{"id":2359,"date":"2017-11-28T10:57:17","date_gmt":"2017-11-28T02:57:17","guid":{"rendered":"http:\/\/www.xttblog.com\/?p=2359"},"modified":"2017-11-28T10:57:17","modified_gmt":"2017-11-28T02:57:17","slug":"%e8%b4%9d%e5%a1%94%e5%88%86%e5%b8%83%e6%95%99%e7%a8%8b","status":"publish","type":"post","link":"https:\/\/www.xttblog.com\/?p=2359","title":{"rendered":"\u8d1d\u5854\u5206\u5e03\u6559\u7a0b"},"content":{"rendered":"

\n\t\u5b66\u6982\u7387\u7684\u65f6\u5019\uff0c\u6211\u4eec\u4f1a\u53cd\u590d\u6765\u7406\u89e3\u4ec0\u4e48\u662f\u6b63\u6001\u5206\u5e03\uff0c\u4ec0\u4e48\u662f\u5747\u5300\u5206\u5e03\uff0c\u4ec0\u4e48\u662f\u4e8c\u9879\u5206\u5e03\uff0c\u4ec0\u4e48\u662f\u8d1d\u5854\u5206\u5e03……\u4e0d\u77e5\u5728\u5ea7\u7684\u5404\u4f4d\u662f\u5426\u8fd8\u80fd\u8bb0\u8d77\u5f53\u65f6\u505a\u8fc7\u7684\u4e60\u9898\uff1f\u662f\u5426\u8fd8\u80fd\u901a\u4fd7\u5730\u8bb2\u89e3\u4e00\u4e0b\u8fd9\u4e9b\u6982\u5ff5\uff1f\n<\/p>\n

\n\t\u8d1d\u5854\u5206\u5e03\uff08Beta Distribution) \u662f\u4e00\u4e2a\u4f5c\u4e3a\u4f2f\u52aa\u5229\u5206\u5e03\u548c\u4e8c\u9879\u5f0f\u5206\u5e03\u7684\u5171\u8f6d\u5148\u9a8c\u5206\u5e03\u7684\u5bc6\u5ea6\u51fd\u6570\uff0c\u5728\u673a\u5668\u5b66\u4e60\u548c\u6570\u7406\u7edf\u8ba1\u5b66\u4e2d\u6709\u91cd\u8981\u5e94\u7528\u3002
\n\t\u8d1d\u5854\u5206\u5e03\u4e2d\u7684\u53c2\u6570\u53ef\u4ee5\u7406\u89e3\u4e3a\u4f2a\u8ba1\u6570\uff0c\u4f2f\u52aa\u5229\u5206\u5e03\u7684\u4f3c\u7136\u51fd\u6570\u53ef\u4ee5\u8868\u793a\u4e3a\uff0c\u8868\u793a\u4e00\u6b21\u4e8b\u4ef6\u53d1\u751f\u7684\u6982\u7387\uff0c\u5b83\u4e3a\u8d1d\u5854\u6709\u76f8\u540c\u7684\u5f62\u5f0f\uff0c\u56e0\u6b64\u53ef\u4ee5\u7528\u8d1d\u5854\u5206\u5e03\u4f5c\u4e3a\u5176\u5148\u9a8c\u5206\u5e03\u3002
\n\t\u6982\u7387\u8bba\u4e2d\u8fd8\u6709\u4e00\u79cd\u79f0\u4e3a\u8d1d\u5854\uff08β\uff0cbeta\uff09\u5206\u5e03\u7684\u6982\u7387\u5bc6\u5ea6\u5206\u5e03\u51fd\u6570\u3002\n<\/p>\n

\n\t\u5728Stack Overflow\uff0c\u6709\u4f4d\u5b66\u673a\u5668\u5b66\u4e60\u7684\u540c\u5b66\u7406\u89e3\u4e0d\u4e86\u8d1d\u5854\u5206\u5e03\uff0c\u5e0c\u671b\u6709\u4eba\u80fd\u5e2e\u4ed6\u89e3\u7b54\u4e0b\u3002\u521a\u597d\uff0c\u6b63\u5728\u5b66\u751f\u7269\u4fe1\u606f\u5b66\u535a\u58eb\u7684David Robinson\u73b0\u8eab\u8bf4\u6cd5\uff0c\u7528\u4e00\u4e2a\u6709\u5173\u68d2\u7403\u8fd0\u52a8\u7684\u7edf\u8ba1\u6570\u636e\u6765\u89e3\u91ca\u8fd9\u4e2a\u6982\u5ff5\u3002\u8fd9\u4f4d\u535a\u58eb\u7eaf\u7cb9\u662f\u4e3a\u4e86\u6d88\u78e8\u65f6\u95f4\uff0c\u89c9\u5f97\u597d\u73a9\u3002\n<\/p>\n

