Think Bayes: Bayesian Statistics Made Simple (2012)
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Think Bayes: Bayesian Statistics Made Simple (2012)
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Re: Think Bayes: Bayesian Statistics Made Simple (2012)
#2The book I've used so far to study is "Probability and Statistics: The Science of Uncertainty", by Michael J. Evans and Jeffrey S. Rosenthal. This book is not being published anymore and is free in PDF form.
Re: Think Bayes: Bayesian Statistics Made Simple (2012)
#3I love the way it’s explained there.
Re: Think Bayes: Bayesian Statistics Made Simple (2012)
#4Re: Think Bayes: Bayesian Statistics Made Simple (2012)
#5Re: Think Bayes: Bayesian Statistics Made Simple (2012)
#6Re: Think Bayes: Bayesian Statistics Made Simple (2012)
#7For those unclear on the concrete (rather than philosophical) difference between Bayesian and frequentist statistics in the first place, I hope it's not inappropriate for me to share this 5-minute example that I wrote a while back: https://news.ycombinator.com/item?id=11096129
Re: Think Bayes: Bayesian Statistics Made Simple (2012)
#8Re: Think Bayes: Bayesian Statistics Made Simple (2012)
#9I regularly forget how Bayes works. Everytime that happens I browse up to that page: https://www.bayestheorem.net/ I love the way it’s explained there.
Re: Think Bayes: Bayesian Statistics Made Simple (2012)
#10I regularly forget how Bayes works. Everytime that happens I browse up to that page: https://www.bayestheorem.net/ I love the way it’s explained there.
Conditional probability (with some caveats that someone in the comments can fill in on):
P(a,b) = P(b,a)
P(a|b) * P(b) = P(b|a) * P(a)
P(a|b) = P(b|a) * P(a) / P(b)
a can be model and b can be data so it becomes P(model | data) =
P(data | model) * P(model) / P(data)
We have or can estimate the things on the right side. We want to ultimately get the thing on the left side.