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初次接触贝叶斯方法是在研究生复试的时候,当时学校指定的参考书是峁诗松和周纪芗合编的《概率论与数理统计》。由于是跨专业考试,所有的统计学知识都需要自学。好在自己有大学本科四年数学系的基础,这些内容看起来并不十分吃力。书中的部分章节深深吸引了我,主要先讲到了主观概率,即对于一个事件的概率是人们根据经验对于此事件发生的可能性给出的个人信念度,贝叶斯统计方法就是将主观概率引入到实际问题的分析当中。这种思维方式颠覆了我对统计学的
The first contact with Bayesian method was at the time of graduate reexamination. At that time, the reference book designated by the school was “Probability Theory and Mathematical Statistics” compiled by Shih-Sung and Zhou Ji-hsang. Due to cross-professional exams, all statistical knowledge needs to be self-taught. Fortunately, they have the basis of four-year undergraduate college mathematics, the content does not seem very strenuous. Some of the chapters in the book have drawn me deeply, mainly talking about the subjective probability, that is, the probability of an event is the degree of personal belief given by the experience of people based on the possibility of this event. The Bayesian statistical method is subjective Probability is introduced into the analysis of practical problems. This way of thinking subverts my understanding of statistics