probability 您所在的位置:网站首页 posterior density probability

probability

#probability| 来源: 网络整理| 查看: 265

When we estimate the posterior density function, we have the following equation:

$p(x|data) = \frac{P(data|x)*p(x)}{p(data)}$

Let us think that our prior is a continuous distribution, say normal. We are trying to get probability of success in a trial that is Binomial, that is p(x|data). Now, What exactly this multiplication means?

$P(data|x)*p(x)$ ?

P(data|x) - is 1 value, say 0.10, or 0.5, etc. On the other hand p(x) is the value of the continuous probability density function (normal here). How can we multiply the value of pdf with P(data|x)?

P(data|x) is the concrete realization of the binomial trial with some given parameter x. According to Bayes rule p(x) should be the probability of the parameter, but p(x) is density! Without integration it has no sense. Could someone explain please?



【本文地址】

公司简介

联系我们

今日新闻

    推荐新闻

    专题文章
      CopyRight 2018-2019 实验室设备网 版权所有