− | An event with | + | An [[Wikipedia:Event (probability theory)|event]] with Bayesian probability of .6 (or 60%) should be interpreted as stating "With confidence 60%, this event contains the true outcome", whereas a frequentist interpretation would view it as stating "Over 100 trials, we should observe event X approximately 60 times." |

− | The difference is more apparent when discussing ideas. A frequentist will not assign probability to an idea | + | The difference is more apparent when discussing ideas. A frequentist will not assign probability to an idea; either it is true or false and it cannot be true 6 times out of 10. |

+ | ==Blog posts== | ||

− | + | *[http://lesswrong.com/lw/1to/what_is_bayesianism/ What is Bayesianism?] | |

− | + | *[http://lesswrong.com/lw/s6/probability_is_subjectively_objective/ Probability is Subjectively Objective] | |

+ | *[http://lesswrong.com/lw/oj/probability_is_in_the_mind/ Probability is in the Mind] | ||

+ | *[http://lesswrong.com/lw/sg/when_not_to_use_probabilities/ When (Not) To Use Probabilities] | ||

+ | *[http://lesswrong.com/lw/g13/against_nhst/ Against NHST] | ||

+ | *{{lesswrongtag|Probability}} | ||

− | == | + | ==See also== |

− | |||

− | |||

− | + | *[[Priors]] | |

− | + | *[[Bayesian]] | |

+ | *[[Bayes' theorem]] | ||

+ | *[[Mind projection fallacy]] | ||

− | ==== | + | ==External links== |

− | + | *[http://www.astro.cornell.edu/staff/loredo/bayes/index.html BIPS]: Bayesian Inference for the Physical Sciences | |

− | + | *[[Wikipedia:Maximum entropy thermodynamics|Maximum entropy thermodynamics]] | |

+ | *[http://www.bandolier.org.uk/painres/download/whatis/What_is_Bay_stats.pdf What is Bayesian statistics?] | ||

− | + | {{stub}} | |

− | + | [[Category:Concepts]] | |

− | + | [[Category:Bayesian]] | |

− | |||

− | |||

− | |||

− | |||

− | [[Category: |

## Latest revision as of 12:47, 4 July 2017

**Bayesian probability** represents a level of certainty relating to a potential outcome or idea. This is in contrast to a frequentist probability that represents the frequency with which a particular outcome will occur over any number of trials.

An event with Bayesian probability of .6 (or 60%) should be interpreted as stating "With confidence 60%, this event contains the true outcome", whereas a frequentist interpretation would view it as stating "Over 100 trials, we should observe event X approximately 60 times."

The difference is more apparent when discussing ideas. A frequentist will not assign probability to an idea; either it is true or false and it cannot be true 6 times out of 10.

## Blog posts

- What is Bayesianism?
- Probability is Subjectively Objective
- Probability is in the Mind
- When (Not) To Use Probabilities
- Against NHST
- All Less Wrong posts tagged "Probability"

## See also

## External links

- BIPS: Bayesian Inference for the Physical Sciences
- Maximum entropy thermodynamics
- What is Bayesian statistics?