Skip to content

Instantly share code, notes, and snippets.

@kiwamizamurai

kiwamizamurai/bayes-tutorial.ipynb

Last active February 7, 2020 01:27
Show Gist options
  • Star 0 You must be signed in to star a gist
  • Fork 0 You must be signed in to fork a gist
  • Save kiwamizamurai/0418ca9c0c5e5ed0a5b48b9928a0d36d to your computer and use it in GitHub Desktop.
Save kiwamizamurai/0418ca9c0c5e5ed0a5b48b9928a0d36d to your computer and use it in GitHub Desktop.
Download ZIP
bayes-tutorial.ipynb
Display the source blob
Display the rendered blob
Raw
bayes-tutorial.ipynb
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
@kiwamizamurai
Copy link
Author

kiwamizamurai commented Dec 13, 2019 •
edited

シュミレーションのコードについて

y = dist.pdf(x, 1 + heads, 1 + N - heads)

二項分布にベータ分布を掛け忘れてる？
理解においては本質的なミスでは無いが重要な問題ではある。

つまり、最終的な事後分布の形が試行の順番によらないことを考えると
事前分布に一様分布を用いた場合、尤度は二項分布となり、その積分はベータ分布となる
よって最終的に得られる事後分布は「ベータ分布x二項分布」か？

http://r-tips.hatenablog.com/entry/beta-distribution

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment