Importance Sampling

The aim of this post is to teach myself basic Bayesian methods. I’ll set up a toy example problem and solve it. Let’s assume we have a natural event that happens with a variable periodicity e.g. a woman’s menstrual cycle. I’m drawing from this excellent blog on predicting a pregnancy , but doing a much simpler model because I am but a baby myself. The aim here is to see if we can find the mean…