\n\t\u4e0d\u8fc7\uff0cStack Overflow\u6570\u636e\u79d1\u5b66\u56e2\u961f\u7684Jason Punyon\u8bfb\u5b8cDavid Robinson\u7684\u89e3\u7b54\u540e\uff0c\u89c9\u5f97\u89e3\u91ca\u5f88\u8d5e\uff0c\u4ed6\u5728\u5185\u90e8\u4f1a\u8bae\u4e0a\u7a81\u53d1\u5947\u60f3\uff1a\n<\/p>\n

\n\t“\u54c7\uff01\u54b1\u4eec\u5e72\u8106\u96c7\u4e86\u8fd9\u54e5\u4eec\u513f\u5427\u3002”\u4e8e\u662f\uff0c\u4e00\u4efd\u516c\u5f00\u7684\u9080\u8bf7\u4e0d\u671f\u800c\u81f3\uff1a\u6211\u4eec\u5341\u5206\u671f\u5f85\u4f60\u80fd\u62dc\u8bbf\u4e00\u4e0bStack Overflow\u3002\n<\/p>\n

\n\t\u5728\u597d\u5947\u5fc3\u7684\u9a71\u4f7f\u4e0b\uff0c\u539f\u672c\u6253\u7b97\u535a\u58eb\u6bd5\u4e1a\u540e\u7814\u7a76\u8ba1\u7b97\u751f\u7269\u5b66\u7684David Robinson\uff0c\u9b3c\u4f7f\u795e\u5dee\u5730\u62dc\u8bbf\u4e86\u8fd9\u5bb6\u79d1\u6280\u516c\u53f8\u3002\u4e00\u6b21\u62dc\u8bbf\u3001\u51e0\u5468\u9762\u8bd5\uff0cStack Overflow\u63d0\u4f9b\u7ed9\u4ed6\u4e00\u4e2a\u65e0\u6cd5\u62d2\u7edd\u7684\u5de5\u4f5c\u673a\u4f1a\uff0cDavid Robinson\u4ece\u8ba1\u7b97\u751f\u7269\u5b66\u535a\u58eb\u53d8\u6210\u4e86\u4e00\u4e2a\u6570\u636e\u79d1\u5b66\u5bb6\u3002\n<\/p>\n

\n\t\u4f60\u4e00\u5b9a\u7279\u522b\u597d\u5947\uff0c\u8fd9\u5230\u5e95\u662f\u4e2a\u600e\u6837\u7684\u95ee\u9898\uff0c\u76f4\u63a5\u5c31\u8ba9\u8fd9\u4f4d\u535a\u58eb\u62ff\u5230\u4e86\u6570\u636e\u79d1\u5b66\u5bb6\u7684offer\uff1fDavid Robinson\u7684\u89e3\u91ca\u5230\u5e95\u53c8\u6709\u591a\u7cbe\u5f69\uff1f\u73b0\u5728\u6211\u4eec\u8ba9\u6765\u770b\u770b\u8fd9\u4e2a\u95ee\u9898\u3002\n<\/p>\n

