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Checking whether a coin is fair

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that is, whether the probability of the coin's falling on either side when it is tossed is exactly 50%. It is of course impossible to rule out arbitrarily small deviations from fairness such as might be expected to affect only one flip in a lifetime of flipping; also it is always possible for an unfair (or "
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Determining the sex ratio in a large group of an animal species. Provided that a small random sample (i.e. small in comparison with the total population) is taken when performing the random sampling of the population, the analysis is similar to determining the probability of obtaining heads in a coin
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An important difference between these two approaches is that the first approach gives some weight to one's prior experience of tossing coins, while the second does not. The question of how much weight to give to prior experience, depending on the quality (credibility) of that experience, is discussed
193:). This method assumes that the experimenter can decide to toss the coin any number of times. The experimenter first decides on the level of confidence required and the tolerable margin of error. These parameters determine the minimum number of tosses that must be performed to complete the experiment. 1641:
than our presupposition of the probability that the coin was fair corresponding to the uniform prior distribution, which was 10%. Using a prior distribution that reflects our prior knowledge of what a coin is and how it acts, the posterior distribution would not favor the hypothesis of bias. However
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Determining the proportion of defective items for a product subjected to a particular (but well defined) condition. Sometimes a product can be very difficult or expensive to produce. Furthermore, if testing such products will result in their destruction, a minimum number of items should be tested.
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is used, although the latter might be slightly "unfair" due to an asymmetrical weight distribution, which might cause one state to occur more frequently than the other, giving one party an unfair advantage. So it might be necessary to test experimentally whether the coin is in fact "fair" –
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Two party polling. If a small random sample poll is taken where there are only two mutually exclusive choices, then this is similar to tossing a single coin multiple times using a possibly biased coin. A similar analysis can therefore be applied to determine the confidence to be ascribed to the
131:") coin to happen to turn up exactly 10 heads in 20 flips. Therefore, any fairness test must only establish a certain degree of confidence in a certain degree of fairness (a certain maximum bias). In more rigorous terminology, the problem is of determining the parameters of a 1850: 488: 2604: 682: 1463: 3394: 151:
Both methods prescribe an experiment (or trial) in which the coin is tossed many times and the result of each toss is recorded. The results can then be analysed statistically to decide whether the coin is "fair" or "probably not fair".
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This article describes experimental procedures for determining whether a coin is fair or unfair. There are many statistical methods for analyzing such an experimental procedure. This article illustrates two of them.
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can provide guidance on two types of question; specifically those of how many trials to undertake and of the accuracy of an estimate of the probability of turning up heads, derived from a given sample of trials.
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which describes the consequences of making a given decision. An approach that avoids requiring either a loss function or a prior probability (as in the Bayesian approach) is that of "acceptance sampling".
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is small when compared with the alternative hypothesis (a biased coin). However, it is not small enough to cause us to believe that the coin has a significant bias. This probability is slightly
2374: 1703: 3046: 2746: 532:) = 1. (In practice, it would be more appropriate to assume a prior distribution which is much more heavily weighted in the region around 0.5, to reflect our experience with real coins.) 294: 3483: 2513: 1929: 3446: 966:{\displaystyle f(r\mid H=h,T=t)={\frac {{N \choose h}r^{h}(1-r)^{t}}{\int _{0}^{1}{N \choose h}p^{h}(1-p)^{t}\,dp}}={\frac {r^{h}(1-r)^{t}}{\int _{0}^{1}p^{h}(1-p)^{t}\,dp}}.} 179:
which represents the information obtained from the experiment. The probability that this particular coin is a "fair coin" can then be obtained by integrating the PDF of the
3314: 2463: 3189: 3160: 3131: 2231: 1973: 2952: 2923: 2507: 94:. The practical problem of checking whether a coin is fair might be considered as easily solved by performing a sufficiently large number of trials, but statistics and 2894: 3215: 3000: 2978: 2415: 2299: 2253: 1886: 1299: 3325: 1525: 2277: 2762: 1642:
the number of trials in this example (10 tosses) is very small, and with more trials the choice of prior distribution would be somewhat less relevant.)
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The probability for an unbiased coin (defined for this purpose as one whose probability of coming down heads is somewhere between 45% and 55%)
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be the actual probability of obtaining heads in a single toss of the coin. This is the property of the coin which is being investigated. Using
163:). Initially, the true probability of obtaining a particular side when a coin is tossed is unknown, but the uncertainty is represented by the " 118:
used widely in sports and other situations where it is required to give two parties the same chance of winning. Either a specially designed
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and, secondly, in providing a simple problem that can be used to compare various competing methods of statistical inference, including
3694: 2623: 1845:{\displaystyle \operatorname {E} =\int _{0}^{1}r\cdot f(r\mid H=7,T=3)\,\mathrm {d} r={\frac {h+1}{h+t+2}}={\frac {2}{3}}.} 3599:
However, if the coin is caught rather than allowed to bounce or spin, it is difficult to bias a coin flip's outcome. See
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over the relevant interval that represents all the probabilities that can be counted as "fair" in a practical sense.
36: 3008: 2697: 483:{\displaystyle f(r\mid H=h,T=t)={\frac {\Pr(H=h\mid r,N=h+t)\,g(r)}{\int _{0}^{1}\Pr(H=h\mid p,N=h+t)\,g(p)\,dp}},} 3514:
The above mathematical analysis for determining if a coin is fair can also be applied to other uses. For example:
2599:{\displaystyle ={\sqrt {\frac {p\,(1-p)}{n}}}\leq {\sqrt {\frac {0.5\times 0.5}{n}}}={\frac {1}{2\,{\sqrt {n}}}}} 1678: 3195:
3. The coin is tossed 12000 times with a result of 5961 heads (and 6039 tails). What interval does the value of
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Using this approach, to decide the number of times the coin should be tossed, two parameters are required:
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is one whose importance lies, firstly, in providing a simple problem on which to illustrate basic ideas of
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Using a similar analysis, the probability density function of the product defect rate can be found.
