Statistics and Probability · Bayesian methods

Bayesian inference

Updating a starting belief about a parameter into a revised belief, using Bayes' theorem and observed data.

Also known as: prior and posterior distribution, Bayesian updating.

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• Bayes' theorem: Flipping a conditional probability around, going from P(evidence given cause) to P(cause given evidence).
• Point estimation: Using sample data to produce a single best-guess number for an unknown population value.

Related topics

• Markov chains: A sequence of states where the next state depends only on the current one, not the full history.