Prior probability

Definition

A prior probability distribution of an uncertain quantity is its assumed probability distribution before evidence is taken into account. For example, the prior could be the probability distribution representing the relative proportions of voters who will vote for a particular politician in a future election. The unknown quantity may be a parameter of the model or a latent variable rather than an observable variable.

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Haldane Jackknife resampling James Berger (statistician)Jarque–Bera test Jeffreys prior Johansen test Jonckheere's trend test José-Miguel Bernardo Jurimetrics Kaplan–Meier estimator Kathryn Chaloner Kendall rank correlation coefficient Kolmogorov–Smirnov test Kriging Kruskal–Wallis test Kullback–Leibler divergence Kurtosis L-moment Laplace's approximation Latent variable Least-squares spectral analysis Lehmann–Scheffé theorem Lehmer mean Likelihood-ratio test Likelihood function Likelihood interval Likelihood principle Lilliefors test Line chart Linear discriminant analysis Linear regression Liouville's theorem (Hamiltonian)List of fields of application of statistics List of statistical tests List of statistics articles Ljung–Box test Location parameter Location–scale family Log-odds Log-rank test Log scale Log transformation Logistic regression Loss function Lp space M-estimator Mann–Whitney U test Marginal likelihood Markov chain Monte Carlo Maximum a posteriori estimation Maximum likelihood McNemar's test Mean Median Median-unbiased estimator Medical statistics Method of moments (statistics)Methods engineering Microcanonical ensemble Minimum-variance unbiased estimator Minimum description length Minimum distance estimation Minxent Min–max normalization Missing data Mixed model Mode (statistics)Model selection Model specification Moment (mathematics)Monotone likelihood ratio Multiple comparisons Multivariate adaptive regression splines Multivariate analysis of variance Multivariate distribution Multivariate normal distribution Multivariate statistics National accounts Natural experiment Nelson–Aalen estimator Nested sampling algorithm Nonlinear regression Nonparametric regression Nonparametric statistics Normal distribution Normalization (statistics)Observable variable Observational study Official statistics One- and two-tailed tests Opinion poll Optimal decision Optimal design Order statistic Ordinary least squares Outlier Outline of statistics Parameter Parametric statistics Partial autocorrelation function Partial correlation Partition of sums of squares Pauli principle Pearson correlation coefficient Pearson product-moment correlation coefficient Percentile Permutation test Pie chart Pivotal quantity Plug-in principle Point estimation Poisson regression Population (statistics)Population statistics Positive reals Posterior distribution Posterior predictive distribution Posterior probability Posterior probability distribution Power (statistics)Power transform Prediction interval Principal component analysis Principle of indifference Principle of maximum entropy Principle of transformation groups Probabilistic design Probability distribution Probability matching prior Proportional hazards model Psychometrics Quality control Quasi-experiment Questionnaire Q–Q plot Radar chart Random assignment Randomization test Randomized controlled trial Randomized experiment Range (statistics)Rank correlation Ranking (statistics)Rao–Blackwell theorem Reference prior Regression analysis Regression validation Regularization (mathematics)Reliability engineering Replication (statistics)Resampling (statistics)Robust regression Robust statistics Run chart S-matrix Sample median Sample size determination Sampling (statistics)Sampling distribution Scale parameter Scatter plot Schrödinger equation Scientific control Score test Seasonal adjustment Semiparametric regression Shannon entropy Shape of the distribution Shape parameter Shapiro–Wilk test Sign test Simple linear regression Simultaneous equations model Skewness Social statistics Solomonoff's theory of inductive inference Spatial analysis Spearman's rank correlation coefficient Spectral density estimation Standard deviation Standard error Standard score Stationary process Statistic Statistical classification Statistical dispersion Statistical distance Statistical graphics Statistical hypothesis test Statistical inference Statistical mechanics Statistical model Statistical parameter Statistical population Statistical power Statistical process control Statistical theory Statistics Stem-and-leaf display Stochastic approximation Stratified sampling Strong prior Structural break Structural equation modeling Student's t-test Sufficient statistic Supervised learning Survey methodology Survival analysis Survival function System identification Systems biology Time domain Time series Tolerance interval Transformation group Translation group Trend estimation Truncation (statistics)U-statistic Uncertainty relation Uniform distribution (continuous)Uniformly most powerful test Uninformative prior Unit vector normalization Up-and-Down Designs V-statistic Van der Waerden test Variance Variance-stabilizing transformation Variational Bayesian methods Vector autoregression Violin plot Wald test Wavelet Whittle likelihood Wilcoxon signed-rank test Winsorizing Yeo–Johnson transformation Z-test

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