Linked Questions
71 questions linked to/from What is the intuition behind beta distribution?
3 votes
1 answer
2k views
Show that $\frac{X}{X+Y}\sim Beta(\alpha,\beta)$ [duplicate]
Let IG denote Inverse-Gamma distribution Inverse-Gamma. If $X\sim IG(\alpha,1)$ and $Y\sim IG(\beta,1)$. Show that $\frac{X}{X+Y}\sim Beta(\alpha,\beta)$ I tried with jacobian transformation ...
4 votes
1 answer
2k 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 ...
2 votes
1 answer
2k views
Understanding parameters of Beta distribution [duplicate]
I've heard that the $\alpha$ and $\beta$ parameters of the Beta distribution intuitively represent the number of successes and failures, respectively. 1) If so, what's the purpose of subtracting $1$ ...
2 votes
1 answer
264 views
Need some interpretation with plain English for a part in Bayesian Statistics with Beta proability distribution? [duplicate]
Can somebody explain why equation (6.3) and (6.4) are shown in the book and what the author is trying to say? It feels to me that I am reading the text but I don't think I getting the true meaning ...
0 votes
1 answer
1k views
What is the interpretation for the priors in the derivation of Laplace smoothing? [duplicate]
Laplace smoothing has a generalisation that can be justified with the use of Bayes formula. Let $f(x;\alpha,\beta)$ be the (non-normalised) beta distribution, i.e. $$f(x;\alpha,\beta) = x^{\alpha-1}(...
0 votes
0 answers
206 views
Estimate probability from sample frequency in a binomial distribution [duplicate]
If I get $s$ successes out of $n$ trials in a binomial distribution, what is the probability $p$ of getting a success in each individual trial? Presumably $p = s/n$, but what if $s = 0$ or $s = n$? ...
186 votes
6 answers
130k views
Can a probability distribution value exceeding 1 be OK?
On the Wikipedia page about naive Bayes classifiers, there is this line: $p(\mathrm{height}|\mathrm{male}) = 1.5789$ (A probability distribution over 1 is OK. It is the area under the bell curve ...
157 votes
3 answers
258k views
Help me understand Bayesian prior and posterior distributions
In a group of students, there are 2 out of 18 that are left-handed. Find the posterior distribution of left-handed students in the population assuming uninformative prior. Summarize the results. ...
49 votes
2 answers
60k views
What exactly is the alpha in the Dirichlet distribution?
I'm fairly new to Bayesian statistics and I came across a corrected correlation measure, SparCC, that uses the Dirichlet process in the backend of it's algorithm. I have been trying to go through the ...
32 votes
9 answers
11k views
Expectation of 500 coin flips after 500 realizations
I was hoping someone could provide clarity surrounding the following scenario. You are asked "What is the expected number of observed heads and tails if you flip a fair coin 1000 times". Knowing that ...
22 votes
1 answer
18k views
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 ...
29 votes
3 answers
43k views
How to choose prior in Bayesian parameter estimation
I know 3 methods to do parameter estimation, ML, MAP and Bayes approach. And for MAP and Bayes approach, we need to pick priors for parameters, right? Say I have this model $p(x|\alpha,\beta)$, in ...
9 votes
11 answers
2k views
How do Bayesians interpret $P(X=x|\theta=c)$, and does this pose a challenge when interpreting the posterior?
I have seen the post Bayesian vs frequentist interpretations of probability and others like it but this does not address the question I am posing. These other posts provide interpretations related to ...
27 votes
2 answers
8k views
Bayesian batting average prior
I wanted to ask a question inspired by an excellent answer to the query about the intuition for the beta distribution. I wanted to get a better understanding of the derivation for the prior ...
14 votes
3 answers
4k views
Whence the beta distribution?
As I'm sure everyone here knows already, the PDF of the Beta distribution $X \sim B(a,b)$ is given by $f(x) = \frac{1}{B(a,b)}x^{a-1}(1-x)^{b-1}$ I've been hunting all over the place for an ...