Statistics/Probability/Bayesian

From Wikibooks, open books for an open world
Jump to: navigation, search

Statistics


  1. Introduction
    1. What Is Statistics?
    2. Subjects in Modern Statistics
    3. Why Should I Learn Statistics? 0% developed
    4. What Do I Need to Know to Learn Statistics?
  2. Different Types of Data
    1. Primary and Secondary Data
    2. Quantitative and Qualitative Data
  3. Methods of Data Collection
    1. Experiments
    2. Sample Surveys
    3. Observational Studies
  4. Data Analysis
    1. Data Cleaning
    2. Moving Average
  5. Summary Statistics
    1. Measures of center
      1. Mean, Median, and Mode
      2. Geometric Mean
      3. Harmonic Mean
      4. Relationships among Arithmetic, Geometric, and Harmonic Mean
      5. Geometric Median
    2. Measures of dispersion
      1. Range of the Data
      2. Variance and Standard Deviation
      3. Quartiles and Quartile Range
      4. Quantiles
  6. Displaying Data
    1. Bar Charts
    2. Comparative Bar Charts
    3. Histograms
    4. Scatter Plots
    5. Box Plots
    6. Pie Charts
    7. Comparative Pie Charts
    8. Pictograms
    9. Line Graphs
    10. Frequency Polygon
  7. Probability
    1. Combinatorics
    2. Bernoulli Trials
    3. Introductory Bayesian Analysis
  8. Distributions
    1. Discrete Distributions
      1. Uniform Distribution
      2. Bernoulli Distribution
      3. Binomial Distribution
      4. Poisson Distribution
      5. Geometric Distribution
      6. Negative Binomial Distribution
      7. Hypergeometric Distribution
    2. Continuous Distributions
      1. Uniform Distribution
      2. Exponential Distribution
      3. Gamma Distribution
      4. Normal Distribution
      5. Chi-Square Distribution
      6. Student-t Distribution
      7. F Distribution
      8. Beta Distribution
      9. Weibull Distribution
  9. Testing Statistical Hypothesis
    1. Purpose of Statistical Tests
    2. Formalism Used
    3. Different Types of Tests
    4. z Test for a Single Mean
    5. z Test for Two Means
    6. t Test for a single mean
    7. t Test for Two Means
    8. paired t Test for comparing Means
    9. One-Way ANOVA F Test
    10. z Test for a Single Proportion
    11. z Test for Two Proportions
    12. Testing whether Proportion A Is Greater than Proportion B in Microsoft Excel
    13. Spearman's Rank Coefficient
    14. Pearson's Product Moment Correlation Coefficient
    15. Chi-Squared Tests
      1. Chi-Squared Test for Multiple Proportions
      2. Chi-Squared Test for Contingency
    16. Approximations of distributions
  10. Point Estimates100% developed  as of 12:07, 28 March 2007 (UTC) (12:07, 28 March 2007 (UTC))
    1. Unbiasedness
    2. Measures of goodness
    3. UMVUE
    4. Completeness
    5. Sufficiency and Minimal Sufficiency
    6. Ancillarity
  11. Practice Problems
    1. Summary Statistics Problems
    2. Data-Display Problems
    3. Distributions Problems
    4. Data-Testing Problems
  12. Numerical Methods
    1. Basic Linear Algebra and Gram-Schmidt Orthogonalization
    2. Unconstrained Optimization
    3. Quantile Regression
    4. Numerical Comparison of Statistical Software
    5. Numerics in Excel
    6. Statistics/Numerical_Methods/Random Number Generation
  13. Multivariate Data Analysis
    1. Principal Component Analysis
    2. Factor Analysis for metrical data
    3. Factor Analysis for ordinal data
    4. Canonical Correlation Analysis
    5. Discriminant Analysis
  14. Analysis of Specific Datasets
    1. Analysis of Tuberculosis
  15. Appendix
    1. Authors
    2. Glossary
    3. Index
    4. Links

edit this box

Bayesian analysis is the branch of statistics based on the idea that we have some knowledge in advance about the probabilities that we are interested in, so called a priori probabilities. This might be your degree of belief in a particular event, the results from previous studies, or a general agreed-upon starting value for a probability. The terminology "Bayesian" comes from the Bayesian rule or law, a law about conditional probabilities. The opposite of "Bayesian" is sometimes referred to as "Classical Statistics."

Example[edit]

Consider a box with 3 coins, with probabilities of showing heads respectively 1/4, 1/2 and 3/4. We choose arbitrarily one of the coins. Hence we take 1/3 as the a priori probability of having chosen coin number 1. After 5 throws, in which X=4 times heads came up, it seems less likely that the coin is coin number 1. We calculate the a posteriori probability that the coin is coin number 1, as:

In words:

The probability that the Coin is the first Coin, given that we know heads came up 4 times... Is equal to the probability that heads came up 4 times given we know it's the first coin, times the probability that the coin is the first coin. All divided by the probability that heads comes up 4 times (ignoring which of the three Coins is chosen). The binomial coefficients cancel out as well as all denominators when expanding 1/2 to 2/4. This results in

In the same way we find:

and

.

This shows us that after examining the outcome of the five throws, it is most likely we did choose coin number 3.

Actually for a given result the denominator does not matter, only the relative Probabilities When the result is 3 times heads the Probabilities change in favor of Coin 2 and further as the following table shows:

Heads
5 1 32 243
4 3 32 81
3 9 32 27
2 27 32 9
1 81 32 3
0 243 32 1