Probabilité a posteriori


en construction

Définition

La probabilité d'affectation des observations à des groupes d'après les données.

Français

probabilité a posteriori

Anglais

posterior probability

In statistics, the posterior probability expresses how likely a hypothesis is given a particular set of data. In terms of conditional probability, we can represent it in the following way:

Posterior = P(H|D)

where D = data and H = hypothesis


This contrasts with the likelihood function, which is represented as P(D|H). This distinction is more of an interpretation rather than a mathematical property as both have the form of conditional probability. In order to calculate the posterior probability, we use Bayes theorem, which is discussed below.


Source : DeepAI.org

Source : Minitab.com