Last active
February 19, 2019 19:24
-
-
Save arpruss/4d9a9d5c56312eec0f750fc2b9fbdc54 to your computer and use it in GitHub Desktop.
averaging priors vs averaging posteriors
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
from random import * | |
from math import * | |
def randomOpen(): | |
while True: | |
r = random() | |
if 0 < r: | |
return r | |
class Grid(object): | |
def __init__(self, EH=None, NEH=None, ENH=None, NENH=None): | |
if EH is None: | |
EH = randomOpen() | |
NEH = randomOpen() | |
ENH = randomOpen() | |
NENH = randomOpen() | |
s = EH+NEH+ENH+NENH | |
EH /= s | |
NEH /= s | |
ENH /= s | |
NENH /= s | |
self.EH = EH | |
self.NEH = NEH | |
self.ENH = ENH | |
self.NENH = NENH | |
def average(self, a): | |
EH=self.EH+a.EH | |
NEH=self.NEH+a.NEH | |
ENH=self.ENH+a.ENH | |
NENH=self.NENH+a.NENH | |
s = EH+NEH+ENH+NENH | |
return Grid(EH=EH/s,NEH=NEH/s,ENH=ENH/s,NENH=NENH/s) | |
def posteriorH(self): | |
return self.EH/(self.EH+self.ENH) | |
maxDelta = 0 | |
avgDelta = 0 | |
N = 100000 | |
for i in range(N): | |
g1 = Grid() | |
g2 = Grid() | |
p1 = g1.posteriorH() | |
p2 = g2.posteriorH() | |
p3 = g1.average(g2).posteriorH() | |
p4 = (p1+p2)/2 | |
delta = abs(p4-p3) | |
maxDelta = max(maxDelta,delta) | |
avgDelta += delta | |
avgDelta /= N | |
print(maxDelta,avgDelta) |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment