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# http://www.evanmiller.org/bayesian-ab-testing.html implemented in ruby | |
# requires the distribution gem from https://github.com/clbustos/distribution (gem 'distribution', require: false) | |
def probability_b_beats_a(completed_a, total_a, completed_b, total_b) | |
require 'distribution/math_extension' | |
total = 0.0 | |
alpha_a = completed_a + 1 | |
beta_a = total_a - completed_a + 1 | |
alpha_b = completed_b + 1 | |
beta_b = total_b - completed_b + 1 | |
0.upto(alpha_b - 1) do |i| | |
total += Math.exp(Math::Beta.log_beta(alpha_a+i, beta_b+beta_a).first - Math.log(beta_b+i) - Math::Beta.log_beta(1+i, beta_b).first - Math::Beta.log_beta(alpha_a, beta_a).first) | |
end | |
total | |
end |
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