Slide 10
Slide 10 text
The method in a nutshell ( of )
Why is it helpful? Because we know the closed forms :
( | ) = [ (0) (0) + (1) (1)]
( | , ) = [ ( )] [1 − ( )]1−
With these we can evaluate
∫
( , , ) ( , | ) =
∫
( , , ) ( | , ) ( | ) ≈
1
( , , )
in two easy steps :
. Draw from ( | ) (automatic with stan, pymc, etc.)
. Draw from ( | , ) (just coin flips)