Tagged Questions

The beta-binomial is a discrete distribution on 0, 1, ..., *n* where the probability of success in a binomial distribution (*p*) is itself drawn from a beta distribution.

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Statistical Test for Two-Alternative Forced Choice Task (2AFC)

I conducted a learning experiment and assessed whether participants learned with a two-alternative forced choice (2AFC) task consisting of 100 items (25 items of category 1, 25 of category 2, items of ...
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Recursive Bayesian Estimation, $p(C_k|\mathbf{x})$ as (discrete) likelihood

I''ve been struggeling with this problem for the last couple of days. The main goal is to use the probabilistic classification output $p(C_k|\mathbf{x})$, from for example a logistic regression, to ...
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Difference test for beta–binomial variables

Let $X \sim \textrm{Beta–Binomial}(\alpha_1, \beta_1, n)$ and $Y \sim \textrm{Beta–Binomial}(\alpha_2, \beta_2, n)$ and write $\mu_1 = \frac{\alpha_1}{\alpha_1 + \beta_1}$, $\phi_1 = \alpha_1 ...
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Confusion between empirical Bayes and Hierarchical Bayes Model for beta-binomial model

I am confuse with difference between empirical Bayes method and hierarchical Bayes method. Take an example (ref : http://www.cs.cmu.edu/~xuerui/papers/ctr.pdf). Suppose we have : $C$ is the ...
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41 views

Generalized Binomial Models

With the standard Binomial probability distribution we consider n trials each with a probability of success p. This can be somewhat generalized to the Beta-Binomial Distribution which is effectively ...
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1answer
40 views

Sum of Beta-Bernoulli variables

Assume you have $x_i \sim \operatorname{Bernoulli}(p_i)$ with $p_i \sim \operatorname{Beta}(\alpha,\beta)$. I am exploring $Z=X_1+ \dots +X_n$ According to this page, it is $Z \sim ...
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1answer
99 views

Properly interpret the alpha / beta parameters in the Beta Distribution

For quite a while I believed that the proper interpretation of a Beta distribution with $\alpha$ and $\beta$ is: "what is the most likely $P$ given $\alpha -1 $ success (heads), and $\beta -1 $ of ...
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37 views

Beta Distribution with Random Shape Parameters (Binomial or Poisson Binomial)

I've run into an interesting model into some of my research and I was hoping somebody with more mileage can point me to any resources or other applications. I'm familiar with the Beta-Binomial, but ...
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Should I use a beta-binomial or binomial glmm?

I have several data sets on wildlife disease incidence. One of the issues with my dependent variable is that it represents only current infection status, therefore 0 (no disease) can represent either ...
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2answers
120 views

How to specify a Bayesian binomial model with shrinkage to the population?

Problem I’m currently working on a problem where I have count data for $n$ items in the following form: ...
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1answer
271 views

When to terminate the Bayesian A/B test?

I'm trying to do A/B testing the Bayesian way, as in Probabilistic Programming for Hackers and Bayesian A/B tests. Both articles assume that the decision maker decides which of the variants is better ...
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1answer
62 views

Is the beta-binomial distribution a conjugate prior for some distribution?

The beta distribution is conjugate prior for the binomial distribution. Is the beta-binomial distribution a conjugate prior for some sampling distribution?
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1answer
83 views

How to know dispersion if $\mu$ is close to or below 0 (chance-corrected beta-binomial model)

Background In sensory science, "replication" means having a panelist in a taste panel do multiple rounds of the same test. You cannot just count those additional rounds as additional panelists, ...
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1answer
134 views

Beta distribution and beta binomial distribution

What is the difference or relation between beta distribution, beta binomial distribution and binomial distribution?
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0answers
324 views

Distribution of the sum of two independent Beta-Binomial variables

Consider two independent discrete random variables $y_1$ and $y_2$, both distributed with a Beta-Binomial distribution, with different number of successes $n_1$ and $n_2$ but the same parameters $a$ ...
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2answers
2k views

What is the appropriate model for underdispersed count data?