30: 3291: 3217:(the true probability of obtaining heads) lie within if a confidence level of 99.999% is desired? 2424: 241:
represent more generalised variables expressing the numbers of heads and tails respectively that
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The prior probability density distribution summarizes what is known about the distribution of
3389:{\displaystyle E={\frac {Z}{2\,{\sqrt {n}}}}\,={\frac {4.4172}{2\,{\sqrt {12000}}}}\,=0.0202} 548: 190: 87: 1627:{\displaystyle \Pr(0.45<r<0.55)=\int _{0.45}^{0.55}f(p\mid H=7,T=3)\,dp\approx 13\%\!} 3704: 3527:
then the analysis must take account of that, and the coin-flip analogy doesn't quite hold.)
3198: 2983: 2961: 2393: 2282: 2236: 1869: 160: 8: 3551: 2859:{\displaystyle n={\frac {Z^{2}}{4\,E^{2}}}={\frac {Z^{2}}{4\times 0.01^{2}}}=2500\ Z^{2}} 1999: 1987: 176: 3493:
Other approaches to the question of checking whether a coin is fair are available using
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1. If a maximum error of 0.01 is desired, how many times should the coin be tossed?
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for the binomial distribution), whose denominator can be expressed in terms of the
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2. If the coin is tossed 10000 times, what is the maximum error of the estimator
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The confidence level is denoted by Z and is given by the Z-value of a standard
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is the probability of obtaining heads when tossing the same coin once.)
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Now find the value of Z corresponding to 99.999% level of confidence.
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In statistics, the estimate of a proportion of a sample (denoted by
3275:{\displaystyle p={\frac {h}{h+t}}\,={\frac {5961}{12000}}\,=0.4968} 3098:{\displaystyle E={\frac {Z}{2\,{\sqrt {10000}}}}={\frac {Z}{200}}} 2465:. Further, in the case of a coin being tossed, it is likely that 666:{\displaystyle \Pr(H=h\mid r,N=h+t)={N \choose h}r^{h}(1-r)^{t}.} 2006:
statistics table for the normal distribution. Some examples are:
1293:= 7, i.e. the coin is tossed 10 times and 7 heads are obtained: 1645:
With the uniform prior, the posterior probability distribution
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As a uniform prior distribution has been assumed, and because
3002:(the actual probability of obtaining heads in a coin toss)? 512:
in the absence of any observation. We will assume that the
501:) represents the prior probability density distribution of 123: 205: 2279:
is the same actual probability (of obtaining heads) as
114:) which are equally likely to occur. It is based on the 3497:, whose application would require the formulation of a 3523:
actual ratio of votes cast. (If people are allowed to
2673:{\displaystyle E=Z\,s_{p}={\frac {Z}{2\,{\sqrt {n}}}}} 2469:
will be not far from 0.5, so it is reasonable to take
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given that 7 heads were obtained in 10 tosses. (Note:
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tosses of a coin with a probability of heads equal to
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And hence the value of maximum error (E) is given by
2516: 2486: 2427: 2396: 2322: 2285: 2265: 2239: 2197: 1939: 1894: 1872: 1706: 1528: 1302: 1147: 997: 685: 560: 297: 3600: 2369:{\displaystyle s_{p}={\sqrt {\frac {p\,(1-p)}{n}}}} 1134:are integers, this can also be written in terms of 3477: 3440: 3388: 3308: 3274: 3209: 3183: 3154: 3125: 3097: 3040: 2994: 2972: 2946: 2917: 2888: 2858: 2740: 2672: 2598: 2501: 2457: 2409: 2368: 2293: 2271: 2247: 2225: 1967: 1923: 1880: 1844: 1626: 1457: 1269: 1115: 965: 665: 482: 3474: 3437: 3305: 3206: 2991: 2969: 2737: 2498: 2290: 2244: 1899: 1877: 1623: 622: 609: 3686: 2687:Solving for the required number of coin tosses, 1858: 1529: 561: 412: 340: 225:times and noting the observed numbers of heads, 1933:This estimator has a margin of error (E) where 2383:is the number of trials (which was denoted by 3041:{\displaystyle E={\frac {Z}{2\,{\sqrt {n}}}}} 2741:{\displaystyle n={\frac {Z^{2}}{4\,E^{2}}}\!