Difference between revisions of "Bayesian probability"

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m (Bayesian moved to Bayesian probability: Bayesian, as used on OB/LW, is an agent implementing Bayesian inference. This article is about Bayesian interpretation of probability.)
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{{wikilink|Bayesian probability}}
 
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A '''bayesian''' is someone who views probability as a level of certainty relating to a potential outcome or idea. This is in contrast to a [http://lesswrong.wikia.com/index.php?title=frequentist&action=edit&redlink=1 frequentist] who views probability as a representation of how frequently a particular outcome will occur over any number of trials.
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'''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 a probability of .6 (or 60%) will be viewed by a bayesian as stating "I am 60% confident event X will happen in this next trial", whereas a frequentist would view it as stating "Over 100 trials, we should observe event X approximately 60 times."
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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. A bayesian however views ideas in a different light, the probability of an idea being true is equal to the number of [[possible worlds|possible worlds]] where it is true out of the total number of [[possible worlds|possible worlds]].
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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. A Bayesian however views ideas in a different light, the probability of an idea being true is equal to the number of [[possible worlds]] where it is true out of the total number of [[possible worlds]].
  
  
 
==See Also==
 
==See Also==
 
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* [[Bayesian]]
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* [[Frequentist]]
  
==References==
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==References==  
 
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Revision as of 21:24, 19 April 2009

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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. A Bayesian however views ideas in a different light, the probability of an idea being true is equal to the number of possible worlds where it is true out of the total number of possible worlds.


See Also

References

Footnotes


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