rdirichlet

Randomly samples a vector of length n from a dirichlet distribution parameterized by a vector of alphas
PDF of Gamma with scale = 1 : f(x)= 1/(Gamma(a)) x^(a-1) e^-(x)

Uses simple Bayesian conjugate prior update rules to calculate
the win probability of each option, value remaining in the test, and
percent lift over the baseline for various marketing objectives.
References:
Fink, Daniel (1997) "A Compendium of Conjugate Priors" <https://www.johndcook.com/CompendiumOfConjugatePriors.pdf>.
Stucchio, Chris (2015) "Bayesian A/B Testing at VWO" <https://vwo.com/downloads/VWO_SmartStats_technical_whitepaper.pdf>.

Ryan Angi

grizbayr

Bayesian Inference for A|B and Bandit Marketing Tests

rdirichlet function

<dl><dt>n</dt>
<dd>integer, the number of samples</dd>
<dt>alphas_list</dt>
<dd>Named List of Integers: parameters of the dirichlet,
interpreted as the number of success of each outcome</dd></dl>

Arguments

Random Dirichlet — rdirichlet

<dl>

<dt>n</dt>
<dd>integer, the number of samples</dd>


<dt>alphas_list</dt>
<dd>Named List of Integers: parameters of the dirichlet,
interpreted as the number of success of each outcome</dd>

</dl>

rdirichlet: Random Dirichlet

Description

Usage

Value

Arguments

Examples