Linked Questions
12 questions linked to/from How to define prior for beta-binomial A/B test
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How can we model a continuous coin tossing system to predict next tossing result and having a variable bias in the coin [duplicate]
Let's assume we have an unfair coin and a machine that toss it continuously. We counted the number of tandem heads. Whenever it's head we count 1, if it's head again, counter goes to two and so on. ...
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What is the intuition behind beta distribution?
Disclaimer: I'm not a statistician but a software engineer. Most of my knowledge in statistics comes from self-education, thus I still have many gaps in understanding concepts that may seem trivial ...
21
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1
answer
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Choosing between uninformative beta priors
I am looking for uninformative priors for beta distribution to work with a binomial process (Hit/Miss). At first I thought about using $\alpha=1, \beta=1$ that generate an uniform PDF, or Jeffrey ...
10
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1
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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 ...
11
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1
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Formula for Bayesian A/B Testing doesn't make any sense
I'm using the formula from Bayesian ab testing in order to compute results of AB test using Bayesian methodology.
$$ \Pr(p_B > p_A) = \sum^{\alpha_B-1}_{i=0} \frac{B(\alpha_A+i,\beta_B+\beta_A)}{(\...
5
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Calculating probability that a probability of heads lies in a given interval
Suppose you flip a coin $n$ times and you get heads $x$ times where $x < n$.
By what confidence can you say that the probability of the coin showing heads during a random toss lies between $U_1$ ...
4
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3
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Bayesian prior via cross validation
I have a particular problem where I am using Bayesian techniques to estimate parameters of a distribution of a random variable.
I would like to use an external source of data to determine an ...
2
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1
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Arm package: BayesGLM prior
I am modelling a logistic binomial response with around 10 (continuous and categorical) explanatory variables.
I would like to model it as a bayesian glm and had a look at the bayesglm function on ARM ...
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1
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How does the beta prior - binomial conjugate theory hold in classifiers?
In our machine learning class, we were given an example of a naive bayes classifier. Say, you classify a day as being good/bad depending on 2 conditions (the "X" input) - weather(X1 - hot/cold) and ...
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1
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bayesian update of continuous beliefs
I know that the very similar question has been asked many times, but I hope that somebody can explain the mechanics in simple terms.
Let's say there is a population of N=1000 people. A certain share <...
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1
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In a Beta-Binomial 'Bayesian' A/B test, is it possible to add a third, fourth, etc. recipe?
For context: How to define prior for beta-binomial A/B test
For P(A > B), you can draw samples from A's posterior and B's posterior and then count the number of times the sample from A is greater ...
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Confidence boundaries for an AB test [closed]
Given an AB-test, I have two variants running over a certain timeperiod gathering data. I split the time period up in smaller frames and cumulative add the population for the given variant as well as ...