I am trying to model count data in R that is apparently underdispersed (Dispersion Parameter ~ .40). This is probably why a glm with ...
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1answer
508 views

Understanding the multilevel / random-effects beta-binomial regression model

Suppose we have an outcome variable $y_{ji}$ which is a count of behaviors performed by group $j$ in round $i$, for $j = 1,...,n$ and $i = 1,...,8$. The outcome $y_{ji}$ counts are non-independent ...
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2answers
249 views

Update rule for beta distribution with fixed K/confidence/sample size

Normally you have a beta distribution with shape parameters $a$ and $b$. The mean of this distribution is $a / (a + b)$ and the sample size, or the confidence (or K) is $a + b$. Now, if you do some ...
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3answers
805 views

Use Bayesian hierarchical model to predict new data points

I have a data set $(n_i,y_i),i=0,...,10$. I modeled it as a Bayesian hierarchical beta-binomial model. $y_i∼Binomial(n_i,p_i)$ and $p_i∼Beta(\alpha,\beta)$. I have used MCMC to estimate $\alpha$ and ...
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1answer
338 views

Estimate beta binomial distribution

I have a dataset as follows: ni-xi 76 48 38 19 20 14 26 29 39 45 38 36 32 34 26 21 23 12 24 18 14 61 35 21 32 20 89 30 34 35 xi 0 0 16 26 1 8 23 19 24 16 16 19 0 0 0 6 8 3 5 9 5 0 34 ...
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1answer
175 views

prior distribution to the binomial distribution probability distributions urn model

I have an infinite population with unknown mean of successes and failures. I'm drawing 400 times from the population and get 400 successes. Now I want to generate random estimates for the true mean of ...
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1answer
143 views

Which distributions on [0,1] other than the beta distribution form nice compounds with the binomial distribution?

For which distributions x, other than beta, is the x-binomial distribution nice? The beta and binomial distributions are famously conjugate but I am curious if other non-conjugate distributions will ...
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610 views

Types of dispersion parameter for binomial data

For a model with a binomial proportion as response variable, which is fitted with according to a binomial distribution, a dispersion parameter $\phi$ can be calculated, which is equal to the sum of ...
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3answers
387 views

Beta binomial Bayesian updating over many iterations

I'm using a beta binomial updating model for a piece of code that I am writing. The software is real time updating - meaning that data is continually being gathered and after N data points are ...
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1answer
304 views

What happens with the beta-binomial distribution, when n approaches infinity?

Short question: What happens to the beta-binomial distribution, when n increases to infinity? Is there a count distribution arising like it's for the classical binomial distribution?
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1answer
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Fitting a beta-binomial model in the case of overdispersion in R

I'm estimating some count data. I have counts for say $m=100$ individuals. Unfortunately when using the Poisson regression overdispersion occurs. So I was thinking to fit a negbin model. But this is ...
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368 views

Fast integration of a posterior distribution

I wish to infer the posterior distribution on the probability of success $\theta$ in some binomial process, the twist being that I know that $\theta$ lies in the interval [0.5, 1]. The trouble is ...
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4answers
5k views

Relationship between Binomial and Beta distributions

I'm more of a programmer than a statistician, so I hope this question isn't too naive. It happens in sampling program executions at random times. If I take N=10 random-time samples of the program's ...
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1answer
170 views

Aggregation of propensity scores with varying reliability

When trying to estimate the number of sampling units with an attribute, is there a good algebraic way to aggregate over propensity scores for that attribute which each have their own error? For ...
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2answers
656 views

Updating a beta-binomial

Suppose I'm modeling a set of processes using a beta-binomial prior. I can build parameterized beta-binomial models that average over large groups of the processes to give reasonable, although coarse, ...
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3answers
1k views

Estimating beta-binomial distribution

Suppose that I culture cancer cells in n different dishes g₁, g₂, … , gn and observe the number of cells ni in each dish that look different than normal. The total number of cells in dish gi is ti. ...