http://www.evanmiller.org/bayesian-ab-testing.html implemented in ruby

bayesian.rb

# 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