Posts from October 2022

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,… »

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 equaltailed interval. In many cases, the posterior density must be estimated by simulation, but in some cases the… »

Beta ratio distribution for SciPy
The quotient of 2 independent betadistributed random variables has a known distribution, but its closedform 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… »

Bayesian biostatistics procedures matching frequentist confidence intervals
Confidence intervals are commonly misinterpreted as there being, after observing the data, a 95% probability that the true parameter lies within the confidence interval. The usual explanation why this is incorrect is that the true parameter is not random, and so is either inside or… »