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Thomas Bayes



ThesynonymBayes viittaa yleensäThomasBayesiin.

Hahmon esittely

ThomasBayes, brittiläinen teologi, matemaatikko, matemaattinen tilastotieteilijä ja filosofi,syntyi Lontoossa, Englannissa vuonna 1702, ja työskenteli1pappina4.

Bayeswasoneoftwopeople(theotherwasBlaisePascal)whohadamajorinfluenceontheearlydevelopmentofprobabilitytheoryandstatistics.

Personalcontribution

Bayesmainlystudiesprobabilitytheoryinmathematics.Hefirstappliedtheinductivereasoningmethodtothebasictheoryofprobabilitytheory,andfoundedtheBayesianstatisticaltheory,whichmadecontributionstostatisticaldecisionfunctions,statisticalinference,andstatisticalestimation.Publishedworksinthisareain1763,whichplayanimportantroleinmodernprobabilitytheoryandmathematicalstatistics.Bayes'otherbook"AnIntroductiontotheDoctrineofOpportunity"waspublishedin1758.ManytermsusedbyBayesarestillusedtoday.

Hismaincontributiontostatisticalreasoningistousetheconceptof"inverseprobability"andputitforwardasauniversalreasoningmethod.Bayes'theoremwasoriginallyatheoreminprobabilitytheory.Thistheoremcanbeexpressedbyamathematicalformula,whichisthefamousBayesformula.

In1763,RichardPricecompiledandpublishedBayesianresults"AnEssaytowardssolvingaProblemintheDoctrineofChances",andproposedtheBayesianformula.

AssumingthatB1,B2,...areseveralpossiblepremisesofacertainprocess,thenP(Bi)ispeople’spriorestimateofthelikelihoodofeachpremise,whichiscalledthepre-probability;IfthisprocessyieldsaresultA,thentheBayesianformulaprovidesawayforustomakeanewevaluationofthepreconditionsbasedontheappearanceofA;P(Bi∣A)isbothanewunderstandingoftheprobabilityofappearanceofthepreconditionBi,calledP(Bi∣A)istheposteriorprobability.Afteryearsofdevelopmentandimprovement,theBayesianformulaandthewholesetoftheoriesandmethodsdevelopedtherefromhavebecomeaprobabilisticandstatisticalmethodnamed"Bayes".Schoolofthoughtiswidelyusedinmanyfieldsofnaturalscienceandnationaleconomy.

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