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ID:41188373
大小:3.11 MB
页数:122页
时间:2019-08-18
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1、FacultyofLifeSciencesFrequentistandBayesianstatisticsClausEkstrømE-mail:ekstrom@life.ku.dkOutline1FrequentistsandBayesians•Whatisaprobability?•Interpretationofresults/inference2Comparisons3MarkovchainMonteCarloSlide2—PhD(Aug23rd2011)—FrequentistandBayesianstatisticsWhatisaprobability?Twoschool
2、sinstatistics:frequentistsandBayesians.Slide3—PhD(Aug23rd2011)—FrequentistandBayesianstatisticsFrequentistschoolSchoolofJerzyNeyman,EgonPearsonandRonaldFischer.Slide4—PhD(Aug23rd2011)—FrequentistandBayesianstatisticsBayesianschool“School”ofThomasBayesP(D
3、H)·P(H)P(H
4、D)=P(D
5、H)·P(H)dHSlide5—PhD(
6、Aug23rd2011)—FrequentistandBayesianstatisticsFrequentistsFrequentiststalkaboutprobabilitiesinrelationtoexperimentswitharandomcomponent.Relativefrequencyofanevent,A,isdefinedasnumberofoutcomesconsistentwithAP(A)=numberofexperimentsTheprobabilityofeventAisthelimitingrelativefrequency.Relativefreq
7、uency0.00.20.40.60.81.0020406080100nSlide6—PhD(Aug23rd2011)—FrequentistandBayesianstatisticsFrequentists—2Thedefinitionrestrictsthethingswecanaddprobabilitiesto:WhatistheprobabilityoftherebeinglifeonMars100billionyearsago?Weassumethatthereisanunknownbutfixedunderlyingparameter,θ,forapopulation(i
8、.e.,themeanheightonDanishmen).Randomvariation(environmentalfactors,measurementerrors,...)meansthateachobservationdoesnotresultinthetruevalue.Slide7—PhD(Aug23rd2011)—FrequentistandBayesianstatisticsThemeta-experimentideaFrequentiststhinkofmeta-experimentsandconsiderthecurrentdatasetasasinglerea
9、lizationfromallpossibledatasets.Slide8—PhD(Aug23rd2011)—FrequentistandBayesianstatisticsThemeta-experimentideaFrequentiststhinkofmeta-experimentsandconsiderthecurrentdatasetasasinglerealizationfromallpossibledatasets.167.2cmSlide8—PhD(Aug23rd2011)—FrequentistandBayesianstatisticsThemeta-experi
10、mentideaFrequentiststhinkofmeta-experimentsandconsiderthecurrentdatasetasasinglerealizationfromallpossibledatasets.167.2cm175.5cmSlide8—PhD(Aug23rd2011)—FrequentistandBayesianstatisticsThemeta-experimentideaFrequentiststhinkofmeta-exper
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