Sampling the imaginary
- Example using vampirism test:
- \(P(+|V) = 0.95\), positive test in vampires
- \(P(+|M) = 0.01\), false positive in mortals
- \(P(V) 0.001\) probability of someone being a vampire
- \(P(V|+) = \frac{P(+|V)P(V)}{P(+)}\), probability of vampirism given a positive test
- \(P(+) = P(+|V)P(V) + P(+|M)(1 - P(V))\), total probability of positive test
- \(P(V|+) = 0.087\)
- Most positive tests are false positives, even when true positives are detected correctly in case of rare conditions.
- Posterior distributions are probability distributions.
- The posterior defines the expected frequency that different parameters will appear, once we start resampling.
- An integral is just the total probability in some interval, in the Bayesian context.