Definition: Prior distribution
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The Book of Statistical Proofs ▷
General Theorems ▷
Bayesian statistics ▷
Probabilistic modeling ▷
Prior distribution
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Metadata: ID: D29 | shortcut: prior | author: JoramSoch | date: 2020-03-03, 16:09.
Definition: Consider measured data $y$ and some unknown latent parameters $\theta$. A distribution of $\theta$ unconditional on $y$ is called a prior distribution:
\[\label{eq:prior} \theta \sim \mathcal{D}(\lambda) \; .\]The parameters $\lambda$ of this distribution are called the prior hyperparameters and the probability density function is called the prior density:
\[\label{eq:prior-pdf} p(\theta|m) = \mathcal{D}(\theta; \lambda) \; .\]Metadata: ID: D29 | shortcut: prior | author: JoramSoch | date: 2020-03-03, 16:09.