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xccds/simulation1.R

Created July 6, 2014 12:22
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simulation1.R
myData=c(1,1,1,1,1,1,1,1,1,1,1,0,0,0)
# 尝试1万个不同的参数
tryn = 1e4
Theta = sort(runif(tryn))
pTheta = 1/tryn
z = sum( myData==1 )
N = length( myData )
# 似然函数
pDataGivenTheta = Theta^z * (1-Theta)^(N-z)
pData = sum( pDataGivenTheta * pTheta )
# 后验概率
pThetaGivenData = pDataGivenTheta * pTheta / pData
plot(x=Theta,y=pThetaGivenData,type='l')
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