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Bayes Theorem
In probability theory and statistics, Bayes' theorem (alternatively Bayes' law or Bayes' rule), named after Thomas Bayes, describes the probability of an event, based on prior knowledge of conditions that might be related to the event. For example, if the risk of developing health problems is known to increase with age, Bayes' theorem allows the risk to an individual of a known age to be assessed more accurately (by conditioning it on their age) than simply assuming that the individual is typical of the population as a whole. One of the many applications of Bayes' theorem is Bayesian inference, a particular approach to statistical inference. When applied, the probabilities involved in the theorem may have different probability interpretations. With Bayesian probability interpretation, the theorem expresses how a degree of belief, expressed as a probability, should rationally change to account for the availability of related evidence. Bayesian inference is fundamental to Bayesia ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of non-deterministic or uncertain processes or measured quantities that may either be single occurrences or evolve over time in a random fashion). Although it is not possible to perfectly predict random events, much can be said about their behavior. Two major results in probab ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Marginal Probability
In probability theory and statistics, the marginal distribution of a subset of a collection of random variables is the probability distribution of the variables contained in the subset. It gives the probabilities of various values of the variables in the subset without reference to the values of the other variables. This contrasts with a conditional distribution, which gives the probabilities contingent upon the values of the other variables. Marginal variables are those variables in the subset of variables being retained. These concepts are "marginal" because they can be found by summing values in a table along rows or columns, and writing the sum in the margins of the table. The distribution of the marginal variables (the marginal distribution) is obtained by marginalizing (that is, focusing on the sums in the margin) over the distribution of the variables being discarded, and the discarded variables are said to have been marginalized out. The context here is that the theore ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
True Positive Rate
''Sensitivity'' and ''specificity'' mathematically describe the accuracy of a test which reports the presence or absence of a condition. Individuals for which the condition is satisfied are considered "positive" and those for which it is not are considered "negative". *Sensitivity (true positive rate) refers to the probability of a positive test, conditioned on truly being positive. *Specificity (true negative rate) refers to the probability of a negative test, conditioned on truly being negative. If the true condition can not be known, a " gold standard test" is assumed to be correct. In a diagnostic test, sensitivity is a measure of how well a test can identify true positives and specificity is a measure of how well a test can identify true negatives. For all testing, both diagnostic and screening, there is usually a trade-off between sensitivity and specificity, such that higher sensitivities will mean lower specificities and vice versa. If the goal is to return the ratio at w ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Sensitivity (tests)
''Sensitivity'' and ''specificity'' mathematically describe the accuracy of a test which reports the presence or absence of a condition. Individuals for which the condition is satisfied are considered "positive" and those for which it is not are considered "negative". *Sensitivity (true positive rate) refers to the probability of a positive test, conditioned on truly being positive. *Specificity (true negative rate) refers to the probability of a negative test, conditioned on truly being negative. If the true condition can not be known, a "Gold standard (test), gold standard test" is assumed to be correct. In a diagnostic test, sensitivity is a measure of how well a test can identify true positives and specificity is a measure of how well a test can identify true negatives. For all testing, both diagnostic and screening, there is usually a trade-off between sensitivity and specificity, such that higher sensitivities will mean lower specificities and vice versa. If the goal is to ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Two Envelopes Problem
The two envelopes problem, also known as the exchange paradox, is a paradox in probability theory. It is of special interest in decision theory, and for the Bayesian interpretation of probability theory. It is a variant of an older problem known as the necktie paradox. The problem is typically introduced by formulating a hypothetical challenge like the following example: Since the situation is symmetric, it seems obvious that there is no point in switching envelopes. On the other hand, a simple calculation using expected values suggests the opposite conclusion, that it is always beneficial to swap envelopes, since the person stands to gain twice as much money if they switch, while the only risk is halving what they currently have. Introduction Problem Basic setup: A person is given two indistinguishable envelopes, each of which contains a sum of money. One envelope contains twice as much as the other. The person may pick one envelope and keep whatever amount it contains. They ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Boy Or Girl Paradox
