Scala implementation of http://www.evanmiller.org/bayesian-ab-testing.html#binary_ab_implementation

c2w.scala

import breeze.linalg._
import breeze.math._
import breeze.numerics._

case class BernoulliTrial(outcome: Boolean)

object Experiment {
  def apply(successes: Int, failures: Int) = new Experiment(successes, failures)
}

case class Experiment(trials: Seq[BernoulliTrial]) {

  def this(successes: Int, failures: Int) = {
    this(
      Seq.fill(successes)(BernoulliTrial(true)) ++
        Seq.fill(failures)(BernoulliTrial(false))
    )
  }

  def alpha = 1 + trials.count(_.outcome == true).toDouble
  def beta = 1 + trials.count(_.outcome == false).toDouble

  def probabilityOfBeating(otherExperiment: Experiment) = {
    (0 until alpha.toInt).map { i =>
      math.exp(
        lbeta(Array(otherExperiment.alpha + i, otherExperiment.beta + beta))
        - log(beta + i)
          - lbeta(Array(1 + i, beta))
          - lbeta(Array(otherExperiment.alpha, otherExperiment.beta))
      )
    }.sum
  }
}