Semua buku

Profesional

Aplikasi Tentang Pelatih Masuk Mulai membaca

Quantitative Finance · Glosarium

Apa itu Prior, posterior, conjugate prior?

Dikenal juga sebagai: prior distribution · posterior distribution · conjugate prior

Definition 14.1 Quantitative Methods · Bab 14 — Bayesian Methods

In a Bayesian model the parameter θ\theta is random. Its prior distribution p(θ)p(\theta) states what is believed before the data; the posterior distribution p(θ∣x)∝p(x∣θ) p(θ)p(\theta \mid x) \propto p(x \mid \theta)\, p(\theta) is the Bayesian update of it by the likelihood of the data xx (Bayes, 1763). A family of priors is a conjugate prior for a likelihood if the posterior stays in the family.

Baca dalam konteks →