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
Sidebar. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Sidebar&oldid=2998