作者bobear (熊神)
看板HSNU_1170
标题[help] 贝氏定理
时间Fri Apr 15 14:59:20 2011
以下是ppt内容:
----------------------------
Bayes’ Rule
We are also given estimates of the probabilities of each state of the world.
These are called prior probabilities.
In different states of the world, different decisions may be optimal.
It may be desirable to purchase information that gives the decision maker
more foreknowledge about the state of the world.
This may enable the decision maker to make better decisions.
Example of Bayes’ rule:
A lot of chips content 10 chips
80% good (with one defect out of 10)
20% bad (with 5 defect out of ten)
Process information
Process a good lot $1000
Process a bad lot $4000
Rework a lot then process $2000
(rework $1000 + process $1000)
Inspection: $100 to test one chip
EVSI? EVPI?
Example cont’
States (prior prob.)
Good lot: P(G)=0.8
Bad lot: P(B)=0.2
Outcomes of inspection
D: defective is observed
ND: nondefective is observed
Thus we have:
P(D|G)=0.1 P(ND|G)=0.9
P(D|B)=0.5 P(ND|B)=0.5
Joint probabilities are:
P(D∩G)=P(G)P(D|G)=0.8*0.1
P(D∩B)=0.1
P(ND∩G)=0.72
P(ND∩B)=0.1
Probability of each experiment outcome:
P(D)=P(D∩G)+P(D∩B)=.18
P(ND)=.82
Then we have: (posterior prob.)
P(G|D)=4/9 P(G|ND)=72/82
P(B|D)=5/9 P(B|ND)=10/82
-------------------------------------
一半以上都看不懂......
有人能说明一下每个的机率是怎麽来的?
还有P(D|G)跟P(G|D)到底差在哪?
能麻烦具体说明一下吗,
有请70神人了@@
--
愿为佛陀 却成心魔 执着是苦 走火入魔 魔道亦道 分别徒劳 人心难测 善恶为何
--
※ 发信站: 批踢踢实业坊(ptt.cc)
◆ From: 118.169.143.221
1F:→ kanonehilber:等我 04/15 15:27