BAYES_DICE: Bayesian Dice Estimation

BAYES_DICE is a simple Bayesian Statistics demonstration.

Suppose we're watching a "system" and trying to analyze its behavior. Each time we observe the system, it rolls a die a certain number of times, and reports the results. We want to estimate THETA(1) through and THETA(6), the probabilities of each result.

We treat the values of THETA as random variables themselves, controlled by a Dirichlet probability density function with parameters ALPHA(1) through ALPHA(6). We make an arbitrary guess for initial ALPHA values. We observe the system and adjust the ALPHA's using Bayes's Law.

Files you may copy include:

• bayes_dice.f90, the source code;
• bayes_dice.out, a sample run;

The list of routines includes:

• BAYES_DICE does a simple demonstration of Bayesian statistics.
• TEST01 does a simple demonstration of Bayesian statistics.
• DIRICHLET_MEAN returns the means of the Dirichlet PDF.
• DISCRETE_CDF_INV inverts the Discrete CDF.
• DISCRETE_SAMPLE samples the Discrete PDF.

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