The Boy or Girl paradox surrounds a set of questions in probability theory, which are also known as The Two Child Problem, Mr. Smith's Children and the Mrs. Smith Problem. The initial formulation of the question dates back to at least 1959, when Martin Gardner featured it in his October 1959 " Mathematical Games column" in ''Scientific American''. He titled it The Two Children Problem, and phrased the paradox as follows: *Mr. Jones has two children. The older child is a girl. What is the probability that both children are girls? *Mr. Smith has two children. At least one of them is a boy. What is the probability that both children are boys? Gardner initially gave the answers and , respectively, but later acknowledged that the second question was ambiguous. Its answer could be , depending on the procedure by which the information "at least one of them is a boy" was obtained. The ambiguity, depending on the exact wording and possible assumptions, was confirmed by Maya Bar-Hi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Monty Hall Problem
The Monty Hall problem is a brain teaser, in the form of a probability puzzle, loosely based on the American television game show ''Let's Make a Deal'' and named after its original host, Monty Hall. The problem was originally posed (and solved) in a letter by Steve Selvin to the ''American Statistician'' in 1975. It became famous as a question from reader Craig F. Whitaker's letter quoted in Marilyn vos Savant's "Ask Marilyn" column in '' Parade'' magazine in 1990: Vos Savant's response was that the contestant should switch to the other door. Under the standard assumptions, the switching strategy has a probability of winning the car, while the strategy that remains with the initial choice has only a probability. When the player first makes their choice, there is a chance that the car is behind one of the doors not chosen. This probability does not change after the host reveals a goat behind one of the unchosen doors. When the host provides information about the 2 unchosen ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Conditional Probability
In probability theory, conditional probability is a measure of the probability of an event occurring, given that another event (by assumption, presumption, assertion or evidence) has already occurred. This particular method relies on event B occurring with some sort of relationship with another event A. In this event, the event B can be analyzed by a conditional probability with respect to A. If the event of interest is and the event is known or assumed to have occurred, "the conditional probability of given ", or "the probability of under the condition ", is usually written as or occasionally . This can also be understood as the fraction of probability B that intersects with A: P(A \mid B) = \frac. For example, the probability that any given person has a cough on any given day may be only 5%. But if we know or assume that the person is sick, then they are much more likely to be coughing. For example, the conditional probability that someone unwell (sick) is coughing might b ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Andrey Kolmogorov
Andrey Nikolaevich Kolmogorov ( rus, Андре́й Никола́евич Колмого́ров, p=ɐnˈdrʲej nʲɪkɐˈlajɪvʲɪtɕ kəlmɐˈɡorəf, a=Ru-Andrey Nikolaevich Kolmogorov.ogg, 25 April 1903 – 20 October 1987) was a Soviet mathematician who contributed to the mathematics of probability theory, topology, intuitionistic logic, turbulence, classical mechanics, algorithmic information theory and computational complexity. Biography Early life Andrey Kolmogorov was born in Tambov, about 500 kilometers south-southeast of Moscow, in 1903. His unmarried mother, Maria Y. Kolmogorova, died giving birth to him. Andrey was raised by two of his aunts in Tunoshna (near Yaroslavl) at the estate of his grandfather, a well-to-do nobleman. Little is known about Andrey's father. He was supposedly named Nikolai Matveevich Kataev and had been an agronomist. Kataev had been exiled from St. Petersburg to the Yaroslavl province after his participation in the revolutionary mo ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Radon–Nikodym Theorem
In mathematics, the Radon–Nikodym theorem is a result in measure theory that expresses the relationship between two measures defined on the same measurable space. A ''measure'' is a set function that assigns a consistent magnitude to the measurable subsets of a measurable space. Examples of a measure include area and volume, where the subsets are sets of points; or the probability of an event, which is a subset of possible outcomes within a wider probability space. One way to derive a new measure from one already given is to assign a density to each point of the space, then integrate over the measurable subset of interest. This can be expressed as :\nu(A) = \int_A f \, d\mu, where is the new measure being defined for any measurable subset and the function is the density at a given point. The integral is with respect to an existing measure , which may often be the canonical Lebesgue measure on the real line or the ''n''-dimensional Euclidean space (corresponding to our stan ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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