\n\t\u8d1d\u5854\u5206\u5e03(beta distribution)\u7684\u672c\u8d28
\n<\/h2>\n

\n\t\u5f53\u6211\u4eec\u8c08\u6b63\u6001\u5206\u5e03\u65f6\uff0c\u53ef\u4ee5\u5c06\u5b83\u63cf\u8ff0\u6210\u706b\u8f66\u7684\u5230\u8fbe\u65f6\u95f4\uff1a\u5927\u591a\u6570\u60c5\u51b5\u4e0b\u706b\u8f66\u6b63\u70b9\u5230\u7ad9\uff0c\u6709\u65f6\u5019\u4f1a\u65e91\u5206\u949f\u6216\u8005\u8fdf1\u5206\u949f\uff0c\u4f46\u662f\u65e920\u5206\u949f\u6216\u8005\u8fdf20\u5206\u949f\u7684\u60c5\u51b5\u5219\u975e\u5e38\u7f55\u89c1\uff1b\u5747\u5300\u5206\u5e03\u53ef\u4ee5\u63cf\u8ff0\u4e3a\u5f69\u7968\u4e2d\u5956\u7684\u673a\u4f1a\u4e8b\u4ef6\uff1b\u4e8c\u9879\u5206\u5e03\u53ef\u4ee5\u63cf\u8ff0\u6210\u629b\u786c\u5e01\u4e8b\u4ef6\u7b49\u7b49\u3002\u90a3\u4e48\uff0c\u8d1d\u5854\u5206\u5e03\u6709\u8fd9\u6837\u7684\u76f4\u89c2\u89e3\u91ca\u5417\uff1f\n<\/p>\n

\n\t\u4f8b\u5982 α=.99\uff0cβ=.5\uff0c\u8d1d\u5854\u5206\u5e03B(α,β)\u5982\u4e0b\u56fe\u6240\u793a\uff08\u4f7f\u7528R\u751f\u6210\uff09\uff1a\n<\/p>\n

\n\t\"\u8d1d\u5854\u5206\u5e03(beta\n<\/p>\n

\n\t\u90a3\u4e48\u8fd9\u4e2a\u56fe\u4ee3\u8868\u4ec0\u4e48\u610f\u601d\uff1fY\u8f74\u662f\u4e00\u4e2a\u6982\u7387\u5bc6\u5ea6\uff0c\u90a3\u4e48X\u8f74\u5462\uff1f\n<\/p>\n

\n\tDavid Robinson \u89e3\u91ca\u5982\u4e0b\uff1a\n<\/p>\n

\n\t\u7b80\u800c\u8a00\u4e4b\uff0c\u8d1d\u5854\u5206\u5e03\u53ef\u4ee5\u770b\u4f5c\u662f\u4e00\u4e2a\u6982\u7387\u7684\u5206\u5e03\uff0c\u4e5f\u5c31\u662f\u8bf4\uff0c\u5f53\u6211\u4eec\u4e0d\u77e5\u9053\u4e00\u4e2a\u4e1c\u897f\u7684\u5177\u4f53\u6982\u7387\u662f\u591a\u5c11\u65f6\uff0c\u5b83\u7ed9\u51fa\u4e86\u6240\u6709\u6982\u7387\u51fa\u73b0\u7684\u53ef\u80fd\u6027\u5927\u5c0f\u3002\u4e0b\u9762\u7ed3\u5408\u4e00\u4e2a\u5e94\u7528\u573a\u666f\u6765\u7406\u89e3\uff1a\n<\/p>\n

\n\t\u719f\u6089\u68d2\u7403\u8fd0\u52a8\u7684\u90fd\u77e5\u9053\u4e00\u4e2a\u6307\u6807\u5c31\u662f\u68d2\u7403\u51fb\u7403\u7387<\/a>\uff0c\u5c31\u662f\u7528\u4e00\u4e2a\u8fd0\u52a8\u5458\u51fb\u4e2d\u7684\u7403\u6570\u9664\u4ee5\u603b\u7684\u51fb\u7403\u6570\uff08\u56e0\u6b64\u5b83\u662f\u4e00\u4e2a0\u52301\u4e4b\u95f4\u7684\u767e\u5206\u6bd4\uff09\u3002\u6211\u4eec\u4e00\u822c\u8ba4\u4e3a0.266\u662f\u4e00\u4e2a\u5e73\u5747\u7684\u51fb\u7403\u6c34\u5e73\uff0c\u800c\u5982\u679c\u51fb\u7403\u7387\u8fbe\u52300.3\u5c31\u4f1a\u88ab\u8ba4\u4e3a\u975e\u5e38\u4f18\u79c0\u4e86\u3002\n<\/p>\n

