Questions tagged [beta-binomial]

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.

Filter by
Sorted by
Tagged with
0
votes
0answers
17 views

Analytical power analysis of a binomial RCT

I have a certain population of users of my free app, with new ones installing every day. I want to run an RCT on them, specifically measuring the impact of some change on their conversion rate (i.e. ...
0
votes
0answers
20 views

Estimate binomials given monotonic probabilities

I am given $N$ ordered coins and for each coin $i=1,..,N$ some trials $X_i \sim Bin(n_i, p_i)$. The coins are ordered in the sense that I know a priori that $0\leq p_1\leq p_2 \leq ... \leq p_N \leq 1$...
2
votes
1answer
36 views

Bayesian Estimation, What is Equivalent Sample Size or Imaginary Sample Size?

I am trying to understand the formula given in the book Bayesian Networks, With Examples in R, by Marco Scutari & Jean-Baptiste Denis. The formula estimates the parameters of a categorical ...
0
votes
0answers
9 views

Confidence interval bounds for BIN(1,p)

Consider the confidence interval bounds (p L , p u ) for BIN(1, p). In this caseT =ΣXi ~ BIN(n, p) is sufficient for p. To apply the cdf pivoting method, solve pbinom(t; n, p U) = α/2 1 − pbinom(t −...
2
votes
1answer
63 views

Relationship between Binomial distribution and the Beta distribution [duplicate]

I have been investigating the details of the Beta distribution and the Binomial distribution and have 2 questions to ask, but first a slight preamble to explain the background to my questions. In the ...
0
votes
0answers
23 views

Estimating prior sd for the parameter p of a beta binomial regression

I am trying to implement model checks for a Bayesian beta binomial model using the workflow suggested by Betancourt (https://betanalpha.github.io/assets/case_studies/principled_bayesian_workflow.html#...
1
vote
0answers
23 views

How can I understand if my Beta Distribution is converging?

I am evaluating a Bayes AB Test on 2 variants, A and B. I then plotted a graph which shows the Probability of B is better than A on a daily basis. My worry comes in on the topic of 'peeking'. Let's ...
0
votes
1answer
32 views

Probability that the same r.v. generates the rth order statistic in one noise-added set, and the sth order statistic in another noise-added set

(Note: The title is confusing, as I have no idea if a name / short description exists for the setting below. I'm open to pointers and/or suggestions.) Setting Let $X_1, ..., X_N \overset{i.i.d.}{\...
0
votes
1answer
88 views

PyMC's treatment of shape versus deterministic data, when a random variable's parameter is vector-valued

I'm working on a problem with PyMC3 that makes me think I need to better understand how it deals with random variables whose parameters are vector-valued. Data description and problem setup I have $...
2
votes
0answers
86 views

OLRE's vs. Beta Binomial Model for Overdispersed Mixed Effect logistic regression with proportion data?

this is a long post, as I wanted to be sure to provide all relevant information regarding my data, model, the methods that I have tried so far, and my diagnostic plots. If there are ways I should ...
2
votes
1answer
127 views

Beta-Binomial regression or Poisson-Gamma model to account for uncertainty in (empricial Bayesian) prior? Explained in simple terms?

I have a dataset of $m$ individuals. For each individual $m$ I have $n_m$ (binomial ) observations with $s_m$ corresponding to the number of 'successes'. I use this data to fit a beta-binomial ...
3
votes
0answers
53 views

How to model qualitative body condition scores? Ordinal logistic regression?

I am after some advice on how to model qualitative animal body condition scores? My overarching research question relates to comparing the body condition of animals across seasons, locations, age ...
0
votes
2answers
82 views

Confidence interval for beta-binomial distribution with restricted range

Based on guidance provided below I have revised my question. How would I calculate a 95% CI for the mean of a beta-binomial distribution that ranges between 0 and 5 and can only have values that are ...
2
votes
0answers
84 views

Can I construct a GAM in R for beta binomial data where the response is aggregated?

