alled so because it is irrelevant with data collection and model
ion. These a priori probabilities are assumed to exist before data
n as well as model construction.
ve interpretation of the a priori probabilities is the proportions of
ts belonging to two classes. Suppose the a priori probabilities of
ass problem are denoted by ߨ and ߨ. If two classes have the
mber of data points, the simplest expression of two a priori
ties is an identical a priori probability, i.e., ߨൌߨൌ 0.5.
there are n data points for the class A and m data points for the
where ്݊݉. The simplest expressions of two a priori
ties are ߨൌ݊ሺ݊݉ሻ
⁄
and ߨൌ݉ሺ݊݉ሻ
⁄
for two classes,
ely. However, there are some slightly sophistic methods to
these a priori probabilities, such as the use of the Bayesian
approach. Two a priori probabilities must satisfy the following
s,
ߨߨ≡1
ߨ, ߨ0
(3.14)
e same time, a discriminant model is constructed based on a
data set. This process is named as an experiment, which has
o do with the a priori probabilities. In other words, the commonly
ximum likelihood process of model parameter optimisation of a
ation model will not utilise any knowledge from the a priori
ties. The two sets are independent from each other during a
process. Such an experimental outcome, i.e., a discrimination
s commonly called an empirical likelihood function or an
model because it is data-dependent.
d on two densities and two a priori probabilities and an empirical
he posterior probabilities ( and ) for two classes can be
A posterior probability model is a convolution between the a
obabilities and the likelihoods derived from an empirical model.
y, the posterior probabilities are derived in a post-experiment
Rather than defining an arbitrary threshold to make decisions or
likelihood function for decision making, using the posterior