All Questions
17
questions
0
votes
1
answer
359
views
Posterior probability - change in Beta hyperparameters
Can you explain, how does $\text{B}(\alpha, \beta)$ transfrom to $\text{B}(s+\alpha, f+\beta)$ in the following equation?
$$
\begin{align*}
p(\left. q=x \right| s,f)
&= {{{s+f \choose s} x^{s+\...
12
votes
1
answer
742
views
Steps to figure out a posterior distribution when it might be simple enough to have an analytic form?
This was also asked at Computational Science.
I am trying to compute a Bayesian estimate of some coefficients for an autoregression, with 11 data samples: $$ Y_{i} = \mu + \alpha\cdot{}Y_{i-1} + \...
- 2,352