Relation

Intervals of Define Boundaries

When to use: When we want to find the posterior probability mass given a specific boundary – or set of boundaries.

  • Example: What is the posterior probability that the proportion of water (p) is < 0.5?

  • Calculate using samples from the posterior:

  • draw our 10,000 sample from our posterior distribution, w/ replacement

  • Samples <- sample(p_grid, prob=posterior, size=1e4, replacement=TRUE)

  • add up the samples < 0.5

  • Sum(samples < 0.5) / 1e4

  • 0.1726

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Updated 2021-07-06

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Bayesian Statistics

Statistics

Data Science