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Think Bayes ―プログラマのためのベイズ統計入門
book

Think Bayes ―プログラマのためのベイズ統計入門

by Allen B. Downey, 黒川 利明
September 2014
Intermediate to advanced
236 pages
4h 17m
Japanese
O'Reilly Japan, Inc.
Content preview from Think Bayes ―プログラマのためのベイズ統計入門
66
6
決定分析
このモデルを実装するクラス
Player
は、次のようになる。
class Player(object):
def
__
init
__
(self, prices, bids, diffs):
self.pdf_price = thinkbayes.EstimatedPdf(prices)
self.cdf_diff = thinkbayes.MakeCdfFromList(diffs)
mu = 0
sigma = numpy.std(diffs)
self.pdf_error = thinkbayes.GaussianPdf(mu, sigma)
ここで
prices
は、ショーケースの値段の並び、
bids
は推定値の並び、
diffs
は差異
diff
の並びである。念のために、
diff = price - bid
である。
pdf_price
KDE
で推測した値段の
PDF
を円滑化したものである。
cdf_diff
diff
の累積分布で、図6-2で見たものである。
pdf_error
は誤差分布を特徴付ける
PDF
あり、
error = price - guess
である。
diff
の分散を使って、
error
の分散を推定する。この推定は、出場者が出す推測
値が戦略的なことがあるので、完全ではない。例えば、
Player2
Player1
が実際の値
段を上回ったと思ったなら、非常に低い値段を出すかもしれない。その場合、
diff
error
を反映していない。このようなことが頻発するなら、観察さ
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Publisher Resources

ISBN: 9784873116945Other