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Lecture 3: Bayesian parameter estimates I.

Bayes’ theorem

how to calculate Bayesian probabilities:

probability of car hiding

probability of car hidingafter door 3 opened

Page 4: Lecture 3: Bayesian parameter estimates I. › ... › Lecture3.pdf · Lecture 3: Bayesian parameter estimates I. Bayes’ theorem. ... Bayes Theorem Thomas Bayes 1702-1761 (same

how to calculate Bayesian probabilities:

Bayesian parameter estimates:

Bernoulli distribution:

Page 13: Lecture 3: Bayesian parameter estimates I. › ... › Lecture3.pdf · Lecture 3: Bayesian parameter estimates I. Bayes’ theorem. ... Bayes Theorem Thomas Bayes 1702-1761 (same

%%syms nn nb xnum = x^nb*(1-x)^(nn-nb);denom = gamma(nn-nb+1)*gamma(nb+1)/gamma(nn+2);p = num/denom;p=x^nb*(1-x)^(nn-nb)/gamma(nn- nb+1)/gamma(nb+1)*gamma(nn+2);figure(30)ezplot(subs(p,[nn,nb],[35,15]),[0,1]);

Matlab code:

Bayesian parameter estimates:

Bernoulli distribution:

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