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From Encyclopedia of Mathematics
A conditional probability distribution of a random variable, to be contrasted with its unconditional or a priori distribution.
Let
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
,
according to the
<a href="../b/b015380.htm">Bayes formula</a>,
has the density
todo
How to Cite This Entry:
Sidebar. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Sidebar&oldid=2987
Sidebar. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Sidebar&oldid=2987