\n\t\u5047\u8bbe\u6709\u4e00\u4e2a\u68d2\u7403\u8fd0\u52a8\u5458\uff0c\u73b0\u5728\u6211\u4eec\u60f3\u9884\u6d4b\u4ed6\u6574\u4e2a\u8d5b\u5b63\u7684\u68d2\u7403\u51fb\u7403\u7387\u5982\u4f55\u3002\u4f60\u53ef\u80fd\u5c31\u4f1a\u76f4\u63a5\u8ba1\u7b97\u4ed6\u76ee\u524d\u7684\u68d2\u7403\u51fb\u7403\u7387\uff0c\u7528\u51fb\u4e2d\u6570\u9664\u4ee5\u51fb\u7403\u6570\uff0c\u4f46\u8fd9\u5728\u8d5b\u5b63\u5f00\u59cb\u9636\u6bb5\u65f6\u662f\u5f88\u4e0d\u5408\u7406\u7684\uff01\u5047\u5982\u8fd9\u4e2a\u8fd0\u52a8\u5458\u5c31\u6253\u4e86\u4e00\u6b21\uff0c\u8fd8\u4e2d\u4e86\uff0c\u90a3\u4e48\u4ed6\u7684\u51fb\u7403\u7387\u5c31\u662f100%\uff0c\u5982\u679c\u4ed6\u6ca1\u4e2d\uff0c\u90a3\u4e48\u5c31\u662f0%\u3002\u751a\u81f3\u62535\u30016\u6b21\u7684\u65f6\u5019\uff0c\u4e5f\u53ef\u80fd\u8fd0\u6c14\u7206\u68da\u5168\u4e2d\u51fb\u7403\u7387100%\uff0c\u6216\u8005\u8fd0\u6c14\u5f88\u7cdf\u51fb\u7403\u73870%\u3002\u65e0\u8bba\u5982\u4f55\uff0c\u57fa\u4e8e\u8fd9\u4e9b\u6765\u505a\u9884\u6d4b\u662f\u4e0d\u5408\u7406\u7684\u3002\n<\/p>\n

\n\t\u90a3\u4e48\uff0c\u4e3a\u4ec0\u4e48\u7528\u524d\u51e0\u6b21\u51fb\u4e2d\u6765\u9884\u6d4b\u6574\u4e2a\u8d5b\u5b63\u51fb\u7403\u7387\u4e0d\u5408\u7406\u5462\uff1f\u5f53\u8fd0\u52a8\u5458\u9996\u6b21\u51fb\u7403\u6ca1\u4e2d\u65f6\uff0c\u4e3a\u4ec0\u4e48\u6ca1\u4eba\u8ba4\u4e3a\u4ed6\u6574\u4e2a\u8d5b\u5b63\u90fd\u4f1a\u4e00\u6b21\u4e0d\u4e2d\uff1f\u56e0\u4e3a\u6211\u4eec\u6709\u5148\u9a8c\u671f\u671b\u3002\u6839\u636e\u5386\u53f2\u4fe1\u606f\uff0c\u6211\u4eec\u77e5\u9053\u51fb\u7403\u7387\u4e00\u822c\u4f1a\u57280.215\u52300.36\u4e4b\u95f4\u3002\u5982\u679c\u4e00\u4e2a\u8fd0\u52a8\u5458\u4e00\u5f00\u59cb\u6253\u4e86\u51e0\u6b21\u6ca1\u4e2d\uff0c\u90a3\u4e48\u6211\u4eec\u77e5\u9053\u4ed6\u53ef\u80fd\u6700\u7ec8\u6210\u7ee9\u4f1a\u6bd4\u5e73\u5747\u7a0d\u5fae\u5dee\u4e00\u70b9\uff0c\u4f46\u662f\u4e00\u822c\u4e0d\u53ef\u80fd\u4f1a\u504f\u79bb\u4e0a\u8ff0\u533a\u95f4\u3002\n<\/p>\n

