Definition:Conjugate Prior Distribution
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Definition
In an exercise of Bayesian inference, a conjugate prior distribution is a prior probability distribution that gives rise to a posterior distribution belonging to the same family as the prior distribution.
For example, they might both be normal distributions, or they might both be gamma distributions.
Also see
- Results about Bayesian inference can be found here.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): Bayesian inference
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): conjugate prior
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): Bayesian inference
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): conjugate prior distribution