} 815: 802: 744: 731: 676:Substituting this into the previous formula: 1677:) = 0.7; this value is called the 175:by combining the prior distribution and the 2617: 2477: 245:have been observed in the experiment. Thus 3478:{\displaystyle 0.4766<r<0.5170\,\!} 3473: 3436: 3379: 3368: 3355: 3344: 3304: 3265: 3251: 3205: 3180: 3151: 3122: 3071: 3027: 2990: 2968: 2943: 2914: 2885: 2788: 2723: 2659: 2636: 2585: 2527: 2497: 2343: 2289: 2243: 1986:The confidence level which is denoted by 1898: 1876: 1866:The best estimator for the actual value 1782: 1607: 1419: 1371: 1222: 950: 853: 467: 454: 382: 210:One method is to calculate the posterior 66:Learn how and when to remove this message 2301:of the previous section in this article. 1482: 221:A test is performed by tossing the coin 29:This article includes a list of general 3399:The interval which contains r is thus: 276:, the posterior probability density of 3687: 1924:{\displaystyle p\,\!={\frac {h}{h+t}}} 206:Posterior probability density function 157:Posterior probability density function 3660:, John Wiley & Sons, Inc. (1971) 3509: 3191:at 99.90% level of confidence (Z=3.3) 2954:at 99.90% level of confidence (Z=3.3) 1661: = 3) achieves its peak at 3642:(Example 11.7), Chapman & Hall. 2191:The maximum error (E) is defined by 1697:under the posterior distribution is 1689:. Also with the uniform prior, the 15: 3658:Introductory Engineering Statistics 3488: 3441:{\displaystyle p-E<r<p+E\,\!} 3162:at 95.45% level of confidence (Z=2) 3133:at 68.27% level of confidence (Z=1) 2925:at 95.45% level of confidence (Z=2) 2896:at 68.27% level of confidence (Z=1) 13: 3672:Data Analysis, a Bayesian Tutorial 1993:The maximum (acceptable) error (E) 1975:at a particular confidence level. 1784: 1707: 1620: 1044: 806: 735: 613: 505:, which lies in the range 0 to 1. 122:or more usually a simple currency 35:it lacks sufficient corresponding 14: 3721: 3674:, Oxford University Press (1996) 1468:The graph on the right shows the 135:, given only a limited sample of 3638:Cox, D.R., Hinkley, D.V. (1974) 1487:Plot of the probability density 20: 2002:. This value can be read off a 110:with two states (usually named 84:checking whether a coin is fair 3695:Statistical hypothesis testing 3632: 3593: 2540: 2528: 2446: 2434: 2356: 2344: 2213: 2199: 1955: 1941: 1779: 1749: 1719: 1713: 1604: 1574: 1550: 1532: 1443: 1430: 1404: 1391: 1357: 1345: 1336: 1306: 1255: 1242: 1208: 1190: 1181: 1151: 1101: 1088: 1072: 1048: 1031: 1001: 941: 928: 892: 879: 844: 831: 773: 760: 719: 689: 651: 638: 600: 564: 464: 458: 451: 415: 392: 386: 379: 343: 331: 301: 1: 3587: 1859:Estimator of true probability 535:The probability of obtaining 524:over the interval . That is, 187:Estimator of true probability 3656:Guttman, Wilks, and Hunter: 3309:{\displaystyle Z=4.4172\,\!} 2183: 2168: 2153: 2138: 2123: 2108: 2093: 2078: 2063: 2048: 2033: 2018: 2015: 2012: 1503: = 3) = 1320  1470:probability density function 212:probability density function 7: 3535: 2751: 2458:{\displaystyle p=(1-p)=0.5} 216:Bayesian probability theory 142: 10: 3726: 3184:{\displaystyle E=0.0165\,} 3155:{\displaystyle E=0.0100\,} 3126:{\displaystyle E=0.0050\,} 2387:in the previous section). 2259:of obtaining heads. Note: 2226:{\displaystyle |p-r|<E} 1968:{\displaystyle |p-r|<E} 1280: 2947:{\displaystyle n=27225\,} 2918:{\displaystyle n=10000\,} 2502:{\displaystyle s_{p}\,\!} 288:is expressed as follows: 2889:{\displaystyle n=2500\,} 2473:=0.5 in the following: 50:more precise citations. 3640:Theoretical Statistics 3582:Statistical randomness 3562:Inferential statistics 3479: 3442: 3390: 3310: 3276: 3211: 3185: 3156: 3127: 3099: 3042: 2996: 2974: 2948: 2919: 2890: 2860: 2742: 2674: 2600: 2503: 2459: 2411: 2370: 2295: 2273: 2249: 2227: 2181:% level of confidence 2166:% level of confidence 2151:% level of confidence 2136:% level of confidence 2121:% level of confidence 2106:% level of confidence 2091:% level of confidence 2076:% level of confidence 2061:% level of confidence 2046:% level of confidence 2031:% level of confidence 1969: 1925: 1882: 1846: 1628: 1516: 1459: 1271: 1117: 967: 667: 484: 181:posterior distribution 173:posterior distribution 171:is used to derive the 3606:American Statistician 3480: 3443: 3391: 3311: 3277: 3212: 3210:{\displaystyle r\,\!