In Bayesian statistics, the posterior predictive distribution is the distribution of possible unobserved values conditional on the observed values. Given...
16 KB (2,510 words) - 17:47, 24 February 2024
above formula. As explained in the posterior predictive distribution article, the formula for the posterior predictive probability has the form of an expected...
25 KB (4,008 words) - 04:13, 25 June 2024
Conjugate prior (redirect from Conjugate prior distribution)
p(x\mid \theta )} , the posterior distribution p ( θ ∣ x ) {\displaystyle p(\theta \mid x)} is in the same probability distribution family as the prior probability...
33 KB (2,251 words) - 16:48, 16 May 2024
theory calls for the use of the posterior predictive distribution to do predictive inference, i.e., to predict the distribution of a new, unobserved data point...
67 KB (8,972 words) - 23:59, 6 August 2024
on the matrix normal distribution, the matrix t-distribution is the posterior predictive distribution. For a matrix t-distribution, the probability density...
9 KB (955 words) - 12:05, 19 July 2024
n_{1}-y_{1}+\beta )} . Thus, again through compounding, we find that the posterior predictive distribution of a sum of a future sample of size n 2 {\displaystyle n_{2}}...
14 KB (2,206 words) - 22:47, 29 July 2024
the marginal distribution of X {\displaystyle X} (i.e. the posterior predictive distribution) is a beta negative binomial distribution: X ∼ B N B ( r...
10 KB (1,537 words) - 09:13, 15 April 2024
likelihood of xn+1 and λ by maximization; an objective Bayesian predictive posterior distribution, obtained using the non-informative Jeffreys prior 1/λ; the...
42 KB (6,567 words) - 10:39, 19 June 2024
variance following the above model. The prior predictive distribution and posterior predictive distribution of a new normally distributed data point when...
55 KB (6,330 words) - 19:55, 11 August 2024
of the gamma distribution. The posterior predictive distribution for a single additional observation is a negative binomial distribution,: 53 sometimes...
81 KB (11,263 words) - 16:57, 13 August 2024