Monday, May 13, 2013

Note on Probability Theory: The Logic of Science by E. T. Jaynes

Chapter 1 Plausible reasoning
Boolean algebra

Chapter 2 Quantitative rules
product rule
sum rule
principle of indifference

Chapter 3 Sampling theory

Chapter 4 Hypothesis testing
4.1
X = prior information
H = hypothesis to be tested
D = data

P(H|X): prior probability
P(H|DX) : posterior probability
L(H) = P(D|HX)/P(D/X): likelihood, where P(D|HX) is the sampling distribution

P(H|DX)  = P(H|X)P(D|HX)/P(D/X)

4.2 binary hypothesis with binary data

Weber-Fechner law: intuitive human sensations tend to be logarithmic functions of the stimulus.

sequential inference






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