Probabilistic Reasoning Flashcards
sample space
set of possible outcomes
random variable
result of a random experiment
event
any subset of points in a sample space
probability density function
for continuous random variables distribution is expressed implicitly though a prob density function that returns the likelihood of an outcome being close to the given value
probability distribution function
for discrete random variables distributed expressed explicitly through probability distribution function that returns as prob of an outcome being a given value
likelihood
joint density of observed data as function of model parameters
joint distribution
distribution function over 2 or more random variables
P (a or b)
P(a) + P(b) - P(a,b)
P(a and b)
P(a) * P(b)
conditional probability and formula
probability of an event occurring given that another event has already occured
P(a|b)= P(a and b)/ P(b)
what is bayes rule and derive it
P(a|b)= P(b|a)P(a) / P(b)
start with
P(b|a)= P(alb)/P(a) and P(a|b)= P(alb)/ P(b)
what is posterior part
P(cause | effect) it is the probability hypothesis given some evidence
what is likelihood part
P(effect | cause) this is the likelihood hat effect will occur if cause if true
what is prior belief part
P(cause) in top row prior belief in some cause
what is evidence part
P(effect) on bottom is the probability evidence across all possible causes