Posterior predictive distribution
id:
posterior-predictive-distribution-201-4403554
title:
Posterior predictive distribution
text:
In Bayesian statistics, the posterior predictive distribution is the distribution of possible unobserved values conditional on the observed values. Given a set of N i.i.d. observations X = { x 1 , … , x N } , a new value x ~ will be drawn from a distribution that depends on a parameter θ ∈ Θ , where Θ is the parameter space. It may seem tempting to plug in a single best estimate θ ^ for θ , but this ignores uncertainty about θ , and because a source of uncertainty is ignored, the predictive dist
brand slug:
wiki
category slug:
encyclopedia
description:
Distribution of new data marginalized over the posterior
original url:
https://en.wikipedia.org/wiki/Posterior_predictive_distribution
date created:
date modified:
2024-02-24T17:47:47Z
main entity:
{"identifier":"Q7234227","url":"https://www.wikidata.org/entity/Q7234227"}
image:
fields total:
13
integrity:
14