Posts Tagged ‘ software tips ’

Abelson’s paradox, baseball, null differences, the ROPE, and hierarchical Bayesian analysis

October 12, 2012
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Abelson’s paradox, baseball, null differences, the ROPE, and hierarchical Bayesian analysis

In a thread elsewhere, a reader of Bayesian estimation supersedes the t test commented: "Doesn't Abelson's paradox preclude the establishment of guidelines for a sufficiently small effect size?"  In this post I briefly review Abelson's paradox and...

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Gamma Likelihood Parameterized by MODE and SD

August 10, 2012
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Gamma Likelihood Parameterized by MODE and SD

In a previous post I showed that it's more intuitive to think of a gamma distribution in terms of its mode and standard deviation (sd) than its mean and sd because the gamma distribution is typically skewed. But I did not show how to estimate the mode ...

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Metropolis Algorithm: Discrete Position Probabilities

August 7, 2012
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Metropolis Algorithm: Discrete Position Probabilities

I was asked by a reader how I created Figure 7.2 of the book, reproduced at right, which shows the progression of discrete position probabilities at each step in a simple Metropolis algorithm. I couldn't find the original program, so I made a new one, ...

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Program updates and changes

August 3, 2012
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Program updates and changes

The plotPost() function, which plots histograms of MCMC chains annotated with HDI and other info, was changed a few weeks ago. plotPost() now returns summary information about the chain instead of summary information about the histogram.  A reader...

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Solutions to exercises now available to everyone

June 20, 2012
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Solutions to exercises now available to everyone

Until today, I limited distribution of the solutions manual to instructors and other appropriate professionals. Understandably, this disappointed many people. It was only a matter of time before the solutions would be made publicly available, and now i...

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Mixture of Normal Distributions

June 6, 2012
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Mixture of Normal Distributions

In this post I show a simple illustration of a mixture of normal distributions. For the examples, we assume we have metric values that we suppose are generated by a mixture of two different normal distributions, which I'll call clusters. We don't know ...

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Beta distribution parameterized by mode instead of mean

June 1, 2012
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Beta distribution parameterized by mode instead of mean

In this post, I describe how it is easier to intuit the beta distribution in terms of its mode than its mean. This is especially handy when specifying a prior beta distribution. (In a previous post, I explained how it is easier to intuit the gamma...

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Improved Programs for Hierarchical Bayesian ANOVA

April 18, 2012
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Improved Programs for Hierarchical Bayesian ANOVA

I've made three important changes in the programs for hierarchical Bayesian ANOVA. First, I changed the hyperprior on the variance (standard deviation) parameters. I was never pleased with the "+.1" kludge that I used in the book, explained on p. 496: ...

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Negative Binomial Reparameterization

April 7, 2012
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Negative Binomial Reparameterization

In a previous post, I showed that direct estimation of the p and r parameters in a negative binomial distribution could involve bad autocorrelation in the MCMC chains, and I suggested that there must be some standard reparameterization to solve the pro...

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Negative Binomial for Count Data

March 31, 2012
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Negative Binomial for Count Data

I have noticed that when estimating the parameters of a negative binomial distribution for describing count data, the MCMC chain can become extremely autocorrelated because the parameters are highly correlated. Question: There must be some standard re-...

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