Questions tagged [beta-binomial-distribution]

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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355 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 <...
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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, ...
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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 $\...
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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 ...
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804 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 ...
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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 $\rho$? $$Y = \sum_{i=1}^n X_i$$ $$...
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211 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 ...
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608 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) ...
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502 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 ...
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1answer
416 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 ...
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746 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/(...
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968 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 ...
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1answer
355 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 ...
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1answer
163 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 ...
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1answer
44 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 ...
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2answers
255 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 ...
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308 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 ...
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415 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 ...
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1answer
55 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 $C_i/I_i$ ...
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1answer
2k views

How do I specify a Bayesian Beta binomial model, with predictor variables, for R2jags?

I want to have a beta-binomial Bayesian model, with R2jags. I understand I need something like this: ...
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224 views

Aggregated Count Data-Days in the last 30- Negative Binomial vs Beta Binomial vs Binomial Regression

I need help choosing between the binomial, negative binomial, and beta-binomial distributions and understanding the rationale of why I would choose one over the other, as well as understanding how it ...
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1answer
424 views

Beta Binomial Inverse CDF

There are p groups of size $n_1, n_2, ... , n_p$ each with number of successes $x_1, x_2, ... x_p$ and number of failures $n_1 - x_1, n_2 - x_2, ... , n_p - x_p$. $X_i$ ~ $Binom( n_i, p_i)$, where $...
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Log Beta Distribution Priors [closed]

Let $X_n$ be a binomial distribution with parameter $\theta$. Empirically, after $n$ throws, my estimate is $\hat{\theta}_n=\frac{S_n}{S_n+F_n}$, where $S/F$ are the successes and failures $(F_n:=n-...
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1answer
141 views

How to model on rate (percentage) outcome, but with consideration of number of total counts?

I would like to model on a rate outcome, with a number of covariates. I also have the number of counts which generate the rate outcome. Like below: ...
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696 views

Comparing two groups with binomially distributed data

Below (in R), I have two independent groups of scores that are binomially distributed. These two groups of scores are known to have different probability of success (i,e., $p_1 \neq p_2$). Let's now ...
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470 views

Computational shortcuts/approximations for beta-binomial and beta-negative binomial CDFs

There are several simplifications that can be done so that computing cumulative distribution functions of beta-binomial and beta-negative binomial distributions, but still computing CDF as $F(x) = \...
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Differential effect of parents quality on sons and daughters: how to test it

Suppose you have n broods followed up during x years. In each brood there are a varying number of sons and daughters that sum up to a varying number of offspring in each brood. You dispose of this ...
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1answer
54 views

Interdependence of hyperparameters of bernouilli laws [closed]

Suppose that you have $N$ people passing an exam having 2 type of questions (type A and type B) which all have correct/uncorrect outcomes. After seeing the results, I want to modelize the probability ...
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55 views

Bayesian a posteriori law of bernouilli law, from observed correlated bernouilli law

Suppose that you have $N$ people passing an exam having 2 yes/no questions. After seeing the results of $N-1$ people and the result of the first question of the $Nth$ person, I want to know what I can ...
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1answer
2k views

Update samples of a Beta with Bernoulli likelihood to the Beta posterior

So this may seem like a strange question, but I have a good reason for it. Nonetheless, I’ll risk the XY problem and describe what I want to do without explaining why I want to do it. We know that ...
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Design of a triangular test (or 2-out-of-5) when there is intra-group variability of samples

I would like to submit to an expert group a set of images from two genetically different types of plants to see if they can find a difference. I have 20 images for each of the two types. Images are ...
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Why is there -1 in beta distribution density function?

