How Can Carl Use Maximum a Posteriori to Estimate His Book Preferences?

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In summary: Simplifying this equation, we get:0.6 * (20 choose x) * 0.8^x * 0.2^(20-x) * x + 0.4 * (20 choose x) * 0.9^x * 0.1
  • #1
marcadams267
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Here's the problem:

Suppose that Carl wants to estimate the proportion of books that he likes, denoted by πœƒ. He modeled
πœƒ as a probability distribution given in the following table. In the year 2019, he likes 17 books out of a
total of 20 books that he read. Using this information, determine πœƒΜ‚ using Maximum a Posteriori method.
_____________
πœƒ | 0.8 | 0.9 |
𝑝(πœƒ )| 0.6 |0.4 |
_____________

My attempt at a solution:
I know I have to use Bayes theorem to solve this, so the equation is:
f(πœƒ |x) = (f(πœƒ )f(x|πœƒ ))/f(x).

So next, I have to find f(πœƒ ) and f(x|πœƒ ) and realize that f(x) is the marginal pdf of x - which I can solve by
integrating f(πœƒ )f(x|πœƒ )dπœƒ

However, I'm stuck on the first step as I'm not entirely sure how to express the data on the table as the pdf f(πœƒ ) and the conditional probability f(x|πœƒ ).
While I can reasonably attempt the math, I would like help translating the words of this problem into actual equations that I can use to solve the problem. Thank you
 
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for your assistance.To start, we can define the variables as:

πœƒ - proportion of books that Carl likes
x - number of books liked by Carl in a given year

We are given the following information:

- Carl likes 17 out of 20 books in the year 2019
- πœƒ is modeled as a probability distribution with two possible values: 0.8 and 0.9
- The corresponding probabilities for πœƒ are given as 0.6 and 0.4, respectively

From this, we can express the probability distribution f(πœƒ) as:

f(πœƒ) = 0.6 if πœƒ = 0.8
f(πœƒ) = 0.4 if πœƒ = 0.9

Next, we can express the conditional probability f(x|πœƒ) as the probability of getting x successes (books liked by Carl) given a specific value of πœƒ. In this case, we can use the binomial distribution as follows:

f(x|πœƒ) = (20 choose x) * πœƒ^x * (1-πœƒ)^(20-x)

Now, we can substitute these values into the Bayes theorem equation:

f(πœƒ|x) = (f(πœƒ)*f(x|πœƒ))/f(x)

We can solve for f(x) by integrating f(πœƒ)*f(x|πœƒ) over all possible values of πœƒ (0.8 and 0.9):

f(x) = ∫ (f(πœƒ)*f(x|πœƒ)) dπœƒ
= (0.6 * (20 choose x) * 0.8^x * 0.2^(20-x)) + (0.4 * (20 choose x) * 0.9^x * 0.1^(20-x))

Now, to find πœƒΜ‚ using Maximum a Posteriori method, we need to find the value of πœƒ that maximizes the posterior probability f(πœƒ|x). In other words, we need to find the value of πœƒ that makes f(πœƒ|x) as large as possible.

This can be achieved by taking the derivative of f(πœƒ|x) with respect to πœƒ
 

1. What is Maximum a posteriori (MAP) estimation?

Maximum a posteriori (MAP) estimation is a statistical method used to estimate the most probable values of unknown parameters in a statistical model, based on a combination of prior knowledge and observed data. It is a Bayesian approach that aims to find the parameter values that maximize the posterior probability distribution.

2. How is MAP different from Maximum Likelihood Estimation (MLE)?

MAP is similar to MLE in that both methods aim to find the most probable values of unknown parameters. However, MAP incorporates prior knowledge about the parameters, while MLE does not. This means that MAP can provide more accurate estimates, especially when the amount of data is limited.

3. What is the role of the prior distribution in MAP estimation?

The prior distribution in MAP estimation represents our beliefs about the values of the unknown parameters before observing any data. It is combined with the likelihood function, which represents the probability of the observed data given the parameter values, to calculate the posterior distribution. The prior distribution helps to regularize the estimates and can provide more accurate results when the data is limited.

4. How is the posterior distribution used in MAP estimation?

The posterior distribution in MAP estimation is used to find the most probable values of the unknown parameters. This is done by finding the maximum of the posterior distribution, which is also known as the MAP estimate. The posterior distribution takes into account both the prior knowledge and the observed data, making it a more accurate estimate compared to the prior or likelihood alone.

5. What are the advantages and disadvantages of using MAP estimation?

One advantage of MAP estimation is that it can provide more accurate estimates compared to other methods, especially when the amount of data is limited. Additionally, MAP allows for the incorporation of prior knowledge, which can improve the accuracy of the estimates. However, MAP requires the specification of a prior distribution, which can be difficult or subjective. It also assumes that the prior and likelihood functions are well-behaved, which may not always be the case.

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