Bayesian probability
Bayesian Probability
Bayesian probability (pronunciation: /beɪz.i.ən prɒb.əˈbɪl.ɪ.ti/) is a theory in the field of statistics that describes the mathematical representation of subjective belief. The theory is named after Thomas Bayes, an 18th-century British mathematician and Presbyterian minister.
Etymology
The term "Bayesian" refers to Thomas Bayes, who introduced the concept of conditional probability. Bayes's work was significantly developed by Pierre-Simon Laplace, who first published the modern formulation in his 1812 "Théorie analytique des probabilités."
Definition
In Bayesian probability, an individual's beliefs are described by a probability distribution. This belief may be updated using Bayes' theorem. The Bayesian interpretation provides a standard set of procedures and formulae to perform this calculation.
Related Terms
- Bayes' theorem: A theorem describing how the conditional probability of each of a set of possible causes for a given observed outcome can be computed from knowledge of the probability of each cause and the conditional probability of the outcome of each cause.
- Prior probability: The probability that an event will reflect established beliefs about this event before the arrival of new evidence.
- Posterior probability: The revised probability of an event occurring after taking into consideration new information.
- Likelihood function: A function that measures the goodness of fit of a statistical model to the data as a function of the parameters of the model.
- Statistical inference: The process of using data analysis to deduce properties of an underlying probability distribution.
See Also
External links
- Medical encyclopedia article on Bayesian probability
- Wikipedia's article - Bayesian probability
This WikiMD dictionary article is a stub. You can help make it a full article.
Languages: - East Asian
中文,
日本,
한국어,
South Asian
हिन्दी,
Urdu,
বাংলা,
తెలుగు,
தமிழ்,
ಕನ್ನಡ,
Southeast Asian
Indonesian,
Vietnamese,
Thai,
မြန်မာဘာသာ,
European
español,
Deutsch,
français,
русский,
português do Brasil,
Italian,
polski