Re: What's a random sequence for Bayesians?
From: Aleks Jakulin (a_jakulin_at_@hotmail.com)
Date: 11/14/04
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Date: Sun, 14 Nov 2004 12:22:02 +0100
Yaroslav wrote:
> Suppose I believe that every n-bit binary sequence is equally
> likely.
This is a prior. One could call it the null.
> Now, suppose I observe a new sequence s. Can I quantify how
> consistent that sequence is with my belief?
Yes, you can use the likelihood of your model.
You're comparing your null hypothesis here with various alternative
hypotheses:
> 1. Count number of 1's in the sequence. If number of 1's is
> considerably higher than expected, then my belief is probably wrong
Alternative = Binomial
> 2. Count number of runs and if there are too many or too few runs of
> 1's, then this sequence is not very consistent with my belief.
Alternative = HMM
> 3. Say that because any string is equally likely, then observing
> 111......1111 is fully consistent with my prior belief, and there's
> no reason to update it.
Right. It depends, however, on whether you consider the string to be a
sequence or a sample. In 1) it is a sample (each 0 or 1 is an event),
in 2) it is a sequence (each 0 or 1 is an event in the context of the
previous event) and in 3) the whole sequence is a single event.
Aleks
-- mag. Aleks Jakulin http://www.ailab.si/aleks/ Artificial Intelligence Laboratory, Faculty of Computer and Information Science, University of Ljubljana, Slovenia.
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