% MATLAB 1. Handout 1. % % Bayes Formula: Updating a prior to a posterior %------------------------------------------------- % One out of N coins in the box is "two headed". % A coin is selected at random from the box and flipped k times. % In all k flipps the coin landed heads up. % What is the probability that the two-headed coin % was originally selected? % A_k = in all k trials the coin lands heads up. % H_1 = two headed, H_2 = fair % P(A_k) = (2^k + N -1)/(2^k N); [total probability] % P(H_1|A_k) = 2^k/(2^k + N - 1) = 1 - (N-1)/(2^k +N-1). %-------------------------------------------------- close all clear all %----------------------------------- disp(' Figure Bayes 1.1: Two Headed Coin') lw = 3; set(0, 'DefaultAxesFontSize', 16); fs = 17; msize = 20; %------------------------------------ N=1000000; kmin=1; kmax=30; %--------------- posteriors=[]; for k=kmin:kmax posteriors = [posteriors 2^k/(2^k + N -1)]; end plot( (kmin:kmax), posteriors,'-','linewidth',lw) hold on plot( (kmin:kmax), posteriors,'o') xlabel('number of flips') ylabel('posterior probability') %--------------------------- % your path for eps image... print -depsc 'C:\Brani\Courses\Bayes\Handouts\Figs\twoheaded.eps' % For N=1000 and k=30, P(H_1|A_{30}) = 0.99999906960961 % For N=100000 and k=30 P(H_1|A_{30}) = 0.99990687734650 % For N=1000000 and k=30 P(H_1|A_{30}) = 0.99906954490967 %------------------------------- % ISyE 8843 BVidakovic % ------------------------------