n <- 400 s <- 72 alpha.prior <- 4.5 beta.prior <- 25.5 theta.grid <- seq( 0, 0.35, length = 500 ) print( alpha.likelihood <- s + 1 ) print( beta.likelihood <- n - s + 1 ) print( alpha.posterior <- alpha.prior + s ) print( beta.posterior <- beta.prior + n - s ) plot( theta.grid, dbeta( theta.grid, alpha.posterior, beta.posterior ), type = 'l', lwd = 2, xlab = 'theta', ylab = 'density', col = 'red' ) lines( theta.grid, dbeta( theta.grid, alpha.likelihood, beta.likelihood ), lwd = 2, col = 'black' ) lines( theta.grid, dbeta( theta.grid, alpha.prior, beta.prior ), lwd = 2, col = 'blue' ) text( 0.05, 6.5, 'prior', col = 'blue' ) text( 0.125, 20, 'posterior', col = 'red' ) text( 0.25, 17.5, 'likelihood', col = 'black' ) ############################################################## # 95% bayesian interval for theta c( qbeta( 0.025, alpha.posterior, beta.posterior ), qbeta( 0.975, alpha.posterior, beta.posterior ) ) # [1] 0.1432590 0.2153918