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050概率困难数值题long

Noisy Signal Detection and Evidence Threshold

题目

A hidden signal SS is equally likely to be +1+1 or 1-1. At each time step you receive a noisy reading: if S=+1S = +1 the reading is +1+1 with probability 23\frac{2}{3} and 1-1 with probability 13\frac{1}{3}; if S=1S = -1 the reading is 1-1 with probability 23\frac{2}{3} and +1+1 with probability 13\frac{1}{3}. Readings are conditionally independent given SS.

(a) You observe the sequence (+1,+1,1)(+1, +1, -1). Find the posterior probability P(S=+1observations)P(S = +1 \mid \text{observations}).

(b) Starting from the uniform prior, what is the minimum number nn of consecutive +1+1 readings required so that P(S=+1n consecutive +1)>0.95P(S = +1 \mid n \text{ consecutive } +1) > 0.95?

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你的答案

a

b