Difference between revisions of "MediaWiki:Sidebar"
From Encyclopedia of Mathematics
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Let | Let | ||
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be a random parameter with an a priori density | be a random parameter with an a priori density | ||
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let | let | ||
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be a random result of observations and let | be a random result of observations and let | ||
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be the conditional density of | be the conditional density of | ||
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when | when | ||
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then the a posteriori distribution of | then the a posteriori distribution of | ||
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for a given | for a given | ||
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according to the | according to the | ||
[[Bayes formula|Bayes formula]], | [[Bayes formula|Bayes formula]], |
Revision as of 16:28, 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 , 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
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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