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  2. Bayes' theorem - Wikipedia

    en.wikipedia.org/wiki/Bayes'_theorem

    Bayes' theorem applied to an event space generated by continuous random variables X and Y with known probability distributions. There exists an instance of Bayes' theorem for each point in the domain. In practice, these instances might be parametrized by writing the specified probability densities as a function of x and y.

  3. Statistical proof - Wikipedia

    en.wikipedia.org/wiki/Statistical_proof

    Bayesian statistics are based on a different philosophical approach for proof of inference.The mathematical formula for Bayes's theorem is: [|] = [|] [] []The formula is read as the probability of the parameter (or hypothesis =h, as used in the notation on axioms) “given” the data (or empirical observation), where the horizontal bar refers to "given".

  4. Bayesian inference - Wikipedia

    en.wikipedia.org/wiki/Bayesian_inference

    Bayesian inference (/ ˈ b eɪ z i ə n / BAY-zee-ən or / ˈ b eɪ ʒ ən / BAY-zhən) [1] is a method of statistical inference in which Bayes' theorem is used to calculate a probability of a hypothesis, given prior evidence, and update it as more information becomes available.

  5. Bayesian statistics - Wikipedia

    en.wikipedia.org/wiki/Bayesian_statistics

    Bayes' theorem describes the conditional probability of an event based on data as well as prior information or beliefs about the event or conditions related to the event. [3] [4] For example, in Bayesian inference, Bayes' theorem can be used to estimate the parameters of a probability distribution or statistical model. Since Bayesian statistics ...

  6. Bayes linear statistics - Wikipedia

    en.wikipedia.org/wiki/Bayes_linear_statistics

    Bayes linear statistics is a subjectivist statistical methodology and framework. Traditional subjective Bayesian analysis is based upon fully specified probability distributions, which are very difficult to specify at the necessary level of detail. Bayes linear analysis attempts to solve this problem by developing theory and practise for using ...

  7. Likelihood function - Wikipedia

    en.wikipedia.org/wiki/Likelihood_function

    The likelihood ratio is also of central importance in Bayesian inference, where it is known as the Bayes factor, and is used in Bayes' rule. Stated in terms of odds , Bayes' rule states that the posterior odds of two alternatives, ⁠ A 1 {\displaystyle A_{1}} ⁠ and ⁠ A 2 {\displaystyle A_{2}} ⁠ , given an event ⁠ B {\displaystyle B ...

  8. Chain rule (probability) - Wikipedia

    en.wikipedia.org/wiki/Chain_rule_(probability)

    In probability theory, the chain rule [1] (also called the general product rule [2] [3]) describes how to calculate the probability of the intersection of, not necessarily independent, events or the joint distribution of random variables respectively, using conditional probabilities.

  9. Bayesian linear regression - Wikipedia

    en.wikipedia.org/wiki/Bayesian_linear_regression

    Bayesian linear regression is a type of conditional modeling in which the mean of one variable is described by a linear combination of other variables, with the goal of obtaining the posterior probability of the regression coefficients (as well as other parameters describing the distribution of the regressand) and ultimately allowing the out-of-sample prediction of the regressand (often ...