get_supported_normal_gamma: Get Normal Gamma Distribution With Desired Support

In convoyinc/abayes: Bayesian A/B Testing

Description

Determines the parameters for a normal gamma distribution given the expected values of the distribution and bounds on their maximum values

Usage

get_supported_normal_gamma(mu, bound_mu, sigma, bound_sigma,
  desired_support = 0.05)

Arguments

mu	The expected value of x (see details)
bound_mu	An upper bound on the likely value of x (see details)
sigma	The standard deviation of x (see details)
bound_sigma	The upper bound on the likely value of T (see details)
desired_support	The amount of probability mass to be more extreme than bound

Details

If (x, T) ~ NormalGamma(mu, lambda, alpha, beta), then mu = E[x], tau = E[T], sigma_mu^2 = Var(x), and sigma_tau^2 = Var(T)

Value

An object of class normal_gamma_dist

convoyinc/abayes documentation built on May 12, 2019, 1:34 a.m.