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Bayesian Probability


Bayesian probability is an interpretation of probability in which P(A|I) represents the plausibility of an event A conditional on available information I. The assignments obey the probability axioms. When new data D are obtained with P(D|I)>0, Bayes' theorem gives the update

 P(A|D,I)=(P(D|A,I)P(A|I))/(P(D|I)).

The uncertainty represented by P(A|I) may concern an event, an unknown parameter, or a hypothesis. Using such assignments to draw conclusions from observed data gives Bayesian inference.


See also

Bayes' Theorem, Bayesian Analysis, Bayesian Inference, Conditional Probability, Probability, Probability Axioms

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References

Gelman, A.; Carlin, J.; Stern, H.; and Rubin, D. Bayesian Data Analysis. Boca Raton, FL: Chapman & Hall, 1995.Sivia, D. S. Data Analysis: A Bayesian Tutorial. New York: Oxford University Press, 1996.

Cite this as:

Weisstein, Eric W. "Bayesian Probability." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/BayesianProbability.html

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