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Probabilities Probability Distribution Predictor Variables Prior Information New Data Prior and New Data Overview.

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Presentation on theme: "Probabilities Probability Distribution Predictor Variables Prior Information New Data Prior and New Data Overview."— Presentation transcript:

1 Probabilities Probability Distribution Predictor Variables Prior Information New Data Prior and New Data Overview

2 Medieval Times: Dice and Gambling

3 Modern Times: Dice and Games/Gambing

4 Dice Probabilities 1616 =16.7% 123456 1234567 2345678 3456789 45678910 56789 11 6789101112 1 36 = 2.78% 6 36 =16.78% Dice Outcome are Independent Sum

5 Dice Probabilities 123456 1234567 2345678 3456789 45678910 56789 11 6789101112 Probability Distribution

6 Blaise Pascal 1600’s: Probability & Gambling one "6" in four rolls one double-six in 24 throws Do these have equal probabilities? Chevalier de Méré

7 Prediction Model: Dice 1616 =16.7% Y = ? No Predictor Variables

8 Prediction Model: Heights ChildHeight = FatherHeight + MotherHeight + Gender + Ɛ Predictor Variables!!! Linear Regression invented in 1877 by Francis Galton

9 Prediction Model: Logistic Logistic Regression invented in 1838 by Pierre-Francois Verhulst

10 Probability & Classification: Gender ~ Height Let’s Invert the Problem – “Given Child Height What is the Gender?” and Pretend its 1761 – Before Logistic Regression Gender ChildHeight (Categorical)(Continuous)

11 1761: Bayesian Probability Distribution New Data Probability Female Probability Male Height of the Person = Data Prior (X) Data Prior (X) 60 67.575 = Gender Prior (X) Child Height 66.5

12 Bayesian Formulas 0.49 0.51 Same for both female and male

13 Normal Distribution and Probability D D 69.2 65.5 61.3 2.6

14 Bayesian Formulas 60 67.5 75 66.5 6.884877 5.549099 D D D

15 Bayesian Formulas – Excel D

16 Naïve Bayes 84.1%

17 Naïve Bayes

18 Probability: Gender ~ Height + Weight + FootSize

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