# Difference between revisions of "Bayesian probability"

From Lesswrongwiki

(→See also: External links, BIPS) |
(Link frequentist, MaxEnt) |
||

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. | + | '''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." | ||

Line 8: | Line 8: | ||

==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] | ||

Line 23: | Line 23: | ||

==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 23:22, 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