Calculating Conditional Beta Distribution with Binomial Parameters

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Discussion Overview

The discussion revolves around calculating the density function of a Beta distribution with parameters that are binomially distributed. Participants explore the concept of a "conditional Beta distribution" and seek to understand how to derive its properties, including expectation and variance, based on the parameters X and Y.

Discussion Character

  • Technical explanation
  • Mathematical reasoning
  • Exploratory

Main Points Raised

  • One participant proposes that the density function they are looking for can be defined as a "conditional Beta distribution," expressed as f(B|(X,Y)).
  • Another participant mentions that E[beta|X,Y] represents the first moment of the cumulative distribution function F(β|X,Y) and questions the applicability of the conditional expectation formula when the beta density is nonlinear in X and Y.
  • A different participant expresses confusion about the meaning of E[beta|X,Y] and seeks an expression for a random variable Z that follows a Beta distribution, specifically Z|X,Y.
  • One participant suggests extending the conditional expectation formula for two variables by modifying the joint and marginal distributions accordingly, indicating a method to derive f(Z|Y,X).

Areas of Agreement / Disagreement

Participants express varying levels of understanding regarding the conditional Beta distribution and its properties. There is no consensus on the best approach to derive the density function or the expectation and variance of the conditional Beta distribution.

Contextual Notes

Participants note the complexity of extending conditional expectation formulas to multiple random variables, particularly when the density is nonlinear. There are unresolved questions about the assumptions needed for these calculations.

Who May Find This Useful

This discussion may be useful for those interested in statistical modeling, particularly in understanding conditional distributions and their properties in the context of Beta and Binomial distributions.

jimmy1
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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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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.
 
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 Z which follows a Beta distribution, B(X,Y) where X and Y follow Binomial distributions, so I'm looking for the distribuion of Z|X,Y.
If I had the situation Z|Y, then I could use the conditional expectation formula P(Z|Y)=P(Z,Y)/P(Y), and then the distribution of Z can be got as f_z(z)=\sum_{i=0}^nf(Z=z|y=i)f_y(y= i)

So how would I extend the formula f(Z|Y)=f(Z,Y)/f(Y) to a similar formula for this f(Z|Y,X)= ??
 
Last edited:
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."
 
Last edited:

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