In Bayesian data analysis, a posterior distribution is a probability distribution over hypotheses, possible parameter values, or statistical models, conditional on the observed data. It differs from a prior distribution in that the prior distribution is not conditional on the observed data. The posterior distribution can be a discrete probability distribution or a continuous probability distribution and reflects the credence a rational agent should give to hypotheses, possible parameter values, or statistical models, after observing a set of data. It is one of the applications of the Bayes theorem.

Posterior Distribution Over Hypotheses

A posterior distribution may be used for hypothesis testing when a discrete probability distribution is assigned to two possible outcomes: the hypothesis is true and the hypothesis is false. For example, if the posterior ...

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