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Trying to understand Bayes and Hypothesis
Posted:
Feb 18, 2013 5:34 AM
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Hello,
I am confused with the usage of Bayes with model selection.
I frequently see the following notation:
P(H | D) = P(D | H)*P(H) / P(D) where H is hypothesis and D is data.
It's Bayes rule. What I don't understand is the following. If in reality D ~ N(m,v) and my hypothesis is that D ~ (m',v) where m is different from m' and if all hypothesis are equally likely
P(D) = sum P(D|H)*P(H)dH is not equal to true P(D), or is it?
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