I have beta-binomial data pi = ri/ni and wish to construct a GAM using R. My data has columns {Case, X1...Xn, R, N} Initial thought Stack Successes(1) & Fail(0) use mgcv:gam with weights ri &...
0
votes
0answers
71 views

Binomial Logistic-Normal Updating

I've been considering how sports with binary outcomes might be modelled e.g. the probability of a tennis player winning a point on serve. In text books the usual Bayesian approach uses the beta-...
1
vote
1answer
97 views

Bayes prior and posterior distribution

Let's assume we have prior distribution beta with parameters 2,50. Let's just say it's prior knowledge of sign up rates for our product. Then we have two binomial models A and B, which both samples ...
0
votes
0answers
23 views

Bayesian updating via priors

Currently learning about using the Beta distribution and the Beta-Binomial distribution in Bayesian inference. I am confused regarding the following statement: $f(p | X=k)=\frac{P(X=k|p)f(p)}{P(X=k)}...
4
votes
3answers
420 views

Does order of events matter in Bayesian update?

I'm wondering whether the order of events can lead to different Bayesian update. For example, consider a coin-tossing problem with unknown $p$, the probability of Head. Initially, $p$ is known to ...
1
vote
1answer
73 views

Conditional probability of tossing coins with uncertain head probability

Suppose there are two coins A and B. When tossing a coin $i$, "head" happens with probability $p_i$. The problem is that $p_i$ itself is a random variable. Say that the associated probability ...
0
votes
1answer
58 views

Bayesian inference for a conditional probability

I'm simplifying my research question and want to know whether the question can be properly modeled or not. Suppose we have two coins $X_1,X_2$ and assume that the outcomes are possibly correlated. ...
0
votes
1answer
89 views

Calculating the parameters of a Beta-Binomial distribution using the mean and variance

I'm trying to do the same thing that was done in this question: Calculating the parameters of a Beta distribution using the mean and variance for the Beta-Binomial distribution for which the mean is ...
0
votes
0answers
73 views

Multi-armed bandit where you must pull N pulls in T timesteps

Multi-armed bandit where you must pull N pulls in T timesteps Consider the beta-Bernoulli multi-armed bandit, with the following wrinkle: We have a total of $T$ time steps. We must pull $N$ pulls ...
0
votes
0answers
24 views

Bayesian estimation of weighted proportion

Having bayesian estimates of a proportion is relatively easy. You model that proportion as a binomial variable, you choose a beta-binomial prior and by using the likelihood you obtain a beta-binomial ...
2
votes
2answers
209 views

How do I carry out a significance test with Tarone's Z-statistic?

Context In this blog the author suggests using Tarone's Z-statistic to test for overdispersion in a binomial model to determine whether or not it is necessary to use a beta-binomial model instead. In ...
2
votes
1answer
33 views

Can (log-)likelihood be used to compare a binomial model to its beta-binomial equivalent?

In this article the author talks about fitting beta-binomial models to data when the there data is over-dispersed relative to the assumptions of a model with binomial errors. Near the end they present ...
1
vote
0answers
23 views

How to fit a Beta-Binomial Distribution to a dataset [duplicate]

I have a data set which is defined over positive integers and I have reasons to believe it follows a beta-binomial distribution. I am aware there is the ...
0
votes
1answer
34 views

Binomial distribution for randomly drawn probabilities

Setting Probability theory can be a weird place sometimes. Here I was, confident in my insane math skills, trying to solve the following problem: Let $N, \alpha$ and $\beta$ be given. ...
0
votes
1answer
60 views

Beta-binomial Model with missing values

I have read http://www.sumsar.net/blog/2018/12/visualizing-the-beta-binomial/ this simple explanation of how the posterior is changing while more data are added: in this visualization there are six ...
4
votes
0answers
56 views

Beta-binomial distribution for scaled and translated Beta

Recall, that a binomial distribution in which the probability of success at each trial is randomly drawn from a beta distribution results in the so called beta-binomial distribution. One can calculate ...
2
votes
2answers
277 views

Correct usage/understanding of Bayes Factor when comparing two proportions

I'm just starting to learn R and explore Bayesian statistics, but I keep getting tripped on using Bayes Factor and (honestly), I'd love a little confirmation if my process is correct in interpreting ...
0
votes
1answer
360 views

Poisson-binomial vs. Beta-binomial

I have N distinct bernoulli trials with a distinct probability for each trial given by, P=(p1, p2, ..., pN). I want to know the distribution of the number of successes. Given that I know P, I can ...
1
vote
0answers
220 views

Hypothesis testing with beta binomial. Dealing with overdispersion

To make the question more understandable I will use a reproducible example. I have count data, how many connections different groups share with a unique group. In my case I have an upper bound of <...
4
votes
0answers
73 views

How to infer a prior belief after observing a behavior

My participant goes through a maze made of 32 T intersections. At each intersection he must choose whether to go either to the left or to the right: one option will lead to another T intersection, ...
0
votes
2answers
227 views

How to convert the parameters in a binomial distribution to those in a beta distribution?

