--- title: "STAT 491 - Lecture 1" date: January 11, 2018 output: pdf_document --- ```{r setup, include=FALSE} knitr::opts_chunk$set(echo = TRUE) ``` ## Bayesian Thought Experiment There are two foundational elements in a Bayesian Analysis: 1. Bayesian inference is a re-allocation of credibility across possibilities 2. These possibilities are parameter values in meaningful mathematical models ### Guess Who Exercise Consider the game Guess Who, where the goal is to ask questions to identify an opposing player's character. ![Guess Who Faces](images/guesswho.jpg) \pagebreak Given the line up of suspects above, construct a set of probabilities for each character. Note these should sum to one and constitute the first foundation element in Bayesian Analysis. The first set of probabilities are known as *prior* probabilities. ```{r echo=FALSE} players <- c('Megan','Donna','Clark','Ally','Grace','Wyatt') label <- 1:6 prob <- rep(1/6,6) plot(label,prob, type='n', axes=F, ylab='Probability', xlab='Character') box() axis(1, labels = players, at = 1:6) ``` Formally these probabilities are parameter values in a multinomial model with one selection or object. The mathematical notation associated with this is known as a probability mass function (more details in a few weeks). > Follow the conversation and update your probabilities accordingly > - **You**: Does your character have a hat > - **Your adversary**: Yes ```{r echo=FALSE} players <- c('Megan','Donna','Clark','Ally','Grace','Wyatt') label <- 1:6 prob <- rep(1/6,6) plot(label,prob, type='n', axes=F, ylab='Probability', xlab='Character') box() axis(1, labels = players, at = 1:6) ``` \newpage > Follow the conversation and update your probabilities accordingly, again > - **You**: Is your character wearing glasses > - **Your adversary**: Yes ```{r echo=FALSE} players <- c('Megan','Donna','Clark','Ally','Grace','Wyatt') label <- 1:6 prob <- rep(1/6,6) plot(label,prob, type='n', axes=F, ylab='Probability', xlab='Character') box() axis(1, labels = players, at = 1:6) ``` > Follow the conversation and update your probabilities accordingly, again > - **You**: Is your character wearing purple glasses > - **Your adversary**: No ```{r echo=FALSE} players <- c('Megan','Donna','Clark','Ally','Grace','Wyatt') label <- 1:6 prob <- rep(1/6,6) plot(label,prob, type='n', axes=F, ylab='Probability', xlab='Character') box() axis(1, labels = players, at = 1:6) ``` \newpage ### Key Points From This Exercise - *Thinking with distributions:* \vfill - *Specifying a prior distribution:* \vfill - *Update distribution with additional data or evidence:* \vfill