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[贝叶斯分析。其解释与应用的基本及实用概念]

[Bayesian analysis. Basic and practical concepts for its interpretation and use].

作者信息

Rendón-Macías Mario Enrique, Riojas-Garza Alberto, Contreras-Estrada Daniela, Martínez-Ezquerro José Darío

机构信息

Instituto Mexicano del Seguro Social, Coordinación de Investigación en Salud, Unidad de Investigación en Epidemiología Clínica, Ciudad de México, México.

出版信息

Rev Alerg Mex. 2018 Jul-Sep;65(3):285-298. doi: 10.29262/ram.v65i3.512.

Abstract

Bayesian statistics is based on subjective probability. It works with evidence updating considering the knowledge acquired prior to an investigation, plus the evidence obtained thereof. Results' interpretation requires for the hypotheses to be tested to be specified and their a priori probability to be estimated before the study. Study evidence is measured with the Bayes factor (compatibility ratio of the data under the proposed hypotheses). The conjunction of hypotheses a priori probabilities with the Bayes factor allows calculating the a posteriori probability of each one of them. The hypothesis with the highest degree of certainty at its update is the one that is accepted for decision making. In this review, three examples of hypothesis to be tested are shown: difference of means, correlation and association.

摘要

贝叶斯统计学基于主观概率。它通过考虑调查前获得的知识以及由此获得的证据来进行证据更新。结果的解释要求在研究之前明确要检验的假设并估计其先验概率。研究证据用贝叶斯因子(所提出假设下数据的相容性比率)来衡量。假设的先验概率与贝叶斯因子相结合,可以计算出每个假设的后验概率。在更新时具有最高确定性程度的假设就是被接受用于决策的假设。在本综述中,展示了要检验的三个假设示例:均值差异、相关性和关联性。

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