FIT / PROBABILITY LAB
University, Probability and Statistics Round 1/6 Score 0

Bayes Lab

Bayesian reasoning

Concept figure

Live Bayesian analysis

The maths

Bayes' theorem: P(D | +) = P(+ | D)P(D) / P(+).

For a test with prevalence π, sensitivity Se and specificity Sp:

P(D | +) = Seπ / [Seπ + (1−Sp)(1−π)].

Beta–Binomial: θ ~ Beta(α,β) and k successes from n independent Bernoulli trials give θ | data ~ Beta(α+k, β+n−k).

Posterior mean = (α+k)/(α+β+n).

The equal-tailed 95% credible interval uses the posterior's 2.5th and 97.5th percentiles.

Beta probabilities are evaluated using the regularised incomplete beta function and continued fractions; quantiles use bisection. Density plots use the log-gamma function.

Assumptions: fixed test accuracy within a scenario; independent, identically distributed Bernoulli observations for the updating model.

Bayesian research complete!