Difference between revisions of "Bayesian probability"
From Lesswrongwiki
m |
(→External links: What is Bayesian statistics?) |
||
(24 intermediate revisions by 10 users not shown) | |||
Line 1: | Line 1: | ||
{{wikilink|Bayesian probability}} | {{wikilink|Bayesian probability}} | ||
− | '''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. | + | {{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 | + | 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?