Re: What's a random sequence for Bayesians?

From: Aleks Jakulin (a_jakulin_at_@hotmail.com)
Date: 11/14/04


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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