diff --git a/BDA 3.10.4.ipynb b/BDA 3.10.4.ipynb index 3cdfa04..d888741 100644 --- a/BDA 3.10.4.ipynb +++ b/BDA 3.10.4.ipynb @@ -31,14 +31,10 @@ ] }, { - "cell_type": "code", - "execution_count": null, + "cell_type": "markdown", "metadata": {}, - "outputs": [], "source": [ - "#(a). Since p0 and p1 are binomially distributed and independent,\n", - "# the noninformative prior is the beta(1,1) distribution and the posterior \n", - "# distributions are p0~beta(636,40) and p1~(659,23)." + "# Here we use the beta(1,1) uniform prior" ] }, { @@ -81,7 +77,6 @@ "ax[2].hist(odds_ratio,bins=50)\n", "o=ax[2].set_title('Odds Ratios')\n", "plt.show()\n", - "\n", "print('odds summary:',np.mean(odds_ratio),np.var(odds_ratio),np.percentile(odds_ratio,[.025,25,50,75,97.5]))\n", "\n" ] @@ -90,7 +85,7 @@ "cell_type": "markdown", "metadata": {}, "source": [ - "Here we use the beta(0,0) improper prior; the effect is pretty minimal" + "# Here we use the beta(0,0) improper prior; the difference from the previous case is small" ] }, { diff --git a/BDA 3.10.7.ipynb b/BDA 3.10.7.ipynb new file mode 100644 index 0000000..545fe3f --- /dev/null +++ b/BDA 3.10.7.ipynb @@ -0,0 +1,71 @@ +{ + "cells": [ + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Problem 3.10.7\n", + "\n", + "Poisson and binomial distributions: a student sits on a street corner for an hour and records the number of bicycles $ b $ and the number of other vehicles $v$ that go by. Two models are considered: \n", + "\n", + "* The outcomes $b$ and $v$ have independent Poisson distributions, with unknown means $\\theta_b$ and $\\theta_v$ . \n", + "\n", + "* The outcome $b$ has a binomial distribution, with unknown probability $p$ and sample size $b + v$. \n", + "\n", + "Show that the two models have the same likelihood if we define $p = \\theta_b/( \\theta_b +\\theta_v)$.\n", + "\n", + "Gelman, Andrew; Carlin, John B.; Stern, Hal S.; Dunson, David B.; Vehtari, Aki; Rubin, Donald B.. Bayesian Data Analysis, Third Edition (Chapman & Hall/CRC Texts in Statistical Science) (Page 81). CRC Press. Kindle Edition. " + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "This problem has no computational element, it's a fact about poisson distributions. In the first case we have\n", + "$$\n", + "P(b=b_0)=\\frac{\\theta_b^{b_0}e^{-\\theta_b)}}{b_0!}\n", + "$$\n", + "and\n", + "$$\n", + "P(v=v_0)=\\frac{\\theta_v^{v_0}e^{-\\theta_v)}}{v_0!}\n", + "$$\n", + "It's also a fact that the sum of two poisson variables with rates $\\theta_v$ and $\\theta_b$ is poisson with \n", + "rate $\\theta_v+\\theta_b$. \n", + "\n", + "A direct calculation gives \n", + "$$\n", + "P(b=b_0,v=v_0|b_0+v_0=N)=\\binom{N}{b_0}\\frac{\\theta_b^{b_0}\\theta_v^{N-b_0}}{(\\theta_b+\\theta_v)^{N}}\n", + "$$\n", + "which is what we're supposed to show." + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.4" + } + }, + "nbformat": 4, + "nbformat_minor": 2 +}