Code and exercises from my workshop on Bayesian statistics in Python.

Copyright 2016 Allen Downey

MIT License: https://opensource.org/licenses/MIT

```
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```from __future__ import print_function, division
%matplotlib inline
import warnings
warnings.filterwarnings('ignore')
from thinkbayes2 import Pmf, Suite
import thinkplot

```
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```d6 = Pmf()

A Pmf is a map from possible outcomes to their probabilities.

```
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```for x in [1,2,3,4,5,6]:
d6[x] = 1

Initially the probabilities don't add up to 1.

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```d6.Print()

`Normalize`

adds up the probabilities and divides through. The return value is the total probability before normalizing.

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```d6.Normalize()

Now the Pmf is normalized.

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```d6.Print()

And we can compute its mean (which only works if it's normalized).

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```d6.Mean()

`Random`

chooses a random value from the Pmf.

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```d6.Random()

`thinkplot`

provides methods for plotting Pmfs in a few different styles.

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```thinkplot.Hist(d6)

**Exercise 1:** The Pmf object provides `__add__`

, so you can use the `+`

operator to compute the Pmf of the sum of two dice.

Compute and plot the Pmf of the sum of two 6-sided dice.

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``````
# Solution goes here
```

**Exercise 2:** Suppose I roll two dice and tell you the result is greater than 3.

Plot the Pmf of the remaining possible outcomes and compute its mean.

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``````
# Solution goes here
```

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```cookie = Pmf(['Bowl 1', 'Bowl 2'])
cookie.Print()

Update each hypothesis with the likelihood of the data (a vanilla cookie).

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```cookie['Bowl 1'] *= 0.75
cookie['Bowl 2'] *= 0.5
cookie.Normalize()

Print the posterior probabilities.

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```cookie.Print()

**Exercise 3:** Suppose we put the first cookie back, stir, choose again from the same bowl, and get a chocolate cookie.

Hint: The posterior (after the first cookie) becomes the prior (before the second cookie).

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``````
# Solution goes here
```

**Exercise 4:** Instead of doing two updates, what if we collapse the two pieces of data into one update?

Re-initialize `Pmf`

with two equally likely hypotheses and perform one update based on two pieces of data, a vanilla cookie and a chocolate cookie.

The result should be the same regardless of how many updates you do (or the order of updates).

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``````
# Solution goes here
```

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```pmf = Pmf([4, 6, 8, 12])
pmf.Print()

**Exercise 5:** We'll solve this problem two ways. First we'll do it "by hand", as we did with the cookie problem; that is, we'll multiply each hypothesis by the likelihood of the data, and then renormalize.

In the space below, update `suite`

based on the likelihood of the data (rolling a 6), then normalize and print the results.

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``````
# Solution goes here
```

**Exercise 6:** Now let's do the same calculation using `Suite.Update`

.

Write a definition for a new class called `Dice`

that extends `Suite`

. Then define a method called `Likelihood`

that takes `data`

and `hypo`

and returns the probability of the data (the outcome of rolling the die) for a given hypothesis (number of sides on the die).

Hint: What should you do if the outcome exceeds the hypothetical number of sides on the die?

Here's an outline to get you started:

```
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```class Dice(Suite):
# hypo is the number of sides on the die
# data is the outcome
def Likelihood(self, data, hypo):
return 1

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``````
# Solution goes here
```

Now we can create a `Dice`

object and update it.

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```dice = Dice([4, 6, 8, 12])
dice.Update(6)
dice.Print()

If we get more data, we can perform more updates.

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```for roll in [8, 7, 7, 5, 4]:
dice.Update(roll)

Here are the results.

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```dice.Print()

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```class Tank(Suite):
# hypo is the number of tanks
# data is an observed serial number
def Likelihood(self, data, hypo):
if data > hypo:
return 0
else:
return 1 / hypo

Here are the posterior probabilities after seeing Tank #37.

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```tank = Tank(range(100))
tank.Update(37)
thinkplot.Pdf(tank)
tank.Mean()

**Exercise 7:** Suppose we see another tank with serial number 17. What effect does this have on the posterior probabilities?

Update the suite again with the new data and plot the results.

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``````
# Solution goes here
```

**Exercise 8:** Write a class definition for `Euro`

, which extends `Suite`

and defines a likelihood function that computes the probability of the data (heads or tails) for a given value of `x`

(the probability of heads).

Note that `hypo`

is in the range 0 to 100. Here's an outline to get you started.

```
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```class Euro(Suite):
def Likelihood(self, data, hypo):
"""
hypo is the prob of heads (0-100)
data is a string, either 'H' or 'T'
"""
return 1

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``````
# Solution goes here
```

We'll start with a uniform distribution from 0 to 100.

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```euro = Euro(range(101))
thinkplot.Pdf(euro)

Now we can update with a single heads:

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```euro.Update('H')
thinkplot.Pdf(euro)

Another heads:

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```euro.Update('H')
thinkplot.Pdf(euro)

And a tails:

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```euro.Update('T')
thinkplot.Pdf(euro)

Starting over, here's what it looks like after 7 heads and 3 tails.

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```euro = Euro(range(101))
for outcome in 'HHHHHHHTTT':
euro.Update(outcome)
thinkplot.Pdf(euro)
euro.MaximumLikelihood()

The maximum posterior probability is 70%, which is the observed proportion.

Here are the posterior probabilities after 140 heads and 110 tails.

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```euro = Euro(range(101))
evidence = 'H' * 140 + 'T' * 110
for outcome in evidence:
euro.Update(outcome)
thinkplot.Pdf(euro)

The posterior mean s about 56%

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```euro.Mean()

So is the value with Maximum Aposteriori Probability (MAP).

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```euro.MAP()

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```euro.CredibleInterval(90)

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```def TrianglePrior():
"""Makes a Suite with a triangular prior."""
suite = Euro(label='triangle')
for x in range(0, 51):
suite[x] = x
for x in range(51, 101):
suite[x] = 100-x
suite.Normalize()
return suite

And here's what it looks like:

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```euro1 = Euro(range(101), label='uniform')
euro2 = TrianglePrior()
thinkplot.Pdfs([euro1, euro2])
thinkplot.Config(title='Priors')

**Exercise 9:** Update euro1 and euro2 with the same data we used before (140 heads and 110 tails) and plot the posteriors. How big is the difference in the means?

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``````
# Solution goes here
```

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```