Bayesian parameter estimation

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  • Опубліковано 5 лип 2024
  • A Bayesian parameter estimation using a Binomial model as an example.
    ** TYPO ** The plot of the density shown on slide 8 is incorrect. It should be a Beta(80,42), but instead was a Be(94,84) which was the posterior for Plumlee's free-throw percentage in the previous year.

КОМЕНТАРІ • 27

  • @Shnauzzy
    @Shnauzzy 8 років тому +1

    Clearly explained. Thanks Jarad!

  • @TimothyChenAllen
    @TimothyChenAllen 10 років тому +1

    Terrific! I'd seen the theory, but it helps to see it used with real data. I'm getting my MS in Applied Statistics from UDC, and my thesis will be on Bayesian prediction intervals on Poisson processes. This helps a lot. Thanks so much!

  • @prometeo34
    @prometeo34 7 років тому +1

    Excellent explanation, thanks Jarad

  • @frashertseng9426
    @frashertseng9426 6 років тому

    How would the 95% HDI is between (57, 74) according do the distribution plot?

  • @flavionex
    @flavionex 11 років тому +2

    Very Good mini-lecture! Thanks a lot!

  • @drpubuduthilanawl5483
    @drpubuduthilanawl5483 10 років тому +1

    Very helpful lecture, thanks.

  • @CarlosRomeroconnect
    @CarlosRomeroconnect 9 років тому +1

    great work!

  • @hakiim.jamaluddin
    @hakiim.jamaluddin 3 роки тому

    Please keep posting more bayesian statistics (probably advanced bayesian statistics) videos. Very much helpful for my studies at unsw sydney!

    • @jaradniemi
      @jaradniemi  2 роки тому

      I might have the opportunity to this fall as I am teaching an advanced Bayesian stats class.

    • @hakiim.jamaluddin
      @hakiim.jamaluddin 2 роки тому

      @@jaradniemi thanks!

  • @sheilaabukayo5237
    @sheilaabukayo5237 10 місяців тому

    This is an awesome lecture. Thank you

  • @duncanstoddard2286
    @duncanstoddard2286 11 років тому +1

    Great lecture, thanks

  • @lightningblade9347
    @lightningblade9347 5 років тому +1

    I don't know if you still make videos but I just want to mention that this video was extremely helpful, bless you man and hope you are doing well.

    • @jaradniemi
      @jaradniemi  4 роки тому

      I just started making more videos, although perhaps at a more basic level than you need.

  • @madushadilshani1897
    @madushadilshani1897 5 років тому +1

    Thanks a lot. Very helpful.

  • @anwmus
    @anwmus 2 роки тому

    Thank you very much! May I ask why is the Beta distribution used as the prior - is it just simply for the ease since the posterior will have beta distribution after multiplying the likelihood function (binomial) with the beta?

    • @jaradniemi
      @jaradniemi  2 роки тому

      Yes, precisely because the posterior will have a beta distribution and thus this prior is "conjugate". You could use a different distribution, but then you would have more mathematical work to do to find the posterior.

  • @sjwang3892
    @sjwang3892 3 роки тому +1

    Thanks for creating this content. Really helpful! Would be better if you show Bayesian estimation works with multiple data points :)

    • @jaradniemi
      @jaradniemi  3 роки тому +1

      In the binomial model, there are really "n" data points, so this does have multiple data points. Perhaps you want Bayesian parameter estimation in a normal model? ua-cam.com/video/L5pg_cx2nNU/v-deo.html

    • @sjwang3892
      @sjwang3892 3 роки тому

      @@jaradniemi Thanks for the reply! I meant the examples for continuous distributions. Exactly what you just shared.

  • @ashutoshbhushan6107
    @ashutoshbhushan6107 3 роки тому

    Wow, well explained. Sound like you are a professor

  • @PedroPwnsYou
    @PedroPwnsYou 4 роки тому +1

    You answered a lot of my questions, thanks

  • @choitomines
    @choitomines 5 років тому

    Can i have the copy of your presentation?

  • @raoufzanati7532
    @raoufzanati7532 6 років тому +1

    Thankssssssssssssssss

  • @rohanmukherjii
    @rohanmukherjii 7 років тому

    Can you organize the videos properly with numbers? THe videos are great but hardly organized!

    • @jaradniemi
      @jaradniemi  7 років тому +3

      They're organized here ua-cam.com/play/PLFHD4aOUZFp0Xhzd5j1nWnExD54xJfnJX.html

  • @engkareemhamed
    @engkareemhamed 4 роки тому

    Please I need your email to contact with you My PHD in blind estimation and I need ask you on it