Bayesian probability: The lighthouse problem

In summary, the conversation revolves around a problem involving lighthouse signals and using Bayes' theorem to calculate probabilities. The person asking for help is stuck on questions 2 and 3, but has already found the solution for question 1 and is aware of the need to use Bayes' theorem for the remaining questions. However, they are advised not to use Bayes' theorem for question 2, as the answer is given by the statement about the distribution of azimuths.
  • #1
Niles
1,866
0

Homework Statement


Hi all.

Please take a look at this problem: http://web.gps.caltech.edu/classes/ge193/practicals/practical3/Lighthouse.pdf [Broken]

I am stuck at question 2 and 3. For question 1 I get the following:

[tex]
d_k = \beta \tan(\theta_k)+\alpha.
[/tex]

For question 2 and 3, I know I have to use Bayes' sentence for probability density functions (PDF's), so for question 2 I get:

[tex]
p(\theta_k\,\, |\,\, \alpha, \beta) = \frac{p(\alpha,\beta\,\,|\,\,\theta_k)\pi^{-1}}{C},
[/tex]

where C is some constant that normalizes the PDF and I have assumed that the prior probability on [itex]\theta_k[/itex] is [itex]\pi^{-1}[/itex] (I was told to do this).

Could you guys tell me, what the next step is?

Thanks in advance.


Niles.
 
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  • #2
You're not supposed to use Bayes' theorem for #2. The answer to #2 is given by the statement that the pulses are emitted at "random azimuths". This presumably means that [itex]\theta_k[/itex] is uniformly distributed between 0 and [itex]2\pi[/itex].
 
  • #3
Thanks! I'll keep working on it from here.
 

1. What is Bayesian probability?

Bayesian probability is a statistical method that uses prior beliefs or knowledge about a situation, along with new evidence, to calculate the probability of an outcome. It is based on Bayes' theorem, which states that the probability of an event occurring is influenced by prior knowledge and new evidence.

2. What is the lighthouse problem in Bayesian probability?

The lighthouse problem is a classic example used to illustrate the principles of Bayesian probability. It involves a lighthouse that emits a flashing light at a random interval, and a ship that is trying to determine its distance from the lighthouse based on the frequency of the flashes. The problem demonstrates how prior beliefs, or "priors," can be updated with new evidence to make more accurate predictions.

3. How is the lighthouse problem solved using Bayesian probability?

In the lighthouse problem, the ship's prior belief about the distance to the lighthouse is represented by a probability distribution. As the ship receives new evidence in the form of flashes, this prior belief is updated using Bayes' theorem to calculate the posterior probability distribution, which represents the updated belief about the distance to the lighthouse. This process is repeated with each new piece of evidence, resulting in a more accurate prediction of the lighthouse's distance.

4. What are some real-world applications of Bayesian probability?

Bayesian probability is commonly used in fields such as machine learning, artificial intelligence, and data analysis. It can also be applied to decision-making, risk analysis, and medical diagnoses, among others. The use of Bayesian probability allows for the incorporation of prior beliefs and can lead to more accurate predictions and decisions.

5. Are there any limitations to using Bayesian probability?

While Bayesian probability is a powerful and widely applicable method, it does have some limitations. One of the main limitations is the need for accurate prior beliefs, as these can greatly influence the resulting posterior probabilities. Additionally, the calculations involved in Bayesian probability can be complex and time-consuming, making it difficult to use in certain situations. However, with the advancement of technology and computing power, these limitations are becoming less significant.

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