Difference between revisions of "MediaWiki:Sidebar"
From Encyclopedia of Mathematics
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<html><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a010/a010030/a0100301.png"> | <html><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a010/a010030/a0100301.png"> | ||
be a random parameter with an a priori density | be a random parameter with an a priori density | ||
| − | <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a010/a010030/a0100302.png">, | + | <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a010/a010030/a0100302.png"></html>, |
let | let | ||
<img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a010/a010030/a0100303.png"> | <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a010/a010030/a0100303.png"> | ||
Revision as of 16:30, 16 June 2010
A conditional probability distribution of a random variable, to be contrasted with its unconditional or a priori distribution.
Let
<html>
be a random parameter with an a priori density
</html>,
let
be a random result of observations and let
be the conditional density of
when
;
then the a posteriori distribution of
for a given
</html>,
according to the
Bayes formula,
has the density
todo
How to Cite This Entry:
Sidebar. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Sidebar&oldid=2994
Sidebar. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Sidebar&oldid=2994