Bayesian Stats - Finding a Posterior Distribution

In summary, the problem involves finding the distribution of θ after an extra trial with a probability of θ/2 of success is performed. The solution involves calculating f(\theta | x,z=1) and normalizing it. The final result is given by f(\theta | x,z=0) = c(\theta^x (1-\theta)^{n-x} + \theta^{x}(1-\theta)^{n-x+1}), where c = \frac{1}{B(x+1,n-x+1)+B(x+1,n-x+2)}.
  • #1
jumpr
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Homework Statement


Let x be the number of successes in n independent Bernoulli trials, each one having unknown probability θ of success. Assume θ has prior distribution θ ~ Unif(0,1). An extra trial, z, is performed, independent of the first n given θ, but with probability θ/2 of success. Show that [itex]f(\theta | x,z=0) = c(\theta^x (1-\theta)^{n-x} + \theta^{x}(1-\theta)^{n-x+1})[/itex] where [itex]c = \frac{1}{B(x+1,n-x+1)+B(x+1,n-x+2)}[/itex]


Homework Equations




The Attempt at a Solution


[itex]f(\theta | x,z=0) \propto f(x,z=0|\theta)f(\theta) = f(x|\theta)f(z=0|\theta)f(\theta) = \theta ^x (1-\theta)^{n-x} (1 - \frac{\theta}{2})[/itex]
But from here, I can't seem to get it into the desired form, leading me to think I've done something incorrect. Where am I going wrong?
 
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  • #2
##(\theta^x (1-\theta)^{n-x} + \theta^{x}(1-\theta)^{n-x+1})## can be written as ##2 \theta^x (1-\theta)^{n-x}\left(1-\frac{\theta}{2}\right)##
I think if you calculate f(\theta | x,z=1) and normalize both properly, you get the correct result.
 

FAQ: Bayesian Stats - Finding a Posterior Distribution

What is Bayesian statistics?

Bayesian statistics is a branch of statistics that uses probability theory to make statistical inferences. It differs from traditional statistics, which relies on fixed parameters, by incorporating prior beliefs and updating them with new data to generate a posterior distribution.

What is a posterior distribution?

A posterior distribution is a probability distribution that represents the updated beliefs about the parameters of interest after incorporating new data. It is obtained by multiplying the prior distribution with the likelihood function, and then normalizing the resulting distribution.

What are the advantages of using Bayesian statistics?

Some advantages of using Bayesian statistics include the ability to incorporate prior knowledge and beliefs, the ability to update beliefs as new data is collected, and the ability to generate a posterior distribution that reflects uncertainty in the estimates.

How is a posterior distribution used in Bayesian statistics?

In Bayesian statistics, the posterior distribution is used to make inferences about the parameters of interest. It can be used to calculate point estimates, credible intervals, and calculate the probability of different outcomes.

What are some common applications of Bayesian statistics?

Bayesian statistics has many applications, including in clinical trials, risk assessment, market research, and machine learning. It is also commonly used in fields such as psychology, economics, and political science.

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