} 3186: 3157: 3128: 3100: 3043: 2997: 2995:{\displaystyle r\,\!} 2975: 2973:{\displaystyle p\,\!} 2949: 2920: 2891: 2861: 2743: 2675: 2601: 2504: 2460: 2412: 2410:{\displaystyle s_{p}} 2371: 2296: 2294:{\displaystyle r\,\!} 2274: 2257:estimated probability 2250: 2248:{\displaystyle p\,\!} 2228: 1970: 1926: 1883: 1881:{\displaystyle r\,\!} 1847: 1629: 1507: (1 −  1486: 1460: 1272: 1118: 968: 668: 549:binomial distribution 485: 88:statistical inference 3618:10.1198/000313002605 3455: 3406: 3326: 3292: 3224: 3199: 3168: 3139: 3110: 3053: 3009: 2984: 2962: 2931: 2902: 2873: 2763: 2698: 2624: 2514: 2484: 2425: 2394: 2390:This standard error 2320: 2283: 2263: 2237: 2195: 1937: 1892: 1870: 1704: 1526: 1300: 1145: 995: 683: 558: 295: 191:Frequentist approach 3552:Confidence interval 2000:normal distribution 1988:confidence interval 1739: 1570: 1515:ranging from 0 to 1 917: 798: 411: 177:likelihood function 112:"heads" and "tails" 3700:Bayesian inference 3510:Other applications 3475: 3438: 3386: 3306: 3272: 3207: 3181: 3152: 3123: 3095: 3038: 2992: 2970: 2944: 2915: 2886: 2856: 2738: 2670: 2596: 2499: 2455: 2407: 2366: 2291: 2269: 2245: 2223: 1965: 1921: 1878: 1842: 1725: 1624: 1556: 1517: 1455: 1267: 1113: 976:This is in fact a 963: 903: 784: 663: 514:prior distribution 480: 397: 200:credibility theory 169:Bayesian inference 165:prior distribution 108:randomizing device 96:probability theory 82:, the question of 3557:Estimation theory 3377: 3374: 3353: 3350: 3263: 3249: 3093: 3080: 3077: 3036: 3033: 2845: 2835: 2800: 2735: 2683: 2682: 2668: 2665: 2609: 2608: 2594: 2591: 2571: 2570: 2548: 2547: 2421:has a maximum at 2364: 2363: 2272:{\displaystyle r} 2188: 2187: 2016:Confidence level 1980: 1979: 1919: 1888:is the estimator 1837: 1824: 1379: 1285:For example, let 1230: 1076: 978:beta distribution 958: 861: 813: 742: 620: 475: 167:". The theory of 161:Bayesian approach 133:Bernoulli process 76: 75: 68: 3717: 3670:Devinder Sivia: 3650: 3636: 3630: 3629: 3597: 3577:Point estimation 3503:utility function 3489:Other approaches 3484: 3482: 3481: 3476: 3447: 3445: 3444: 3439: 3395: 3393: 3392: 3387: 3378: 3376: 3375: 3370: 3360: 3354: 3352: 3351: 3346: 3336: 3319:Now calculate E 3315: 3313: 3312: 3307: 3281: 3279: 3278: 3273: 3264: 3256: 3250: 3248: 3234: 3216: 3214: 3213: 3208: 3190: 3188: 3187: 3182: 3161: 3159: 3158: 3153: 3132: 3130: 3129: 3124: 3104: 3102: 3101: 3096: 3094: 3086: 3081: 3079: 3078: 3073: 3063: 3047: 3045: 3044: 3039: 3037: 3035: 3034: 3029: 3019: 3001: 2999: 2998: 2993: 2980:on the value of 2979: 2977: 2976: 2971: 2953: 2951: 2950: 2945: 2924: 2922: 2921: 2916: 2895: 2893: 2892: 2887: 2865: 2863: 2862: 2857: 2855: 2854: 2843: 2836: 2834: 2833: 2832: 2816: 2815: 2806: 2801: 2799: 2798: 2797: 2783: 2782: 2773: 2747: 2745: 2744: 2739: 2736: 2734: 2733: 2732: 2718: 2717: 2708: 2679: 2677: 2676: 2671: 2669: 2667: 2666: 2661: 2651: 2646: 2645: 2618: 2605: 2603: 2602: 2597: 2595: 2593: 2592: 2587: 2577: 2572: 2566: 2555: 2554: 2549: 2543: 2522: 2521: 2508: 2506: 2505: 2500: 2496: 2495: 2478: 2464: 2462: 2461: 2456: 2416: 2414: 2413: 2408: 2406: 2405: 2375: 2373: 2372: 2367: 2365: 2359: 2338: 2337: 2332: 2331: 2300: 2298: 2297: 2292: 2278: 2276: 2275: 2270: 2254: 2252: 2251: 2246: 2232: 2230: 2229: 2224: 2216: 2202: 2010: 2009: 1974: 1972: 1971: 1966: 1958: 1944: 1930: 1928: 1927: 1922: 1920: 1918: 1904: 1887: 1885: 1884: 1879: 1863: 1851: 1849: 1848: 1843: 1838: 1830: 1825: 1823: 1806: 1795: 1787: 1738: 1733: 1633: 1631: 1630: 1625: 1569: 1564: 1499: = 7,  1464: 1462: 1461: 1456: 1451: 1450: 1429: 1428: 1412: 1411: 1390: 1389: 1380: 1378: 1363: 1343: 1276: 1274: 1273: 1268: 1263: 1262: 1241: 1240: 1231: 1229: 1214: 1188: 1122: 1120: 1119: 1114: 1109: 1108: 1087: 1086: 1077: 1075: 1047: 1038: 972: 970: 969: 964: 959: 957: 949: 948: 927: 926: 916: 911: 901: 900: 899: 878: 877: 867: 862: 860: 852: 851: 830: 829: 820: 819: 818: 805: 797: 792: 782: 781: 780: 759: 758: 749: 748: 747: 734: 726: 672: 670: 669: 664: 659: 658: 637: 636: 627: 626: 625: 612: 547:is given by the 489: 487: 486: 481: 476: 474: 