Aufgaben

  1. Aufgabe

    In einer Lostrommel befinden sich “sehr viele” Lose, davon ein Anteil pp Treffer (und 1p1-p Nieten), mit zunächst p=0.01p=0.01.

    Sie kaufen n=10n=10 Lose.

    1. Wie groß ist die Wahrscheinlichkeit für genau k=0,1,...,10k=0,1,...,10 Treffer?
    2. Sagen wir, Sie haben 3 Treffer in den 10 Losen. Yeah! Jetzt sei pp unbekannt und Sie sind indifferent zu den einzelnen Werten von pp. Visualisieren Sie die Posteriori-Wahrscheinlichkeitsverteilung mit ca. 100 Gridwerten. Was beobachten Sie?
    3. Variieren Sie nn, aber halten Sie die Trefferquote bei 1/3. Was beobachten Sie?

    Nutzen Sie die Gittermethode. Treffen Sie Annahmen, wo nötig.


  2. Aufgabe

    Die Binomialverteilung wird in Lehrbüchern häufig mit Münzwürfen motiviert. In Statistical Rethinking muss ein Globus herhalten (also ein Zufallsexperiment mit den Ergebnissen Wasser und Land unter dem Zeigefinger).

    Die Beispiele sind ja gut und schön. Aber was hat das mit der Praxis zu tun? Gute Frage. Nennen Sie Beispiele aus Berufsfeldern der AWM, für die die Binomialverteilung relevant ist.

    Sie müssen nichts rechnen, nur Beispiele nennen.


  3. Aufgabe

    This question is taken from McElreath, R. (2020). Statistical rethinking: A Bayesian course with examples in R and Stan (2. Ed.). Taylor and Francis, CRC Press.

    2E4. The Bayesian statistician Bruno de Finetti (1906–1985) began his 1973 book on probability theory with the dedication: “PROBABILITY DOES NOT EXIST.” The capitals appeared in the original, so I imagine de Finetti wanted us to shout this statement. What he meant is that probability is a device for describing uncertainty from the perspective of an observer with limited knowledge; it has no objective reality. Discuss the globe tossing example from the chapter, in light of this statement. What does it mean to say “the probability of water is 0.7”?


  4. Aufgabe

    This question is taken from McElreath, R. (2020). Statistical rethinking: A Bayesian course with examples in R and Stan (2. Ed.). Taylor and Francis, CRC Press.

    2M1. Recall the globe tossing model from the chapter. Compute and plot the grid approximate posterior distribution for each of the following sets of observations. In each case, assume a uniform prior for p.

    1. WWW
    2. WWWL
    3. LWWLWWW

  5. Aufgabe

    This question is taken from McElreath, R. (2020). Statistical rethinking: A Bayesian course with examples in R and Stan (2. Ed.). Taylor and Francis, CRC Press.

    Recall the globe tossing model from the chapter. Compute and plot the grid approximate posterior distribution for each of the following sets of observations. In each case, assume a uniform prior for p.

    Data:

    1. WWW
    2. WWWL
    3. LWWLWWW

    Now assume a prior for p that is equal to zero when p < 0.5 and is a positive constant when p ≥ 0.5. Again compute and plot the grid approximate posterior distribution for each of the sets of observations in the problem just above.


  6. Aufgabe

    This question is taken from McElreath, R. (2020). Statistical rethinking: A Bayesian course with examples in R and Stan (2. Ed.). Taylor and Francis, CRC Press.

    2M3. Suppose there are two globes, one for Earth and one for Mars. The Earth globe is 70% covered in water. The Mars globe is 100% land. Further suppose that one of these globes—you don’t know which—was tossed in the air and produced a “land” observatiion. Assume that each globe was equally likely to be tossed. Show that the posterior probability that the globe was the Earth, conditional on seeing “land” (Pr(Earth|land)), is 0.23.


  7. Aufgabe

    This question is taken from McElreath, R. (2020). Statistical rethinking: A Bayesian course with examples in R and Stan (2. Ed.). Taylor and Francis, CRC Press.

    2M4. Suppose you have a deck with only three cards. Each card has only two sides, and each side is either black or white. One card has two black sides. The second card has one black and one white side. The third card has two white sides. Now suppose all three cards are placed in a bag and shuffled. Someone reaches into the bag and pulls out a card and places it flat on a table. A black side is shown facing up, but you don’t know the color of the side facing down. Show that the probability that the other side is also black is 2/3. Use the counting method (Section 2 of the chapter) to approach this problem. This means counting up the ways that each card could produce the observed data (a black side faceing up on the table).


  8. Aufgabe

    This question is taken from McElreath, R. (2020). Statistical rethinking: A Bayesian course with examples in R and Stan (2. Ed.). Taylor and Francis, CRC Press.

    2M5. Now suppose there are four cards: B/B, B/W, W/W, and another B/B. Again suppose a card is drawn from the bag and a black side appears face up. Again calculate the probability that the other side is black.


  9. Aufgabe

    This question is taken from McElreath, R. (2020). Statistical rethinking: A Bayesian course with examples in R and Stan (2. Ed.). Taylor and Francis, CRC Press.

    2M6. Imagine that black ink is heavy, and so cards with black sides are heavier than cards with white sides. As a result, it’s less likely that a card with black sides is pulled from the bag. So again assume there are three cards: B/B, B/W, and W/W. After experimenting a number of times, you conclude that for every way to pull the B/B card from the bag, there are 2 ways to pull the B/W card and 3 ways to pull the W/W card. Again suppose that a card is pulled and a black side appears face up. Show that the probability the other side is black is now 0.5. Use the counting method, as before.


  10. Aufgabe

    This question is taken from McElreath, R. (2020). Statistical rethinking: A Bayesian course with examples in R and Stan (2. Ed.). Taylor and Francis, CRC Press.

    2M7. Assume again the original card problem, with a single card showing a black side face up. Before looking at the other side, we draw another card from the bag and lay it face up on the table. The face that is shown on the new card is white. Show that the probability that the first card, the one showing a black side, has black on its other side is now 0.75. Use the counting method, if you can. Hint: Treat this like the sequence of globe tosses, counting all the ways to see each observation, for each possiible first card.