README.md

Bayesian Inference

The present repository contains a simple educational exercise on Bayesian inference. The problem is formulated as follows:

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We perform a number of experiments of biased coin tosses. During the $i$-th experiment, the coin is tossed $N_i$ times. At each toss, the coin comes up a head with probability $p$, and a tail with probability $1-p$, independently of prior tosses. Let $X_i$ be the number of heads in the $N_i$-toss sequence. We want to estimate the biased $p$ after each experiment (which consists of $N_i$ tosses).