Calculating Conditional Beta Distribution with Binomial Parameters

In summary, In order to calculate the expected value and variance of a conditional Beta distribution, you would need to know the mean and variance of the original Beta distribution, as well as the mean and variance of the conditional Beta distribution.
  • #1
jimmy1
61
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I need to get the density function of a Beta distribution (call it B) with it's two parameters, X and Y, binomially distributed.

1) My first question is, would I be right in saying that the density function that I am looking for can be defined as a "conditional Beta distribution". ie. f(B|(X,Y))??
If this is right then how do I extend the usual conditional expectation formula, to that of conditional of two random variables.

2) My second question is to do with expectation and variance of the "conditional Beta distribution". If I know the mean of X and Y, could I just use these values to calculate the mean and variance of the "conditional Beta distribution". For example the mean of a Beta distribution is defined by a/(a+b), so if the mean of my binomial distributions, X and Y, were x1 and y1, then could I just say the the mean of my "conditional Beta distribution" would simply be x1/(x1 + y1)?
Similarly for the variance??

Any help would be great!
 
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  • #2
1) E[beta|X,Y] is the first moment of F(β|X,Y) = Prob{beta < β|X,Y}.
2) As long as the beta density is nonlinear in X and Y, no.
 
  • #3
I don't think I understand
E[beta|X,Y] is the first moment of F(β|X,Y) = Prob{beta < β|X,Y}.
I just need an expression for a random variable [tex]Z[/tex] which follows a Beta distribution, [tex]B(X,Y)[/tex] where [tex]X[/tex] and [tex]Y[/tex] follow Binomial distributions, so I'm looking for the distribuion of [tex]Z|X,Y[/tex].
If I had the situation [tex]Z|Y[/tex], then I could use the conditional expectation formula [tex]P(Z|Y)=P(Z,Y)/P(Y)[/tex], and then the distribution of [tex]Z[/tex] can be got as [tex]f_z(z)=\sum_{i=0}^nf(Z=z|y=i)f_y(y= i)[/tex]

So how would I extend the formula [tex]f(Z|Y)=f(Z,Y)/f(Y)[/tex] to a similar formula for this [tex]f(Z|Y,X)= ??[/tex]
 
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  • #4
By replacing f(Z,Y) with f(Z,Y,X); replacing f(Y) with f(Y,X); and replacing "sum over y" with "sum over y, sum over x."
 
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Related to Calculating Conditional Beta Distribution with Binomial Parameters

1. What is a conditional distribution?

A conditional distribution is a probability distribution that shows the chances of a certain event occurring given that another event has already happened. It is used to analyze the relationship between two variables and how one variable affects the probability of the other variable.

2. How is a conditional distribution different from a marginal distribution?

A conditional distribution only considers a subset of the data, while a marginal distribution considers the entire data set. Additionally, a conditional distribution shows the probability of one variable occurring given the occurrence of another variable, while a marginal distribution shows the probability of one variable occurring regardless of the other variable.

3. What is the purpose of calculating a conditional distribution?

The purpose of calculating a conditional distribution is to better understand the relationship between two variables and how one variable affects the probability of the other variable. It can also help in making predictions and identifying patterns in the data.

4. How is a conditional distribution calculated?

A conditional distribution is calculated by dividing the joint probability of two variables by the probability of the condition variable. This can be represented by the formula P(A|B) = P(A and B) / P(B), where A is the event of interest and B is the condition.

5. What are some real-life examples of conditional distributions?

Some real-life examples of conditional distributions include predicting the likelihood of getting a disease given a family history, analyzing the probability of a stock market crash based on different economic factors, and determining the chances of a student getting a certain grade based on their study habits.

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