410: 405: 395: 338: 137:Bernoulli trials 106:is an idealized 71: 64: 60: 57: 51: 46:this article by 37:inline citations 24: 23: 16: 3725: 3724: 3720: 3719: 3718: 3716: 3715: 3714: 3685: 3684: 3653: 3637: 3633: 3598: 3594: 3590: 3572:Margin of error 3538: 3512: 3495:decision theory 3491: 3456: 3453: 3452: 3407: 3404: 3403: 3369: 3364: 3359: 3345: 3340: 3335: 3327: 3324: 3323: 3293: 3290: 3289: 3255: 3238: 3233: 3225: 3222: 3221: 3200: 3197: 3196: 3169: 3166: 3165: 3140: 3137: 3136: 3111: 3108: 3107: 3085: 3072: 3067: 3062: 3054: 3051: 3050: 3028: 3023: 3018: 3010: 3007: 3006: 2985: 2982: 2981: 2963: 2960: 2959: 2932: 2929: 2928: 2903: 2900: 2899: 2874: 2871: 2870: 2850: 2846: 2828: 2824: 2817: 2811: 2807: 2805: 2793: 2789: 2784: 2778: 2774: 2772: 2764: 2761: 2760: 2754: 2728: 2724: 2719: 2713: 2709: 2707: 2699: 2696: 2695: 2660: 2655: 2650: 2641: 2637: 2625: 2622: 2621: 2586: 2581: 2576: 2556: 2553: 2523: 2520: 2515: 2512: 2511: 2491: 2487: 2485: 2482: 2481: 2426: 2423: 2422: 2401: 2397: 2395: 2392: 2391: 2339: 2336: 2327: 2323: 2321: 2318: 2317: 2284: 2281: 2280: 2264: 2261: 2260: 2238: 2235: 2234: 2212: 2198: 2196: 2193: 2192: 1954: 1940: 1938: 1935: 1934: 1908: 1903: 1893: 1890: 1889: 1871: 1868: 1867: 1861: 1855: 1829: 1807: 1796: 1794: 1783: 1734: 1729: 1705: 1702: 1701: 1565: 1560: 1527: 1524: 1523: 1446: 1442: 1424: 1420: 1407: 1403: 1385: 1381: 1364: 1344: 1342: 1301: 1298: 1297: 1283: 1258: 1254: 1236: 1232: 1215: 1189: 1187: 1146: 1143: 1142: 1104: 1100: 1082: 1078: 1043: 1042: 1037: 996: 993: 992: 982:conjugate prior 944: 940: 922: 918: 912: 907: 902: 895: 891: 873: 869: 868: 866: 847: 843: 825: 821: 814: 801: 800: 799: 793: 788: 783: 776: 772: 754: 750: 743: 730: 729: 728: 727: 725: 684: 681: 680: 654: 650: 632: 628: 621: 608: 607: 606: 559: 556: 555: 406: 401: 396: 339: 337: 296: 293: 292: 280:conditional on 208: 145: 92:decision theory 72: 61: 55: 52: 42:Please help to 41: 25: 21: 12: 11: 5: 3723: 3713: 3712: 3707: 3702: 3697: 3683: 3682: 3668: 3652: 3651: 3631: 3612:(4): 308–311. 3591: 3589: 3586: 3585: 3584: 3579: 3574: 3569: 3564: 3559: 3554: 3549: 3544: 3537: 3534: 3533: 3532: 3528: 3520: 3511: 3508: 3490: 3487: 3486: 3485: 3472: 3469: 3466: 3463: 3460: 3449: 3448: 3435: 3432: 3429: 3426: 3423: 3420: 3417: 3414: 3411: 3397: 3396: 3385: 3382: 3373: 3367: 3363: 3358: 3349: 3343: 3339: 3334: 3331: 3317: 3316: 3303: 3300: 3297: 3283: 3282: 3271: 3268: 3262: 3259: 3254: 3247: 3244: 3241: 3237: 3232: 3229: 3204: 3193: 3192: 3179: 3176: 3173: 3163: 3150: 3147: 3144: 3134: 3121: 3118: 3115: 3105: 3092: 3089: 3084: 3076: 3070: 3066: 3061: 3058: 3048: 3032: 3026: 3022: 3017: 3014: 2989: 2967: 2956: 2955: 2942: 2939: 2936: 2926: 2913: 2910: 2907: 2897: 2884: 2881: 2878: 2867: 2866: 2853: 2849: 2842: 2839: 2831: 2827: 2823: 2820: 2814: 2810: 2804: 2796: 2792: 2787: 2781: 2777: 2771: 2768: 2753: 2750: 2749: 2748: 2731: 2727: 2722: 2716: 2712: 2706: 2703: 2685: 2684: 2681: 2680: 2664: 2658: 2654: 2649: 2644: 2640: 2635: 2632: 2629: 2611: 2610: 2607: 2606: 2590: 2584: 2580: 2575: 2569: 2565: 2562: 2559: 2552: 2546: 2542: 2539: 2536: 2533: 2530: 2526: 2519: 2509: 2494: 2490: 2454: 2451: 2448: 2445: 2442: 2439: 2436: 2433: 2430: 2404: 2400: 2377: 2376: 2362: 2358: 2355: 2352: 2349: 2346: 2342: 2335: 2330: 2326: 2314: 2313: 2310:standard error 2302: 2288: 2268: 2242: 2222: 2219: 2215: 2211: 2208: 2205: 2201: 2186: 2185: 2182: 2175: 2171: 2170: 2167: 2160: 2156: 2155: 2152: 2145: 2141: 2140: 2139:"Three nines" 2137: 2130: 2126: 2125: 2124:Three std dev 2122: 2115: 2111: 2110: 2107: 2100: 2096: 2095: 2092: 2085: 2081: 2080: 2077: 2070: 2066: 2065: 2062: 2055: 2051: 2050: 2047: 2040: 2036: 2035: 2032: 2025: 2021: 2020: 2017: 2014: 2008: 2007: 2004:standard score 1995: 1994: 1991: 1978: 1977: 1964: 1961: 1957: 1953: 1950: 1947: 1943: 1917: 1914: 1911: 1907: 1902: 1897: 1875: 1860: 1857: 1853: 1852: 1841: 1836: 1833: 1828: 1822: 1819: 1816: 1813: 1810: 1805: 1802: 1799: 1793: 1790: 1786: 1781: 1778: 1775: 1772: 1769: 1766: 1763: 1760: 1757: 1754: 1751: 1748: 1745: 1742: 1737: 1732: 1728: 1724: 1721: 1718: 1715: 1712: 1709: 1691:expected value 1683:(MAP) estimate 1669: / ( 1635: 1634: 1622: 1619: 1616: 1613: 1610: 1606: 1603: 