Created
June 10, 2020 07:19
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Examples of prior having impact on posterior
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# code accompanying answer: https://stats.stackexchange.com/a/471245/35989 | |
n <- 22 | |
x <- 13 | |
lik <- function(p) dbinom(x, n, p) * 20 | |
prior <- function(p) dbeta(p, alpha, beta) | |
post <- function(p) dbeta(p, alpha+x, beta+(n-x)) | |
op <- par(mfrow=c(1,3), mar=c(3,1,1,1), cex=0.9) | |
for (prior_size in c(5, 25, 100)) { | |
prior_prob <- 0.3 | |
alpha <- prior_prob * prior_size | |
beta <- (1-prior_prob) * prior_size | |
plot(NA, ylim=c(0,9), xlim=c(0,1), axes=FALSE, xlab="", ylab="") | |
curve(lik, 0, 1, add=TRUE, col="red", axes=FALSE, xlab="", ylab="", ylim=5) | |
curve(post, 0, 1, add=TRUE, col="violet") | |
curve(prior, 0, 1, add=TRUE, col="blue") | |
axis(1) | |
legend("topright", legend=c("prior", "likelihood", "posterior"), | |
lty=1, col=c("blue", "red", "violet"), bty="n") | |
} | |
par(op) |
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