Bayesian Estimation

The parameter, $\theta$, is assumed stochastic and unknown.

• Known a-priori PDF $p(\theta )$
• Conditional data PDF is $p(x|\theta )$
• The joint PDF is given as $p(x,\theta )=p(\theta )p(x|\theta )$

This is in contrast to Classical Estimation.

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Bayesian Estimators Bayes Theorem