1600: 1597: 1594: 1591: 1588: 1585: 1582: 1579: 1576: 1573: 1568: 1563: 1559: 1555: 1552: 1549: 1546: 1543: 1540: 1537: 1534: 1531: 1466: 1465: 1454: 1449: 1445: 1441: 1438: 1435: 1432: 1427: 1423: 1418: 1415: 1410: 1406: 1402: 1399: 1396: 1393: 1388: 1384: 1377: 1374: 1370: 1367: 1362: 1359: 1356: 1353: 1350: 1347: 1341: 1338: 1335: 1332: 1329: 1326: 1323: 1320: 1317: 1314: 1311: 1308: 1305: 1282: 1279: 1278: 1277: 1266: 1261: 1257: 1253: 1250: 1247: 1244: 1239: 1235: 1228: 1225: 1221: 1218: 1213: 1210: 1207: 1204: 1201: 1198: 1195: 1192: 1186: 1183: 1180: 1177: 1174: 1171: 1168: 1165: 1162: 1159: 1156: 1153: 1150: 1124: 1123: 1112: 1107: 1103: 1099: 1096: 1093: 1090: 1085: 1081: 1074: 1071: 1068: 1065: 1062: 1059: 1056: 1053: 1050: 1046: 1041: 1036: 1033: 1030: 1027: 1024: 1021: 1018: 1015: 1012: 1009: 1006: 1003: 1000: 974: 973: 962: 956: 953: 947: 943: 939: 936: 933: 930: 925: 921: 915: 910: 906: 898: 894: 890: 887: 884: 881: 876: 872: 865: 859: 856: 850: 846: 842: 839: 836: 833: 828: 824: 817: 812: 809: 804: 796: 791: 787: 779: 775: 771: 768: 765: 762: 757: 753: 746: 741: 738: 733: 724: 721: 718: 715: 712: 709: 706: 703: 700: 697: 694: 691: 688: 674: 673: 662: 657: 653: 649: 646: 643: 640: 635: 631: 624: 619: 616: 611: 605: 602: 599: 596: 593: 590: 587: 584: 581: 578: 575: 572: 569: 566: 563: 491: 490: 479: 473: 470: 466: 463: 460: 457: 453: 450: 447: 444: 441: 438: 435: 432: 429: 426: 423: 420: 417: 414: 409: 404: 400: 394: 391: 388: 385: 381: 378: 375: 372: 369: 366: 363: 360: 357: 354: 351: 348: 345: 342: 336: 333: 330: 327: 324: 321: 318: 315: 312: 309: 306: 303: 300: 274:Bayes' theorem 233:. The symbols 207: 204: 195: 194: 184: 144: 141: 74: 73: 28: 26: 19: 9: 6: 4: 3: 2: 3722: 3711: 3710:Coin flipping 3708: 3706: 3703: 3701: 3698: 3696: 3693: 3692: 3690: 3681: 3680:0-19-851889-7 3677: 3673: 3669: 3667: 3666:0-471-33770-6 3663: 3659: 3655: 3654: 3649: 3648:0-412-12420-3 3645: 3641: 3635: 3627: 3623: 3619: 3615: 3611: 3607: 3603: 3596: 3592: 3583: 3580: 3578: 3575: 3573: 3570: 3568: 3565: 3563: 3560: 3558: 3555: 3553: 3550: 3548: 3547:Coin flipping 3545: 3543: 3542:Binomial test 3540: 3539: 3529: 3526: 3521: 3517: 3516: 3515: 3507: 3504: 3500: 3499:loss function 3496: 3470: 3467: 3464: 3461: 3458: 3451: 3450: 3433: 3430: 3427: 3424: 3421: 3418: 3415: 3412: 3409: 3402: 3401: 3400: 3383: 3380: 3371: 3365: 3361: 3356: 3347: 3341: 3337: 3332: 3329: 3322: 3321: 3320: 3301: 3298: 3295: 3288: 3287: 3286: 3269: 3266: 3260: 3257: 3252: 3245: 3242: 3239: 3235: 3230: 3227: 3220: 3219: 3218: 3202: 3177: 3174: 3171: 3164: 3148: 3145: 3142: 3135: 3119: 3116: 3113: 3106: 3090: 3087: 3082: 3074: 3068: 3064: 3059: 3056: 3049: 3030: 3024: 3020: 3015: 3012: 3005: 3004: 3003: 2987: 2965: 2940: 2937: 2934: 2927: 2911: 2908: 2905: 2898: 2882: 2879: 2876: 2869: 2868: 2851: 2847: 2840: 2837: 2829: 2825: 2821: 2818: 2812: 2808: 2802: 2794: 2790: 2785: 2779: 2775: 2769: 2766: 2759: 2758: 2757: 2729: 2725: 2720: 2714: 2710: 2704: 2701: 2694: 2693: 2692: 2690: 2662: 2656: 2652: 2647: 2642: 2638: 2633: 2630: 2627: 2620: 2619: 2616: 2615: 2614: 2588: 2582: 2578: 2573: 2567: 2563: 2560: 2557: 2550: 2544: 2537: 2534: 2531: 2524: 2517: 2510: 2492: 2488: 2480: 2479: 2476: 2475: 2474: 2472: 2468: 2452: 2449: 2443: 2440: 2437: 2431: 2428: 2420: 2402: 2398: 2388: 2386: 2382: 2360: 2353: 2350: 2347: 2340: 2333: 2328: 2324: 2316: 2315: 2311: 2307: 2303: 2286: 2266: 2258: 2240: 2220: 2217: 2209: 2206: 2203: 2190: 2189: 2184:"Five nines" 2180: 2176: 2173: 2172: 2169:Four std dev 2165: 2161: 2158: 2157: 2154:"Four nines" 2150: 2146: 2143: 2142: 2135: 2131: 2128: 2127: 2120: 2116: 2113: 2112: 2105: 2101: 2098: 2097: 2090: 2086: 2083: 2082: 2075: 2071: 2068: 2067: 2060: 2056: 2053: 2052: 2045: 2041: 2038: 2037: 2030: 2026: 2023: 2022: 2011: 2005: 2001: 1997: 1996: 1992: 1989: 1985: 1984: 1983: 1976: 1962: 1959: 1951: 1948: 1945: 1915: 1912: 1909: 1905: 1900: 1895: 1873: 1865: 1864: 1856: 1839: 1834: 1831: 1826: 1820: 1817: 1814: 1811: 1808: 1803: 1800: 1797: 1791: 1788: 1776: 1773: 1770: 1767: 1764: 1761: 1758: 1755: 1752: 1746: 1743: 1740: 1735: 1730: 1726: 1722: 1716: 1710: 1700: 1699: 1698: 1696: 1692: 1688: 1684: 1682: 1676: 1673: +  1672: 1668: 1665: =  1664: 1660: 1656: 1653: |  1652: 1648: 1643: 1640: 1617: 1614: 1611: 1608: 1601: 1598: 1595: 1592: 1589: 1586: 1583: 1580: 1577: 1571: 1566: 1561: 1557: 1553: 1547: 1544: 1541: 1538: 1535: 1522: 1521: 1520: 1514: 1510: 1506: 1502: 1498: 1495: |  1494: 1490: 1485: 1481: 1479: 1475: 1471: 1452: 1447: 1439: 1436: 1433: 1425: 1421: 1416: 1413: 1408: 1400: 1397: 1394: 1386: 1382: 1375: 1372: 1368: 1365: 1360: 1354: 1351: 1348: 1339: 1333: 1330: 1327: 1324: 1321: 1318: 1315: 1312: 1309: 1303: 1296: 1295: 1294: 1292: 1288: 1264: 1259: 1251: 1248: 1245: 1237: 1233: 1226: 1223: 1219: 1216: 1211: 1205: 1202: 1199: 1196: 1193: 1184: 1178: 1175: 1172: 1169: 1166: 1163: 1160: 1157: 1154: 1148: 1141: 1140: 1139: 1137: 1133: 1129: 1110: 1105: 1097: 1094: 1091: 1083: 1079: 1069: 1066: 1063: 1060: 1057: 1054: 1051: 1039: 1034: 1028: 1025: 1022: 1019: 1016: 1013: 1010: 1007: 1004: 998: 991: 990: 989: 987: 986:beta function 983: 979: 960: 954: 951: 945: 937: 934: 931: 923: 919: 913: 908: 904: 896: 888: 885: 882: 874: 870: 863: 857: 854: 848: 840: 837: 834: 826: 822: 810: 807: 794: 789: 785: 777: 769: 766: 763: 755: 751: 739: 736: 722: 716: 713: 710: 707: 704: 701: 698: 695: 692: 686: 679: 678: 677: 660: 655: 647: 644: 641: 633: 629: 617: 614: 603: 597: 594: 591: 588: 585: 582: 579: 576: 573: 570: 567: 554: 553: 552: 550: 546: 542: 538: 533: 531: 527: 523: 519: 515: 511: 506: 504: 500: 496: 477: 471: 468: 461: 455: 448: 445: 442: 439: 436: 433: 430: 427: 424: 421: 418: 407: 402: 398: 389: 383: 376: 373: 370: 367: 364: 361: 358: 355: 352: 349: 346: 334: 328: 325: 322: 319: 316: 313: 310: 307: 304: 298: 291: 290: 289: 287: 283: 279: 275: 271: 266: 264: 260: 256: 252: 248: 244: 240: 236: 232: 229:, and tails, 228: 224: 219: 217: 213: 203: 201: 192: 188: 185: 182: 178: 174: 170: 166: 162: 158: 155: 154: 153: 149: 140: 138: 134: 130: 125: 121: 117: 113: 109: 105: 100: 97: 93: 89: 85: 81: 70: 67: 59: 49: 45: 39: 38: 32: 27: 18: 17: 3671: 3657: 3639: 3634: 3609: 3605: 3595: 3513: 3492: 3398: 3318: 3284: 3194: 2957: 2755: 2688: 2686: 2612: 2470: 2466: 2418: 2417:function of 2389: 2384: 2380: 2378: 2305: 2256: 2178: 2163: 2148: 2133: 2118: 2109:"Two nines" 2103: 2094:Two std dev 2088: 2073: 2058: 2049:One std dev 2043: 2028: 1981: 1932: 1854: 1694: 1686: 1681:a posteriori 1680: 1674: 1670: 1666: 1662: 1658: 1654: 1650: 1646: 1644: 1638: 1636: 1518: 1512: 1508: 1504: 1500: 1496: 1492: 1488: 1477: 1473: 1467: 1290: 1286: 1284: 1131: 1127: 1125: 975: 675: 544: 540: 536: 534: 529: 525: 517: 509: 507: 502: 498: 494: 492: 285: 281: 277: 269: 267: 262: 258: 254: 250: 246: 242: 238: 234: 230: 226: 222: 220: 209: 196: 186: 156: 150: 146: 101: 83: 77: 62: 56:January 2010 53: 34: 3705:Experiments 3567:Loaded dice 2079:95 percent 2064:"One nine" 48:introducing 3689:Categories 3588:References 1657: = 7, 1136:factorials 268:Next, let 159:, or PDF ( 80:statistics 31:references 3626:123597087 3413:− 2822:× 2561:× 2551:≤ 2535:− 2441:− 2351:− 2312:given by: 2207:− 1949:− 1756:∣ 1744:⋅ 1727:∫ 1711:⁡ 1621:% 1615:≈ 1581:∣ 1558:∫ 1437:− 1398:− 1313:∣ 1249:− 1158:∣ 1095:− 1008:∣ 935:− 905:∫ 886:− 838:− 786:∫ 767:− 696:∣ 645:− 577:∣ 539:heads in 428:∣ 399:∫ 356:∣ 308:∣ 116:coin flip 104:fair coin 3536:See also 2752:Examples 2308:) has a 2019:Comment 2013:Z value 1679:maximum 143:Preamble 3525:abstain 2255:is the 2174:4.4172 2159:4.0000 2144:3.8906 2129:3.2905 2114:3.0000 2099:2.5759 2084:2.0000 2069:1.9599 2054:1.6449 2039:1.0000 2024:0.6745 1511:) with 1281:Example 522:uniform 44:improve 3678:  3664:  3646:  3624:  3602:Gelman 3471:0.5170 3459:0.4766 3384:0.0202 3362:4.4172 3302:4.4172 3270:0.4968 3178:0.0165 3149:0.0100 3120:0.0050 2844:  2379:where 2233:where 2179:99.999 2177:gives 2164:99.993 2162:gives 2149:99.990 2147:gives 2134:99.900 2132:gives 2119:99.730 2117:gives 2104:99.000 2102:gives 2089:95.450 2087:gives 2074:95.000 2072:gives 2059:90.000 2057:gives 2044:68.269 2042:gives 2029:50.000 2027:gives 1639:higher 1289:= 10, 493:where 198:under 129:biased 33:, but 3622:S2CID 3531:toss. 3372:12000 3261:12000 3075:10000 2941:27225 2912:10000 2034:Half 980:(the 243:might 3676:ISBN 3662:ISBN 3644:ISBN 3468:< 3462:< 3425:< 3419:< 3258:5961 2883:2500 2841:2500 2826:0.01 2218:< 1960:< 1567:0.55 1562:0.45 1548:0.55 1545:< 1539:< 1536:0.45 1417:1320 1130:and 284:and 237:and 124:coin 120:chip 3614:doi 3501:or 3091:200 2564:0.5 2558:0.5 2453:0.5 1990:(Z) 1693:of 1685:of 1472:of 520:is 516:of 214:of 78:In 3691:: 3620:. 