Beta-Binomial Posterior Update

Statistics
Bayesian Statistics
Medium
A Bernoulli success probability has prior distribution . You observe 7 successes and 3 failures. What is the posterior distribution of ?
Hint 1

The Beta distribution is a conjugate prior for the Bernoulli likelihood.

Hint 2

Add the number of observed successes to the first parameter and failures to the second.

Show worked solution
  1. 1. Apply conjugacy

    For a prior updated with successes and failures, the posterior is .

  2. 2. Plug in the observed data

    With , , , , the posterior parameters follow directly.

Answer: Beta(9,6)

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