The applet below illustrates the
one-dimensional normal distribution case where
the variance is assumed to be known.
- Start by generating samples on the left
plane. This can be done automatically by choosing the number of samples and
then clicking on "Generate" button, or manually by clicking at the desired
location just above the horizontal axis.
- In the automatic mode, the mean is selected
randomly according to the prior distribution which may also be adjusted.
- The estimated probability distributions
will be shown on the right plane. You may select between viewing the
estimation of the distribution according to which the samples were drawn, and
the estimated density function of the mean (that is p(mean|Samples)).
- Besides graphical representation, the
estimated mean and variance will also be shown below the output plane.
- Any time you may click on "Clear"
button and start from the beginning.
- If you have comments, bug reports, or just
need the source files, feel free to
contact me.