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SciPy distribution for the odds ratio of independent beta variables
In biostatistics, a common effect measure when considering dichotomous exposures and outcomes is the odds ratio. With two proportions $π_0$ and $π_1$, the odds ratio is $ψ = \frac{π_1 / (1 - π_1)}{π_0 / (1 - π_0)}$, as compared to the risk ratio,… »
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Directly computing HDIs from PDFs in SciPy
In Bayesian inference, it is often desired to calculate credible intervals for model parameters. The 2 common choices are the highest posterior density interval (HPD/HDI), and the equal-tailed interval. In many cases, the posterior density must be estimated by simulation, but in some cases the… »
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Beta ratio distribution for SciPy
The quotient of 2 independent beta-distributed random variables has a known distribution, but its closed-form expression is a little hairy [1, 2]. One Python implementation of this distribution is available from Julian Saffer [3], but it suffers from some numerical issues… »