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Frequency probability : ウィキペディア英語版
Frequentist probability

Frequentist probability or frequentism is a standard interpretation of probability; it defines an event's probability as the limit of its relative frequency in a large number of trials. This interpretation supports the statistical needs of experimental scientists and pollsters; probabilities can be found (in principle) by a repeatable objective process (and are thus ideally devoid of opinion). It does not support all needs; Gamblers typically require estimates of the odds without experiments.
The development of the frequentist account was motivated by the problems and paradoxes of the previously dominant viewpoint, the classical interpretation. In the classical interpretation, probability was defined in terms of the principle of indifference, based on the natural symmetry of a problem, so, ''e.g.'' the probabilities of dice games arise from the natural symmetric 6-sidedness of the cube. This classical interpretation stumbled at any statistical problem that has no natural symmetry for reasoning.
==Definition==
In the frequentist interpretation, probabilities are discussed only when dealing with well-defined random experiments (or random samples).〔 Neyman's derivation of confidence intervals embraced the measure theoretic axioms of probability published by Kolmogorov a few years previously and referenced the subjective (Bayesian) probability definitions of Jeffreys published earlier in the decade. Neyman defined frequentist probability (under the name classical) and stated the need for randomness in the repeated samples or trials. He accepted in principle the possibility of multiple competing theories of probability while expressing several specific reservations about the existing alternative probability interpretation.〕 The set of all possible outcomes of a random experiment is called the sample space of the experiment. An event is defined as a particular subset of the sample space to be considered. For any given event, only one of two possibilities may hold: it occurs or it does not. The relative frequency of occurrence of an event, observed in a number of repetitions of the experiment, is a measure of the probability of that event. This is the core conception of probability in the frequentist interpretation.
Thus, if n_t is the total number of trials and n_x is the number of trials where the event x occurred, the probability P(x) of the event occurring will be approximated by the relative frequency as follows:
:P(x) \approx \frac.
Clearly, as the number of trials is increased, one might expect the relative frequency to become a better approximation of a "true frequency".
A claim of the frequentist approach is that in the "long run," as the number of trials approaches infinity, the relative frequency will converge ''exactly'' to the true probability:〔von Mises, Richard (1939) ''Probability, Statistics, and Truth'' (in German) (English translation, 1981: Dover Publications; 2 Revised edition. ISBN 0486242145) (p.14)〕
:P(x) = \lim_\frac.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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