In Bayesian statistics, the posterior predictive distribution is the distribution of possible unobserved values conditional on the observed values. Given...

above formula. As explained in the posterior predictive distribution article, the formula for the posterior predictive probability has the form of an expected...

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...

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...

on the matrix normal distribution, the matrix t-distribution is the posterior predictive distribution. For a matrix t-distribution, the probability density...

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}}...

the marginal distribution of X {\displaystyle X} (i.e. the posterior predictive distribution) is a beta negative binomial distribution: X ∼ B N B ( r...

likelihood of xn+1 and λ by maximization; an objective Bayesian predictive posterior distribution, obtained using the non-informative Jeffreys prior 1/λ; the...

variance following the above model. The prior predictive distribution and posterior predictive distribution of a new normally distributed data point when...

of the gamma distribution. The posterior predictive distribution for a single additional observation is a negative binomial distribution,: 53  sometimes...