Re: different priors (flat, uniform, etc)
- From: David Winsemius <doe_snot@xxxxxxxxxxx>
- Date: Sat, 28 Oct 2006 15:20:59 -0500
"Reef Fish" <large_nassua_grouper@xxxxxxxxx> wrote in
news:1162064508.434519.235090@xxxxxxxxxxxxxxxxxxxxxxxxxxxx:
David Winsemius wrote:
"Reef Fish" <large_nassua_grouper@xxxxxxxxx> wrote in
news:1161965644.243372.111030@xxxxxxxxxxxxxxxxxxxxxxxxxxx:
For Bayesian Inference on the parameter p of a Binomial
distribution or a Bernoulli Process, the beta distribution is a
member of the conjugate prior family -- meaning both the prior AND
posterior belongs to the same distribution family -- Beta.
The uniform distribution on (0,1) is a Beta distribution with
parameters (1,1) and is an INFORMATIVE prior.
Can we hear a bit more about how is Beta(1,1) is an informative prior
for a binomial problem?
It CHANGES the likelihood function to form the posterior distr.
It's in every Freshman textbook in Bayesian statistics.
Some of us will never be Freshman again. How does a uniform prior on
(0,1) change L(.)?
Or perhaps an equivalent question: What would be an uninformative Beta
prior for B(.)?
--
David Winsemius
.
- Follow-Ups:
- Re: different priors (flat, uniform, etc)
- From: Reef Fish
- Re: different priors (flat, uniform, etc)
- References:
- different priors (flat, uniform, etc)
- From: wtplasar@xxxxxxxxx
- Re: different priors (flat, uniform, etc)
- From: John Uebersax
- Re: different priors (flat, uniform, etc)
- From: Anon.
- Re: different priors (flat, uniform, etc)
- From: Reef Fish
- Re: different priors (flat, uniform, etc)
- From: David Winsemius
- Re: different priors (flat, uniform, etc)
- From: Reef Fish
- different priors (flat, uniform, etc)
- Prev by Date: Re: Signature analysis
- Next by Date: Re: Experienced Statistician to help decide whether a regression is legitim
- Previous by thread: Re: different priors (flat, uniform, etc)
- Next by thread: Re: different priors (flat, uniform, etc)
- Index(es):
Relevant Pages
|
