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(empirical Bayesian estimator)

См. также в других словарях:

  • Bayesian probability — Bayesian statistics Theory Bayesian probability Probability interpretations Bayes theorem Bayes rule · Bayes factor Bayesian inference Bayesian network Prior · Posterior · Likelihood …   Wikipedia

  • Bayesian — refers to methods in probability and statistics named after the Reverend Thomas Bayes (ca. 1702 ndash;1761), in particular methods related to: * the degree of belief interpretation of probability, as opposed to frequency or proportion or… …   Wikipedia

  • Empirical Bayes method — In statistics, empirical Bayes methods are a class of methods which use empirical data to evaluate / approximate the conditional probability distributions that arise from Bayes theorem. These methods allow one to estimate quantities… …   Wikipedia

  • Bayesian linear regression — In statistics, Bayesian linear regression is a Bayesian alternative to the more well known ordinary least squares linear regression.Consider standard linear regression problem, where we specify the conditional density of y, given x, predictor… …   Wikipedia

  • Bayes estimator — In decision theory and estimation theory, a Bayes estimator is an estimator or decision rule that maximizes the posterior expected value of a utility function or minimizes the posterior expected value of a loss function (also called posterior… …   Wikipedia

  • Kaplan–Meier estimator — The Kaplan–Meier estimator,[1][2] also known as the product limit estimator, is an estimator for estimating the survival function from life time data. In medical research, it is often used to measure the fraction of patients living for a certain… …   Wikipedia

  • Credible interval — Bayesian statistics Theory Bayesian probability Probability interpretations Bayes theorem Bayes rule · Bayes factor Bayesian inference Bayesian network Prior · Posterior · Likelihood …   Wikipedia

  • Prior probability — Bayesian statistics Theory Bayesian probability Probability interpretations Bayes theorem Bayes rule · Bayes factor Bayesian inference Bayesian network Prior · Posterior · Likelihood …   Wikipedia

  • Conjugate prior — Bayesian statistics Theory Bayesian probability Probability interpretations Bayes theorem Bayes rule · Bayes factor Bayesian inference Bayesian network Prior · Posterior · Likelihood …   Wikipedia

  • Linear regression — Example of simple linear regression, which has one independent variable In statistics, linear regression is an approach to modeling the relationship between a scalar variable y and one or more explanatory variables denoted X. The case of one… …   Wikipedia

  • Least squares — The method of least squares is a standard approach to the approximate solution of overdetermined systems, i.e., sets of equations in which there are more equations than unknowns. Least squares means that the overall solution minimizes the sum of… …   Wikipedia

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