Linked Questions

3 votes
1 answer
2k views

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 ...
user avatar
4 votes
1 answer
2k views

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 ...
AJR's user avatar
  • 51
2 votes
1 answer
2k views

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 $1$ ...
John's user avatar
  • 21
2 votes
1 answer
264 views

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 ...
xabzakabecd's user avatar
  • 3,675
0 votes
1 answer
1k views

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}(...
Phoenix87's user avatar
  • 101
0 votes
0 answers
206 views

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 $s = n$? ...
Kelvin's user avatar
  • 1,151
186 votes
6 answers
130k views

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 ...
babelproofreader's user avatar
157 votes
3 answers
258k views

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. ...
Bob's user avatar
  • 1,571
49 votes
2 answers
60k views

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 ...
O.rka's user avatar
  • 1,502
32 votes
9 answers
11k views

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 ...
ndake11's user avatar
  • 433
22 votes
1 answer
18k views

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 ...
Mateus's user avatar
  • 221
29 votes
3 answers
43k views

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 ...
avocado's user avatar
  • 3,703
9 votes
11 answers
2k views

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 ...
Geoffrey Johnson's user avatar
27 votes
2 answers
8k views

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 ...
dimitriy's user avatar
  • 39.3k
14 votes
3 answers
4k views

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 ...
Will Bradshaw's user avatar

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