A detector's efficiency is measured by counting successes out of test pulses

PHYSICS · Multi-part · Fermi University Physics · Scientific Practice & Experimental Methods · Data analysis and model fitting in the laboratory · Data analysis and model fitting in the laboratory

Error, Chance and the Machine, Ch Tests, intervals and Bayesian inference

Problem

A detector's efficiency θ\theta is measured by counting kk successes out of nn test pulses. Two priors are used: the uniform prior Beta(1,1)\mathrm{Beta}(1,1), giving posterior Beta(k+1,n−k+1)\mathrm{Beta}(k+1,n-k+1), and Jeffreys' prior Beta(12,12)\mathrm{Beta}(\tfrac12,\tfrac12), giving posterior Beta(k+12,n−k+12)\mathrm{Beta}(k+\tfrac12,n-k+\tfrac12). ((a)) Compute the posterior mean under each prior for n=20n=20, k=18k=18. ((b)) Compute the posterior mean under each prior for n=200n=200, k=180k=180 (ten times the data, same fraction of successes). ((c)) Compute the posterior standard deviation under the uniform prior for each sample size (mean of a Beta(a,b)\mathrm{Beta}(a,b) is a/(a+b)a/(a+b) and its variance is ab/[(a+b)2(a+b+1)]ab/[(a+b)^2(a+b+1)]). ((d)) Express the difference between the two posterior means, as a fraction of the uniform-prior standard deviation, for each sample size, and state in one sentence how the prior's influence changes as the data grow by a factor of ten.

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