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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
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Sidebar. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Sidebar&oldid=2989
Sidebar. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Sidebar&oldid=2989