3610:56 3608:. 2691:, 1931:. 1618:13 1530:Pr 1349:10 1138:: 988:: 562:Pr 551:: 413:Pr 341:Pr 265:. 261:+ 257:= 253:+ 249:= 218:. 202:. 139:. 102:A 3628:. 3616:: 3465:r 3434:E 3431:+ 3428:p 3422:r 3416:E 3410:p 3381:= 3366:2 3357:= 3348:n 3342:2 3338:Z 3333:= 3330:E 3299:= 3296:Z 3267:= 3253:= 3246:t 3243:+ 3240:h 3236:h 3231:= 3228:p 3203:r 3175:= 3172:E 3146:= 3143:E 3117:= 3114:E 3088:Z 3083:= 3069:2 3065:Z 3060:= 3057:E 3031:n 3025:2 3021:Z 3016:= 3013:E 2988:r 2966:p 2938:= 2935:n 2909:= 2906:n 2880:= 2877:n 2852:2 2848:Z 2838:= 2830:2 2819:4 2813:2 2809:Z 2803:= 2795:2 2791:E 2786:4 2780:2 2776:Z 2770:= 2767:n 2730:2 2726:E 2721:4 2715:2 2711:Z 2705:= 2702:n 2689:n 2663:n 2657:2 2653:Z 2648:= 2643:p 2639:s 2634:Z 2631:= 2628:E 2589:n 2583:2 2579:1 2574:= 2568:n 2545:n 2541:) 2538:p 2532:1 2529:( 2525:p 2518:= 2493:p 2489:s 2471:p 2467:p 2450:= 2447:) 2444:p 2438:1 2435:( 2432:= 2429:p 2419:p 2403:p 2399:s 2385:N 2381:n 2361:n 2357:) 2354:p 2348:1 2345:( 2341:p 2334:= 2329:p 2325:s 2306:p 2287:r 2267:r 2241:p 2221:E 2214:| 2210:r 2204:p 2200:| 1963:E 1956:| 1952:r 1946:p 1942:| 1916:t 1913:+ 1910:h 1906:h 1901:= 1896:p 1874:r 1840:. 1835:3 1832:2 1827:= 1821:2 1818:+ 1815:t 1812:+ 1809:h 1804:1 1801:+ 1798:h 1792:= 1789:r 1785:d 1780:) 1777:3 1774:= 1771:T 1768:, 1765:7 1762:= 1759:H 1753:r 1750:( 1747:f 1741:r 1736:1 1731:0 1723:= 1720:] 1717:r 1714:[ 1708:E 1695:r 1687:r 1675:t 1671:h 1667:h 1663:r 1659:T 1655:H 1651:r 1649:( 1647:f 1612:p 1609:d 1605:) 1602:3 1599:= 1596:T 1593:, 1590:7 1587:= 1584:H 1578:p 1575:( 1572:f 1554:= 1551:) 1542:r 1533:( 1513:r 1509:r 1505:r 1501:T 1497:H 1493:r 1491:( 1489:f 1478:r 1474:r 1453:. 1448:3 1444:) 1440:r 1434:1 1431:( 1426:7 1422:r 1414:= 1409:3 1405:) 1401:r 1395:1 1392:( 1387:7 1383:r 1376:! 1373:3 1369:! 1366:7 1361:! 1358:) 1355:1 1352:+ 1346:( 1340:= 1337:) 1334:3 1331:= 1328:T 1325:, 1322:7 1319:= 1316:H 1310:r 1307:( 1304:f 1291:h 1287:N 1265:. 1260:t 1256:) 1252:r 1246:1 1243:( 1238:h 1234:r 1227:! 1224:t 1220:! 1217:h 1212:! 1209:) 1206:1 1203:+ 1200:t 1197:+ 1194:h 1191:( 1185:= 1182:) 1179:t 1176:= 1173:T 1170:, 1167:h 1164:= 1161:H 1155:r 1152:( 1149:f 1132:t 1128:h 1111:. 1106:t 1102:) 1098:r 1092:1 1089:( 1084:h 1080:r 1073:) 1070:1 1067:+ 1064:t 1061:, 1058:1 1055:+ 1052:h 1049:( 1045:B 1040:1 1035:= 1032:) 1029:t 1026:= 1023:T 1020:, 1017:h 1014:= 1011:H 1005:r 1002:( 999:f 961:. 955:p 952:d 946:t 942:) 938:p 932:1 929:( 924:h 920:p 914:1 909:0 897:t 893:) 889:r 883:1 880:( 875:h 871:r 864:= 858:p 855:d 849:t 845:) 841:p 835:1 832:( 827:h 823:p 816:) 811:h 808:N 803:( 795:1 790:0 778:t 774:) 770:r 764:1 761:( 756:h 752:r 745:) 740:h 737:N 732:( 723:= 720:) 717:t 714:= 711:T 708:, 705:h 702:= 699:H 693:r 690:( 687:f 661:. 656:t 652:) 648:r 642:1 639:( 634:h 630:r 623:) 618:h 615:N 610:( 604:= 601:) 598:t 595:+ 592:h 589:= 586:N 583:, 580:r 574:h 571:= 568:H 565:( 545:r 541:N 537:h 530:r 528:( 526:g 518:r 510:r 503:r 499:r 497:( 495:g 478:, 472:p 469:d 465:) 462:p 459:( 456:g 452:) 449:t 446:+ 443:h 440:= 437:N 434:, 431:p 425:h 422:= 419:H 416:( 408:1 403:0 393:) 390:r 387:( 384:g 380:) 377:t 374:+ 371:h 368:= 365:N 362:, 359:r 353:h 350:= 347:H 344:( 335:= 332:) 329:t 326:= 323:T 320:, 317:h 314:= 311:H 305:r 302:( 299:f 286:t 282:h 278:r 270:r 263:t 259:h 255:T 251:H 247:N 239:T 235:H 231:t 227:h 223:N 189:( 69:) 63:( 58:) 54:( 40:.

Index

references
inline citations
improve
introducing
Learn how and when to remove this message
statistics
statistical inference
decision theory
probability theory
fair coin
randomizing device
"heads" and "tails"
coin flip
chip
coin
biased
Bernoulli process
Bernoulli trials
Bayesian approach
prior distribution
Bayesian inference
posterior distribution
likelihood function
posterior distribution
Frequentist approach
credibility theory
probability density function
Bayesian probability theory
Bayes' theorem
prior distribution

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