## binomial beta model ## ADM 6/12/2007 library(MCMCpack) ## data y <- 3 n <- 5 ## priors a <- 3 b <- 2 ## posterior mean and standard deviation cat("posterior mean", (y+a) / (a + n + b), "\n") cat("posterior standard deviation", sqrt((y+a) * (n - y + b) / ((a + n + b)^2 * (n + a + b + 1))), "\n\n") ## compute Pr(pi <= .25 | y) hold <- pbeta(.25, y+a, n-y+b) cat("Pr(pi <= .25 | y): ", hold, "\n") ## compute Pr(.4 < pi <= .6 | y) hold <- pbeta(.6, y+a, n-y+b) - pbeta(.4, y+a, n-y+b) cat("Pr(.4 < pi <= .6 | y): ", hold, "\n") ## compute central 95% credible interval left <- qbeta(0.025, y+a, n-y+b) right <- qbeta(0.975, y+a, n-y+b) cat("central 95% credible interval: ", left, ", ", right, "\n\n", sep="") ## perform inference using a Monte Carlo simulation post.sample <- MCbinomialbeta(y, n, a, b, mc=1000) print(MCbinomialbeta) print(str(post.sample)) print(summary(post.sample)) plot(post.sample)