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Posterior probability

Index Posterior probability

In Bayesian statistics, the posterior probability of a random event or an uncertain proposition is the conditional probability that is assigned after the relevant evidence or background is taken into account. [1]

26 relations: Bayes' theorem, Bayesian statistics, Bayesian structural time series, Bernstein–von Mises theorem, Bertrand's box paradox, Conditional probability, Conditional probability distribution, Credible interval, Event (probability theory), John Wiley & Sons, Law of total probability, Likelihood function, Monty Hall problem, Normalizing constant, Prediction interval, Prior probability, Probabilistic classification, Probability density function, Probability distribution, Probability distribution function, Probability of success, Random variable, Scientific evidence, Spike-and-slab variable selection, Statistical classification, Three Prisoners problem.

Bayes' theorem

In probability theory and statistics, Bayes’ theorem (alternatively Bayes’ law or Bayes' rule, also written as Bayes’s theorem) describes the probability of an event, based on prior knowledge of conditions that might be related to the event.

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Bayesian statistics

Bayesian statistics, named for Thomas Bayes (1701–1761), is a theory in the field of statistics in which the evidence about the true state of the world is expressed in terms of degrees of belief known as Bayesian probabilities.

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Bayesian structural time series

Bayesian structural time series (BSTS) model is a machine learning technique used for feature selection, time series forecasting, nowcasting, inferring causal impact and other.

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Bernstein–von Mises theorem

In Bayesian inference, the Bernstein–von Mises theorem provides the basis for the important result that the posterior distribution for unknown quantities in any problem is effectively asymptotically independent of the prior distribution (assuming it obeys Cromwell's rule) as the data sample grows large.

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Bertrand's box paradox

Bertrand's box paradox is a paradox of elementary probability theory, first posed by Joseph Bertrand in his 1889 work Calcul des probabilités.

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Conditional probability

In probability theory, conditional probability is a measure of the probability of an event (some particular situation occurring) given that (by assumption, presumption, assertion or evidence) another event has occurred.

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Conditional probability distribution

In probability theory and statistics, given two jointly distributed random variables X and Y, the conditional probability distribution of Y given X is the probability distribution of Y when X is known to be a particular value; in some cases the conditional probabilities may be expressed as functions containing the unspecified value x of X as a parameter.

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Credible interval

In Bayesian statistics, a credible interval is a range of values within which an unobserved parameter value falls with a particular subjective probability.

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Event (probability theory)

In probability theory, an event is a set of outcomes of an experiment (a subset of the sample space) to which a probability is assigned.

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John Wiley & Sons

John Wiley & Sons, Inc., also referred to as Wiley, is a global publishing company that specializes in academic publishing.

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Law of total probability

In probability theory, the law (or formula) of total probability is a fundamental rule relating marginal probabilities to conditional probabilities.

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Likelihood function

In frequentist inference, a likelihood function (often simply the likelihood) is a function of the parameters of a statistical model, given specific observed data.

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Monty Hall problem

The Monty Hall problem is a brain teaser, in the form of a probability puzzle, loosely based on the American television game show Let's Make a Deal and named after its original host, Monty Hall.

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Normalizing constant

The concept of a normalizing constant arises in probability theory and a variety of other areas of mathematics.

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Prediction interval

In statistical inference, specifically predictive inference, a prediction interval is an estimate of an interval in which a future observation will fall, with a certain probability, given what has already been observed.

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Prior probability

In Bayesian statistical inference, a prior probability distribution, often simply called the prior, of an uncertain quantity is the probability distribution that would express one's beliefs about this quantity before some evidence is taken into account.

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Probabilistic classification

In machine learning, a probabilistic classifier is a classifier that is able to predict, given an observation of an input, a probability distribution over a set of classes, rather than only outputting the most likely class that the observation should belong to.

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Probability density function

In probability theory, a probability density function (PDF), or density of a continuous random variable, is a function, whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a relative likelihood that the value of the random variable would equal that sample.

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Probability distribution

In probability theory and statistics, a probability distribution is a mathematical function that provides the probabilities of occurrence of different possible outcomes in an experiment.

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Probability distribution function

A probability distribution function is some function that may be used to define a particular probability distribution.

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Probability of success

The probability of success (POS) is a statistics concept commonly used in the pharmaceutical industry including by health authorities to support decision making.

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Random variable

In probability and statistics, a random variable, random quantity, aleatory variable, or stochastic variable is a variable whose possible values are outcomes of a random phenomenon.

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Scientific evidence

Scientific evidence is evidence which serves to either support or counter a scientific theory or hypothesis.

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Spike-and-slab variable selection

Spike-and-slab regression is a Bayesian variable selection technique that is particularly useful when the number of possible predictors is larger than the number of observations.

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Statistical classification

In machine learning and statistics, classification is the problem of identifying to which of a set of categories (sub-populations) a new observation belongs, on the basis of a training set of data containing observations (or instances) whose category membership is known.

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Three Prisoners problem

The Three Prisoners problem appeared in Martin Gardner's "Mathematical Games" column in Scientific American in 1959.

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A posterior probability, A posteriori distribution, Posterior distribution, Posterior probabilities, Posterior probability density function, Posterior probability distribution, Relative frequency probability.

References

[1] https://en.wikipedia.org/wiki/Posterior_probability

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