A prior density is the probability density function of a continuous prior distribution with respect to a specified reference measure. A proper prior density is nonnegative and integrates to one. Prior-density factors enter Bayesian posterior and RJ-MCMC acceptance formulas along with the likelihood and model prior probabilities.
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- Prior probability
- Bayesian statistics
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- Bayesian model evidence
- Bayesian posterior
- Jeffreys prior for a Bernoulli parameter
- Likelihood function
- Likelihood weighting
- Mixed Poisson distribution
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