I know that the beta distribution is the generalized continuous case of the discrete binomial distribution. Let's say I have a binomial distribution, $B(N,p)$. I would like to know the corresponding $\...
2
votes
0answers
20 views

Sample from multiple urns - when to stop?

I have a problem that hasn't yet been addressed, although follows similar lines of reasoning here and here. My problem is as follows: I have $N$ urns, each with a different number of black and white ...
1
vote
2answers
444 views

Given an observed sample from a binomial distribution and a known prior, how can I update the probability distribution of possible 'p' values?

Let's say that I have an 'unfair' coin, for which I'm interested in estimating the 'heads' likelihood or 'p' value. I've been told that the 'heads' likelihood for my 'unfair' coin is normally ...
5
votes
1answer
717 views

What is the distribution of a sum of identically distributed Bernoulli random varibles if each pair has the same correlation?

What is the distribution of a sum of $n$ Bernoulli random variables, each having success probability $p$, where each pair is correlated with correlation coefficient $\rho$? $$Y = \sum_{i=1}^n X_i$$ $$...
2
votes
1answer
178 views

Entropy of the beta-binomial compound distribution

I have a generative process as follows: $$ x \mid \alpha \sim \textsf{Beta}\left (\alpha,\beta \right) \\ y \mid x \sim \textsf{Bernoulli}(x). $$ How does one go about calculating the Entropy of ...
0
votes
1answer
416 views

Number of parameters mixture model

In order to do a LRT between two mixture models with different numbers of components, I need to know the number of parameters. I would like to know the answer both for: a) Gaussian mixture model b) ...
1
vote
1answer
330 views

How can we determine the parameters of a Beta-Binomial Distribution for given mean and variance?

Given a beta-binomial random variate $X$ with $N$ known, how can I choose $\alpha$, $\beta$ such that the distribution's mean matches a chosen quantity $\mu$ and its variance matches a chosen quantity ...
1
vote
1answer
291 views

how to analyze overdispersed binary data

In my substantive research, I often use dichotomous scoring (1 correct, 0 wrong) for my tests (tests with $15~yes/no$ items). My goal is often to compare the the proportion of correct answers to all ...
7
votes
1answer
625 views

Limit of beta-binomial distribution is binomial

I am trying to understand the relationship between the beta-binomial and the binomial distribution. More specifically, I am trying to show that the limit of the beta-binomial distribution, with $p=a/(...
4
votes
1answer
746 views

Hyper-parameter estimation for Beta-Binomial Empirical Bayes

I am reading a paper Illustrating empirical Bayes methods and in the paper the author uses method of moments to derive the value of an estimate. In equation 17 the author gives the following marginal ...
1
vote
1answer
259 views

Beta-Binomial Derivation

I was looking on wikipedia and seemed to be not follow how the beta-binomial is derived. I was hoping I could provide an example I found in a paper and someone could explain the steps. Given the ...
0
votes
1answer
152 views

Bayesian A/B test - using an updated prior based on collected data

I have a question about whether I would be adding bias to an A/B test by updating my prior based on combined A & B data, and then running the A/B test on that prior. My A/B test is click through ...
1
vote
1answer
39 views

Probability with Limited Data

I have a theoretical question which has been bugging me, involving prediction based on limited data. Say you go to the horse track and see that horse A has just won its race with horse B. The two ...
2
votes
2answers
139 views

Updating posterior distribution in online fashion [duplicate]

First, I am sorry if this is an obvious question, I am starting to study bayesian statistics (mainly for machine learning) and I was seeing the classic coin flip example using a Bernoulli distribution ...
0
votes
1answer
281 views

Beta distribution

After studying about the beta distribution I understood that the beta density function is used to find the densities for the probabilities. Densities may range from 0 to inf. That is if the density of ...
2
votes
0answers
353 views

Visually compare binomial and beta-binomial appropriateness in R

I'm trying to choose the best distribution family for generalized linear regression. My outcome is cross-sectional, over-dispersed proportion data (# of behaviors/20-22 possible behaviors). I used the ...
2
votes
1answer
48 views

Beta Binomial Encryption

For the sake of example, suppose we have a list of advertisements $\{A_i\}_{i=1}^n$, each of which have parameters $I_i$: the number of impressions, and $C_i$ the number of clicks. Then $C_i/I_i$ ...