\n\t\u5bf9\u4e8e\u8fd9\u4e2a\u51fb\u7403\u7387\u95ee\u9898\uff0c\u6211\u4eec\u53ef\u4ee5\u7528\u4e8c\u9879\u5206\u5e03<\/a>\u8868\u793a\uff08\u4e00\u7cfb\u5217\u7684\u6210\u529f\u6216\u5931\u8d25\u4e8b\u4ef6\uff09\uff0c\u4e00\u4e2a\u6700\u597d\u7684\u65b9\u6cd5\u6765\u8868\u793a\u8fd9\u4e9b\u5148\u9a8c\u671f\u671b\uff08\u7edf\u8ba1\u4e2d\u79f0\u4e3a\u5148\u9a8c\uff08prior\uff09\uff09\u5c31\u662f\u8d1d\u5854\u5206\u5e03\uff0c\u8fd9\u8868\u793a\u5728\u8fd0\u52a8\u5458\u6253\u7403\u4e4b\u524d\uff0c\u6211\u4eec\u5c31\u5bf9\u4ed6\u7684\u51fb\u7403\u7387\u6709\u4e86\u4e00\u4e2a\u5927\u6982\u8303\u56f4\u7684\u9884\u6d4b\u3002\u8d1d\u5854\u5206\u5e03\u7684\u5b9a\u4e49\u57df\u4e3a(0, 1)\uff0c\u4e0e\u6982\u7387\u662f\u4e00\u6837\u7684\u3002\u6211\u4eec\u4e0b\u9762\u7ee7\u7eed\u89e3\u91ca\u4e3a\u4ec0\u4e48\u8d1d\u5854\u5206\u5e03\u7528\u5728\u8fd9\u4e2a\u4efb\u52a1\u4e0a\u662f\u5408\u7406\u7684\u3002\n<\/p>\n

\n\t\u5047\u8bbe\u6211\u4eec\u9884\u8ba1\u8fd0\u52a8\u5458\u6574\u4e2a\u8d5b\u5b63\u7684\u51fb\u7403\u7387\u5927\u6982\u662f0.27\u5de6\u53f3\uff0c\u8303\u56f4\u5927\u6982\u662f\u57280.21\u52300.35\u4e4b\u95f4\u3002\u90a3\u4e48\u7528\u8d1d\u5854\u5206\u5e03\u6765\u8868\u793a\uff0c\u6211\u4eec\u53ef\u4ee5\u53d6\u53c2\u6570 α==81\uff0cβ==219\u3002\n<\/p>\n

\r\ncurve(dbeta(x, 81, 219))<\/pre>\n
\n\t\"\u8d1d\u5854\u5206\u5e03\"\n<\/p>\n
\n\t\u4e4b\u6240\u4ee5\u53d6\u8fd9\u4e24\u4e2a\u53c2\u6570\uff0c\u539f\u56e0\u5982\u4e0b\uff1a\n<\/p>\n
\n\t\u8d1d\u5854\u5206\u5e03\u7684\u5747\u503c\n<\/p>\n
\n\t\"\u8d1d\u5854\u5206\u5e03\u7684\u5747\u503c\"\n<\/p>\n
\n\t\u4ece\u4e0a\u56fe\u4e2d\u53ef\u4ee5\u770b\u51fa\uff0c\u8fd9\u4e2a\u5206\u5e03\u4e3b\u8981\u843d\u5728(0.2, 0.35)\u4e4b\u95f4\uff0c\u8fd9\u662f\u4ece\u7ecf\u9a8c\u5f97\u5230\u7684\u5408\u7406\u8303\u56f4\u3002\n<\/p>\n
\n\t\u4f60\u95ee\u5728\u8d1d\u5854\u5206\u5e03\u7684\u5bc6\u5ea6\u56fe\u4e0ax\u8f74\u4ee3\u8868\u4ec0\u4e48\uff0c\u5728\u8fd9\u91cc\uff0cx\u8f74\u4ee3\u8868\u8fd0\u52a8\u5458\u7684\u51fb\u7403\u7387\u3002\u6ce8\u610f\u5230\u5728\u8fd9\u4e2a\u4f8b\u5b50\u91cc\uff0c\u4e0d\u4ec5y\u8f74\u662f\u4ee3\u8868\u6982\u7387\uff08\u786e\u5207\u8bf4\u662f\u6982\u7387\u5bc6\u5ea6\uff09\uff0cx\u8f74\u4e5f\u662f\uff08\u51fb\u7403\u7387\u662f\u51fb\u4e2d\u6b21\u6570\u7684\u6982\u7387\u5206\u5e03\uff09\u3002\u56e0\u6b64\u8d1d\u5854\u5206\u5e03\u53ef\u4ee5\u770b\u4f5c\u4e00\u4e2a\u6982\u7387\u7684\u5206\u5e03\u3002\n<\/p>\n
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