贝叶斯统计：初学指南

什么是Bayesian Statistics？

Bayesian statistics is a particular approach to applying probability to statistical problems。

在statistical inference上，主要有两派：频率学派和贝叶斯学派。

Frequentist statistics tries to eliminate uncertainty by providing estimates. Bayesian statistics tries to preserve and refine uncertainty by adjusting individual beliefs in light of new evidence.

贝叶斯推理的目标？

produce quantitative trading strategies based on Bayesian models.

在使用贝叶斯理论过程中，我们最基本的公式如下：

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