样本量 vs 信号强度:谁的证据更强
Sample Size vs. Signal Strength
题目详情
An urn contains six balls - - three red and three blue. One of these balls let us call it ball A - - is selected at random and permanently removed from the urn without the color of this ball being shown to an observer. This observer may now draw successively - - at random and with replacement a number of individual balls (one at a time) from among the five remaining balls, so as to form a noisy impression about the ratio of red vs. blue balls that remained in the urn after A was removed.
Peter may draw a ball six times, and each time the ball he draws turns out to be red. Paula may draw a ball 600 times; 303 times she draws a red ball, and 297 times a blue ball. Clearly, both will tend to predict that ball A was probably blue. Which of them- if either- has the stronger empirical evidence for his/her prediction?
解析
两人的证据强度相同。
若 A 被拿走的是蓝球,则剩余为 3 红 2 蓝,每次抽红概率 ;若拿走红球,则每次抽红概率 。
观测到 次红、 次蓝(放回抽样,独立)时,似然比为
只依赖差值 。
Peter:;Paula:,因此证据完全一样。
若先验 ,则后验 odds 为 ,所以