| 单词 | Bayesian Analysis |
| 释义 | Bayesian AnalysisA statistical procedure which endeavors to estimate parameters of an underlying distribution based on the observeddistribution. Begin with a ``Prior Distribution'' which may be based on anything, including an assessment of therelative likelihoods of parameters or the results of non-Bayesian observations. In practice, it is common to assume aUniform Distribution over the appropriate range of values for the Prior Distribution. Given the Prior Distribution, collect data to obtain the observed distribution. Then calculate theLikelihood of the observed distribution as a function of parameter values, multiply this likelihood function by thePrior Distribution, and normalize to obtain a unit probability over all possible values. This is called thePosterior Distribution. The Mode of the distribution is then the parameter estimate, and ``probabilityintervals'' (the Bayesian analog of Confidence Intervals) can be calculated using thestandard procedure. Bayesian analysis is somewhat controversial because the validity of the result depends on how validthe Prior Distribution is, and this cannot be assessed statistically. See also Maximum Likelihood, Prior Distribution, Uniform Distribution
Hoel, P. G.; Port, S. C.; and Stone, C. J. Introduction to Statistical Theory. New York: Houghton Mifflin, pp. 36-42, 1971. Iversen, G. R. Bayesian Statistical Inference. Thousand Oaks, CA: Sage Pub., 1984. Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 799-806, 1992. Sivia, D. S. Data Analysis: A Bayesian Tutorial. New York: Oxford University Press, 1996. |
| 随便看 |
|
数学辞典收录了8975条数学词条，基本涵盖了常用数学知识及数学英语单词词组的翻译及用法，是数学学习的有利工具。