# On a possible generalization of the Beta distribution

Imagine that Alice is flipping a coin with unknown bias $\theta$ and reporting the results to Bob, who is conducting Bayesian inference. If Bob begins with a uniform prior, then his posterior distribution after observing H heads and T tails will be a Beta(H-1,T-1). So far, so good.

Now suppose that instead of reporting the results directly to Bob, Alice observes the $i$th flip and then turns the coin over with probability $p_i$. She then reports the state of the coin, along with the probability $p_i$ that the original toss was altered. From this data, Bob can derive the probability $q_i$ that the $i$th toss was originally Heads. (Briefly, $q_i$ is equal to $1-p_i$ if the reported bit is Heads, and $p_i$ otherwise.) Note that if the error probabilities are zero, then the scenario reduces to the classical setting described in the previous paragraph.

If Bob does proper Bayesian inference from a uniform prior as before, he should have a posterior density of the form:

$$P(\theta|\{q_i\})= \frac{\prod_i (q_i\theta + (1-q_i)(1-\theta))}{\int_0^1\prod_i (q_i\theta' + (1-q_i)(1-\theta'))d\theta'}.$$

Note, again, that if the error probabilities are zero, then each $q$ must be either zero or one and we recover the Beta distribution. We can think of this distribution as a generalization of the Beta distribution to the scenario where observations of a Bernoulli r.v. are made under conditions of uncertainty.

My questions are:

1) Has anyone studied this before? The Beta distribution has apparently been generalized in approximately 30 different ways, but I haven't seen anything that resembles the distribution I derived.

2) Isn't there something odd about the fact that there are no sufficient statistics for the data $\{q\}$? In the limiting case of the Beta distribution where $q_i \in \{0,1\}$ for all $i$, $N$ and $K=\sum_i q_i$ are jointly sufficient to parametrize the distribution. Once we allow $q$ to take on continuous values, the numerator expands into a sum of elementary symmetric polynomials in $\{q_i\}$, and there are no longer any sufficient statistics-- we must remember the value of each $q$.