Difference between revisions of "Bayesian probability"
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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. | + | '''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?] | + | *[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 | ||
| + | *[[Wikipedia:Maximum entropy thermodynamics|Maximum entropy thermodynamics]] | ||
{{stub}} | {{stub}} | ||
[[Category:Concepts]] | [[Category:Concepts]] | ||
[[Category:Bayesian]] | [[Category:Bayesian]] | ||
Revision as of 22:22, 5 June 2011
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
- All Less Wrong posts tagged "Probability"
See also
External links
- BIPS: Bayesian Inference for the Physical Sciences
- Maximum entropy thermodynamics