Beta distribution appears under two parametrizations (or here) $$ f(x) \propto x^{\alpha} (1-x)^{\beta} \tag{1} $$ or the one that seems to be used more commonly $$ f(x) \propto x^{\alpha-1} (1-x)^{...
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1answer
914 views

Marginal probability of beta distribution

The problem: Suppose you have 10 voters and 2 candidates. Each voter has a probability $p$ of voting for a Candidate 1, and a probability $1-p$ of voting for Candidate 2. What is the probability that ...
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278 views

Posterior of Beta Distribution

Let $X$ be the number of packets that fail to reach their destination nodes from $n$ = 100 randomly selected packets. Use the Beta-binomial formulation to specify the posterior distribution $p(\theta|...
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1answer
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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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1answer
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(un)conditional density from other densties in continuous beta model

This question relates to my other question, where I actually noticed a mistake. Suppose I have a random variable $X\in[0,1]$ and a signal $S\in[0,1]$ bearing some info about $X$. I know $f_X(x)$ and $...
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282 views

Translating user-defined joint-distribution from PyMC to PyMC3

I'm attempting to set up a simple beta binomial hierarchical model with an uninformative prior in PyMC3. I've read that the uninformative prior for this model should have alpha and beta hyper-...
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Intuition of Beta-Binomial Distribution [closed]

I am given $$Q \sim\mathrm{Beta} (2,3)$$ $$[X|Q=q]\sim\mathrm{Bin} (3,q)$$ I am asked to find (1) $E[X]$, (2) $\operatorname{Var}[X]$, (3) $E[Q|X]$, (4) $\operatorname{Var}[Q|X]$, (5) $v(q|X=x)$. I ...
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1answer
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Conjugate beta / interpretation of the “continuous binomial” signal

Note: this question has significantly evolved, thanks to inspiring comments by Tim. Assume there is some "truth" $x\in[0,1]=Beta(1,1)$ that is signaled with some precision. I assume that the ...
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1answer
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Taking into account the uncertainty of p when estimating the mean of a binomial distribution

I have a binomial distribution with parameters $N$ and $p$, and the estimate for the mean of my distribution is N$\times p$. The values of $N$ and $p$ are such that we can use the Gaussian ...
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1answer
128 views

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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1answer
651 views

How to implement generalized hypergeometric function to use in beta-binomial cdf, sf, ppf?

I'm writing a subclass of scipy.stats._distn_infrastructure.rv_discrete for the beta binomial distribution whose PMF is $$P(X=k \mid N, \alpha, \beta){N \choose k} ...
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1answer
786 views

Extending a Hierarchical Beta-Binomial Model to account for higher-level groups

I searched all over but was unable to find an answer to this question. Please forgive me if I missed something obvious. In order to analyze an experiment, I recently implemented a Hierarchical Beta-...
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Should one use the same overdispersion parameter when comparing Binomial models?

McCullagh & Nelder, 2nd edition, p 91 claim that to make comparisons "fair", it's best to use a single estimate of overdispersion parameter, usually derived from the most complex model. I noticed ...
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1answer
109 views

Multiple binomial variables: probability they are all 1

We have observed four phone booths by recording, at a given time point, whether each phone booth is occupied (0 or 1). We have approximately 50 such observations (i.e. at 50 different time points, so ...
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1answer
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Prediction interval for a future proportion of successes under Binomial setting

Suppose I fit a Binomial regression and obtain the point estimates and variance-covariance matrix of the regression coefficients. That will allow me to get a CI for the expected proportion of ...
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304 views

Beta binomial GLMM dispersion statistic issue

I am analyzing proportion data with GLMM in which the number of occurrence a behaviour of interest has been displayed and has not been displayed are concatenated and fitted as a single response ...
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1answer
943 views

How to combine two beta-binomial distributions

Say I have the following situation. I have two weighted coins: Coin 1: In the past I've seen this coin flipped 10 times, 8 of which it came up heads. So I can model the probability of $n$ heads out ...
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2answers
420 views

Generating data from a Beta-Binomial distribution by inverting CDF in R [closed]

I am trying to generate data from a beta-binomial distribution by inverting its cdf in R. The code I have written to calculate the cdf seems to be working fine for most cases, but gives me values ...
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135 views

deriving shrinkage factors for beta binomial distributions

I am confused by the derivation of shrinkage factors currently online on sites like Wikipedia and ProbWiki. To be on point, I am confused how we get quickly from $\theta_i \sim Beta(\mu,M)$ to $E(\...