Prior Distribution

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Belief before observing data.

Full Definition

Belief before observing data.

Keywords

initial belief

Domains

Probability & Statistics

Related Terms

Marginalization related to

Eliminating variables by integrating over them.

 Monte Carlo Estimation related to

Approximating expectations via random sampling.

 Importance Sampling related to

Sampling from easier distribution with reweighting.

 Law of Large Numbers related to

Sample mean converges to expected value.

 Central Limit Theorem related to

Sum of independent variables converges to normal distribution.

 Likelihood Function related to

Probability of data given parameters.

 Posterior Distribution related to

Updated belief after observing data.

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See how Prior Distribution connects to other concepts.

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