Bayesian Stats - Finding a Posterior Distribution

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SUMMARY

The discussion focuses on deriving the posterior distribution f(θ | x, z=0) for a Bayesian model where θ follows a uniform prior distribution Unif(0,1). The solution involves using the likelihood from n Bernoulli trials and an additional independent trial z with a success probability of θ/2. The final form is established as f(θ | x, z=0) = c(θ^x (1-θ)^{n-x} + θ^x (1-θ)^{n-x+1}), where c = 1 / (B(x+1, n-x+1) + B(x+1, n-x+2)). The discussion highlights the importance of correctly calculating the likelihood and normalizing the posterior distribution.

PREREQUISITES
  • Understanding of Bayesian statistics and posterior distributions
  • Familiarity with Bernoulli trials and their likelihood functions
  • Knowledge of uniform distributions and their properties
  • Experience with Beta functions and normalization in probability
NEXT STEPS
  • Study the derivation of posterior distributions in Bayesian statistics
  • Learn about the properties and applications of Beta functions
  • Explore the concept of likelihood in the context of Bayesian inference
  • Investigate the implications of prior distributions on posterior outcomes
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Statisticians, data scientists, and researchers interested in Bayesian inference, particularly those working with Bernoulli trials and posterior distributions.

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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 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)}


Homework Equations




The Attempt at a Solution


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})
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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##(\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.
 

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