Alphabeta Math
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A Beta(2,3) prior updated by five Bernoulli trials

Statement

Assume Countable Choice. With prior P∼Beta⁡(2,3) and n=5 Binomial trials, an observed success count y=3 has evidence 4/21 and posterior Beta⁡(5,5). The boundary counts y=0 and y=5 give proper posteriors Beta⁡(2,8) and Beta⁡(7,3).

Facts & Assumptions

Given: Countable Choice, the prior parameters (2,3), trial count 5, and success count 3.

[A1]

Countable Choice is used by the Beta density normalization in the update theorem. The Axiom of Countable Choice (ACω).

[F1]

For positive α,β, the evidence is (ny)B(α+y,β+n−y)/B(α,β) and the posterior is Beta(α+y,β+n−y); endpoint counts are allowed. Beta-Binomial conjugate update.

[F2]

For every natural number r, Γ(r+1)=r!. Γ(n+1)=n! for every natural number n.

[F3]

For u,v>0, B(u,v)=Γ(u)Γ(v)/Γ(u+v). The real Beta--Gamma identity.

Proof

Given: Countable Choice, P∼Beta⁡(2,3), n=5, and y=3.

1.1A1F1F2F3algebra

By [F3] and [F2], B(5,5)=4!4!/9!=1/630 and B(2,3)=1!2!/4!=1/12. Thus [F1] gives m(3)=(53)B(5,5)B(2,3)=101/6301/12=421. This number is finite and positive.

1.2A1F1givenalgebra

The posterior parameters in [F1] are 2+3=5 and 3+(5−3)=5, so the posterior is Beta⁡(5,5).

2.1A1F1casesalgebra∎

At y=0 the updated shapes are (2,8); at y=5 they are (7,3). Both pairs are positive, so [F1] gives finite-positive evidence and the stated proper endpoint posteriors.

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