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jsalvatier comments on Bayesian exercise - Less Wrong Discussion

5 Post author: RolfAndreassen 21 September 2011 09:34PM

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Comment author: jsalvatier 21 September 2011 10:02:31PM 3 points [-]

You're trying to estimate a proportion. You should read about doing Bayesian inference for proportions (for example here). If this is your first problem you might want to choose a simpler problem where the quantity you're trying to estimate is a discrete variable (that'll make the problem simpler). The particular mistake you've made is using a single value for your prior; the value I think you're trying to estimate (the proportion of shuttles that fail) is continuous so you should have a prior distribution over the real line [0,1].

Comment author: Cyan 22 September 2011 02:58:40AM 3 points [-]

Or here, even.