Difference between revisions of "Bayesian probability"

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(See also: External links, BIPS)
(Link frequentist, MaxEnt)
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{{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.
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'''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 [[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."
 
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."
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==Blog posts==
 
==Blog posts==
  
* [http://lesswrong.com/lw/1to/what_is_bayesianism/ What is Bayesianism?]
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*[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/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/oj/probability_is_in_the_mind/ Probability is in the Mind]
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==External links==
 
==External links==
 
*[http://www.astro.cornell.edu/staff/loredo/bayes/index.html BIPS]: Bayesian Inference for the Physical Sciences
 
*[http://www.astro.cornell.edu/staff/loredo/bayes/index.html BIPS]: Bayesian Inference for the Physical Sciences
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*[[Wikipedia:Maximum entropy thermodynamics|Maximum entropy thermodynamics]]
  
 
{{stub}}
 
{{stub}}
 
[[Category:Concepts]]
 
[[Category:Concepts]]
 
[[Category:Bayesian]]
 
[[Category:Bayesian]]

Revision as of 23:22, 5 June 2011

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Wikipedia has an article about

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

See also

External links