Rethink2m1

probability
bayesbox
rethink-chap2
string
Published

November 8, 2023

Aufgabe

This question is taken from McElreath, R. (2020). Statistical rethinking: A Bayesian course with examples in R and Stan (2. Ed.). Taylor and Francis, CRC Press.

2M1. Recall the globe tossing model from the chapter (also see exercise globus1).

Compute and plot the grid approximate posterior distribution for each of the following sets of observations. In each case, assume a uniform prior for p.

  1. WWW
  2. WWWL
  3. LWWLWWW











Lösung

The solution is taken from this source.

library(tidyverse)

dist <- 
  tibble(
    # Gridwerte bestimmen:
    p_grid = seq(from = 0, to = 1, length.out = 20),
    # Priori-Wskt bestimmen:
    prior = rep(1, times = 20)) %>%
  mutate(
    # Likelihood berechnen:
    likelihood_1 = dbinom(3, size = 3, prob = p_grid),  # WWW
    likelihood_2 = dbinom(3, size = 4, prob = p_grid),  # WWWL
    likelihood_3 = dbinom(5, size = 7, prob = p_grid),  # LWWLWWW
    # unstand. Posterior-Wskt:
    unstand_post_1 = likelihood_1 * prior,
    unstand_post_2 = likelihood_2 * prior,
    unstand_post_3 = likelihood_3 * prior,
    # stand. Post-Wskt:
    std_post_1 = unstand_post_1 / sum(unstand_post_1),
    std_post_2 = unstand_post_2 / sum(unstand_post_2),
    std_post_3 = unstand_post_3 / sum(unstand_post_3)
    ) 

Hier ist die Bayes-Box:

knitr::kable(round(dist, 2))
p_grid prior likelihood_1 likelihood_2 likelihood_3 unstand_post_1 unstand_post_2 unstand_post_3 std_post_1 std_post_2 std_post_3
0.00 1 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
0.05 1 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
0.11 1 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
0.16 1 0.00 0.01 0.00 0.00 0.01 0.00 0.00 0.00 0.00
0.21 1 0.01 0.03 0.01 0.01 0.03 0.01 0.00 0.01 0.00
0.26 1 0.02 0.05 0.01 0.02 0.05 0.01 0.00 0.01 0.01
0.32 1 0.03 0.09 0.03 0.03 0.09 0.03 0.01 0.02 0.01
0.37 1 0.05 0.13 0.06 0.05 0.13 0.06 0.01 0.03 0.02
0.42 1 0.07 0.17 0.09 0.07 0.17 0.09 0.01 0.05 0.04
0.47 1 0.11 0.22 0.14 0.11 0.22 0.14 0.02 0.06 0.06
0.53 1 0.15 0.28 0.19 0.15 0.28 0.19 0.03 0.07 0.08
0.58 1 0.19 0.33 0.24 0.19 0.33 0.24 0.04 0.09 0.10
0.63 1 0.25 0.37 0.29 0.25 0.37 0.29 0.05 0.10 0.12
0.68 1 0.32 0.40 0.31 0.32 0.40 0.31 0.06 0.11 0.13
0.74 1 0.40 0.42 0.32 0.40 0.42 0.32 0.08 0.11 0.13
0.79 1 0.49 0.41 0.29 0.49 0.41 0.29 0.09 0.11 0.12
0.84 1 0.60 0.38 0.22 0.60 0.38 0.22 0.11 0.10 0.09
0.89 1 0.72 0.30 0.13 0.72 0.30 0.13 0.14 0.08 0.06
0.95 1 0.85 0.18 0.04 0.85 0.18 0.04 0.16 0.05 0.02
1.00 1 1.00 0.00 0.00 1.00 0.00 0.00 0.19 0.00 0.00

Jetzt können wir das jeweilige Diagramm zeichnen:

library(ggpubr)
ggline(dist,
       x = "p_grid",
       y = "std_post_1")

Oder mit ggplot2:

ggplot(dist) +
  aes(x = p_grid, y= std_post_1) +
  geom_line()+
  geom_point() +
  labs(x = "p(W)",
       y = "Posteriori-Wahrscheinlichkeit",
       title = "Daten: WWW")

ggplot(dist) +
  aes(x = p_grid, y= std_post_2) +
  geom_line()+
  geom_point() +
  labs(x = "p(W)",
       y = "Posteriori-Wahrscheinlichkeit",
       title = "Daten: WWWL")

ggplot(dist) +
  aes(x = p_grid, y= std_post_3) +
  geom_line()+
  geom_point() +
  labs(x = "p(W)",
       y = "Posteriori-Wahrscheinlichkeit",
       title = "Daten: LWWLWWW")


Categories:

  • probability
  • bayesbox
  • rethink-chap2
  • string