# 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.

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10answers
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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 ...
5answers
23k 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 ...
2answers
1k views

### How to define prior for beta-binomial A/B test

I would like to run an A/B test using a Bayesian beta-binomial model whereby I would state probabilities such as $P(p_B>p_A)$ in place of using a traditional T-test. I've read that the prior should ...
2answers
973 views

### Estimate accuracy of an estimation on Poisson binomial distribution

I manage a website that charges its customers using payment cards. Some transactions area approved, others are declined. I compute the approval rate of transactions for a interval (a calendar day) as ...
3answers
16k 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 ...
1answer
1k views

### 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 ...
1answer
6k views

2answers
4k 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: ...
3answers
3k 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 ...
2answers
394 views

### 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 ...
1answer
181 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 ...
0answers
148 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 ...
1answer
3k views

### Multi Armed Bandit for Continuous Rewards - Extended Question

This question is an extension to A continuous generalization of the binary bandit The Multi-Armed Bandit (MAB) Problem in general is described here: https://en.wikipedia.org/wiki/Multi-armed_bandit ...
2answers
132 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 ...
1answer
476 views

2answers
794 views

### A continuous generalization of the binary bandit

There is plenty of reading out there about Bayesian (beta-binomial) multiarm bandits for 0/1 data, but I would like to extend this slightly. To give some context, suppose I have two webpages, A and ...
2answers
667 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?
1answer
42 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 ...