MHB Question about Bayesian Inference, Posterior Distribution

Click For Summary
SUMMARY

This discussion focuses on calculating the probability of an event \( P(E) \) using a posterior distribution derived from a Beta prior and binomial data. The formula for \( P(E) \) is given as \( P(E) = \prod_{i \in I} p_i^{k_i}(1-p_i)^{1-k_i} \), where \( p_i \) represents the posterior probabilities. The key insight is that \( p_i \) is treated as a random variable, necessitating the use of conditional probability notation \( P(E|p_1,...,p_{|I|}) \) to express the marginal probability \( P(E) \).

PREREQUISITES
  • Understanding of Bayesian inference and posterior distributions
  • Familiarity with Beta distributions and their properties
  • Knowledge of binomial distributions and their applications
  • Proficiency in probability notation and conditional probabilities
NEXT STEPS
  • Study the derivation of posterior distributions in Bayesian statistics
  • Learn about the properties and applications of Beta distributions
  • Explore marginal probability calculations in Bayesian frameworks
  • Investigate the use of random variables in probabilistic models
USEFUL FOR

This discussion is beneficial for statisticians, data scientists, and researchers involved in Bayesian analysis, particularly those working with posterior distributions and event probability calculations.

thehairygorilla
Messages
2
Reaction score
0
I have a posterior probability of $$p_i $$which is based on a Beta prior and some data from a binomial distribution:

I have another procedure:

$P(E)=\prod_{i \in I} p_i^{k_i}(1-p_i)^{1-k_i}$

which gives me the probability of a specific event of successes and failures for the set of $I$ in a model. Given the posterior distribution for $p_i$, how do I find $$P(E)$$?
 
Physics news on Phys.org
thehairygorilla said:
I have a posterior probability of $$p_i $$which is based on a Beta prior and some data from a binomial distribution:

I have another procedure:

$P(E)=\prod_{i \in I} p_i^{k_i}(1-p_i)^{1-k_i}$

which gives me the probability of a specific event of successes and failures for the set of $I$ in a model. Given the posterior distribution for $p_i$, how do I find $$P(E)$$?

Hi thehairygorilla, welcome to MHB!

The event $E$ consists of a combination of $k_i$ for $i\in I$.
To find the probability $P(E)$ we would fill in those $k_i$ and the given $p_i$ in the formula, wouldn't we?
 
I like Serena said:
Hi thehairygorilla, welcome to MHB!

The event $E$ consists of a combination of $k_i$ for $i\in I$.
To find the probability $P(E)$ we would fill in those $k_i$ and the given $p_i$ in the formula, wouldn't we?

So not really. $p_i$ is a random variable. Better notation would be $P(E|p_1,...,...p_i,...,p_{|I|})=\prod_{i \in I} p_i^{k_i}(1-p_i)^{1-k_i}$ and I would be trying to find the marginal probability $P(E)$. Given the $p_i$s, $P(E|p_1,...,...p_i,...,p_{|I|})$ would be in terms of those random variables.
 
Last edited:
If there are an infinite number of natural numbers, and an infinite number of fractions in between any two natural numbers, and an infinite number of fractions in between any two of those fractions, and an infinite number of fractions in between any two of those fractions, and an infinite number of fractions in between any two of those fractions, and... then that must mean that there are not only infinite infinities, but an infinite number of those infinities. and an infinite number of those...

Similar threads

Replies
1
Views
3K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K
Replies
1
Views
2K
Replies
3
Views
3K
  • · Replies 26 ·
Replies
26
Views
4K
Replies
5
Views
3K
Replies
1
Views
2K