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Matt52 / bayesian-testing

Bayesian A/B testing
MIT License
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the principle behind computing posterior probability and the estimate_probabilities #28

Closed wmv2017 closed 1 year ago

wmv2017 commented 1 year ago

Hi，first i like your code! Thanks a lot! I want to know the principles about gamma_posteriors/dirichlet_posteriors/normal_posteriors/lognormal_posteriors I found something about gamma_posteriors in VWO_SmartStats_technical_whitepaper, but it looks different. (I cant understand the 1 / (b_priors_gamma[i] + totals[i]) in gamma_posteriors) Is there any recommended material or website that i can learn about the different posteriors and the estimate_probabilities function? Thanks a lot!

Matt52 commented 1 year ago

Hi @wmv2017 thanks for you message! You can check posteriors for instance on wikipedia: https://en.wikipedia.org/wiki/Conjugate_prior Also, this Coursera course could be a good starting point: https://www.coursera.org/learn/bayesian-statistics

1 / (totals[i] + b_priors_gamma[i]) in gamma_posteriors_all method is a posterior scale of gamma distribution (used as a prior in Poisson test).