Part of a series on |
Bayesian statistics |
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Posterior = Likelihood × Prior ÷ Evidence |
Background |
Model building |
Posterior approximation |
Estimators |
Evidence approximation |
Model evaluation |
Bayesian inference (/ˈbeɪziən/ BAY-zee-ən or /ˈbeɪʒən/ BAY-zhən)[1] is a type of statistical inference. In Bayesian inference, evidence or information is available, Bayes' theorem is used to change (or update) the probability of a hypothesis. Bayesian inference uses a prior distribution to estimate posterior probabilities. Bayesian inference is an important to statistics, mathematical statistics, decision theory, and sequential analysis. Bayesian inference is used in science, engineering, philosophy, medicine, sport, and law.