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  2. A priori estimate - Wikipedia

    en.wikipedia.org/wiki/A_priori_estimate

    A priori is Latin for "from before" and refers to the fact that the estimate for the solution is derived before the solution is known to exist. One reason for their importance is that if one can prove an a priori estimate for solutions of a differential equation, then it is often possible to prove that solutions exist using the continuity ...

  3. Prior probability - Wikipedia

    en.wikipedia.org/wiki/Prior_probability

    An informative prior expresses specific, definite information about a variable. An example is a prior distribution for the temperature at noon tomorrow. A reasonable approach is to make the prior a normal distribution with expected value equal to today's noontime temperature, with variance equal to the day-to-day variance of atmospheric temperature, or a distribution of the temperature for ...

  4. Economics terminology that differs from common usage

    en.wikipedia.org/wiki/Economics_terminology_that...

    In econometrics, the estimate of the effect of one thing on another (say, the estimate of the effect of the minimum wage upon employment decisions) is said to be "biased" if the technique that was used to obtain the estimate has the effect that, a priori, the expected value of the estimated effect differs from the true effect, whatever the ...

  5. Kalman filter - Wikipedia

    en.wikipedia.org/wiki/Kalman_filter

    The predict phase uses the state estimate from the previous timestep to produce an estimate of the state at the current timestep. This predicted state estimate is also known as the a priori state estimate because, although it is an estimate of the state at the current timestep, it does not include observation information from the current timestep.

  6. A priori and a posteriori - Wikipedia

    en.wikipedia.org/wiki/A_priori_and_a_posteriori

    A priori ('from the earlier') and a posteriori ('from the later') are Latin phrases used in philosophy to distinguish types of knowledge, justification, or argument by their reliance on experience. A priori knowledge is independent from any experience. Examples include mathematics, [i] tautologies and deduction from pure reason.

  7. Ex-ante - Wikipedia

    en.wikipedia.org/wiki/Ex-ante

    In economics, ex-ante or notional demand refers to the desire for goods and services that is not backed by the ability to pay for those goods and services. This is also termed as ' wants of people'. Ex-ante is used most commonly in the commercial world , where results of a particular action, or series of actions, are forecast (or intended).

  8. Bayes estimator - Wikipedia

    en.wikipedia.org/wiki/Bayes_estimator

    Another example of the same phenomena is the case when the prior estimate and a measurement are normally distributed. If the prior is centered at B with deviation Σ, and the measurement is centered at b with deviation σ, then the posterior is centered at α α + β B + β α + β b {\displaystyle {\frac {\alpha }{\alpha +\beta }}B+{\frac ...

  9. Minimax estimator - Wikipedia

    en.wikipedia.org/wiki/Minimax_estimator

    Definition : An estimator : is called minimax with respect to a risk function (,) if it achieves the smallest maximum risk among all estimators, meaning it satisfies sup θ ∈ Θ R ( θ , δ M ) = inf δ sup θ ∈ Θ R ( θ , δ ) . {\displaystyle \sup _{\theta \in \Theta }R(\theta ,\delta ^{M})=\inf _{\delta }\sup _{\theta \in \Theta }R ...