BDA3 Chapter 1 Probability and inference

1. uncertainty

• aleatoric uncertainty 偶然不确定性
• epistemic uncertainty 认知不确定性

2. probability VS likelihood

Pr(data|distribution); L(distribution|data);

The likelihood function is unnormalized probability distribution describing uncertainty related to \tita;

3. posterior distribution p(\tita|y)

mean: the posterior expectation of parameter.

variation;

median; 中位数

quantiles;

mode: the single 'most likely' value. 众数

4.

Supplementary knowledge:

1. 数学用语：

interval: 区间；

population: 总体；population parameter, 总体参数；