Definition
The posterior probability is the probability of the parameters given the evidence : .
It contrasts with the likelihood function, which is the probability of the evidence given the parameters: .
The two are related as follows:
Let us have a prior belief that the probability distribution function is and observations with the likelihood, then the posterior probability is defined as
The posterior probability can be written in the memorable form as
- .
Read more about this topic: Posterior Probability
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