I'm asking for an exact simulation scheme, whose distribution is precisely Binomial(p,n'), so no error in the distribution is permitted; "approximately" isn't good enough. Jim On 6/23/12, Guy Haworth <g.haworth@reading.ac.uk> wrote:

Estimating X' seem straightforward.

Estimating p is an 'inverse problem' but {n, X} ==> Pr(p = p') ... and for each p', we expect p'n' heads from n' tosses of the coin.

I suspect for large n, this is not far from X.n'/n.

Guy

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