Timeline for Which Distribution Does the Data Point Belong to?
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
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| Jan 27, 2014 at 23:00 | vote | accept | delmet | ||
| Jan 25, 2014 at 22:29 | comment | added | Glen_b | (ctd)... Or, depending on what you needed to get out of it, you might simply allocate a probability to each point, or simply allocate that proportion of each point. By comparison, a Bayesian decision-theoretic approach would go further by starting with a loss-function (e.g. a function giving the relative cost - in whatever sense of the word you wanted - of misallocation of the point) | |
| Jan 25, 2014 at 22:25 | comment | added | Glen_b | There's not a 'the', because there's more than one way to approach it as a Bayesian, but the direct Bayesian equivalent to the above analysis would compare posterior probabilities rather than likelihoods, by taking account your relative amount of prior belief in which distribution the allocation should go to at each observation (which again boils down to comparing two numbers, but they're scaled from the likelihoods). You could draw a similar picture. ...(ctd) | |
| Jan 25, 2014 at 16:14 | comment | added | delmet | I have edited my question for clarity. I would be grateful if you could sketch what the bayesian approach would look like. | |
| Jan 25, 2014 at 10:47 | history | edited | Glen_b | CC BY-SA 3.0 |
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| Jan 25, 2014 at 8:50 | history | edited | Glen_b | CC BY-SA 3.0 |
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| Jan 25, 2014 at 8:38 | history | answered | Glen_b | CC BY-SA 3.0 |