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Lecture 6. Bayesian estimation
www.statslab.cam.ac.ukIn 1763, Reverend Thomas Bayes of Tunbridge Wells wrote In modern language, given r ˘Binomial( ;n), what is P( 1 < < 2jr;n)? Lecture 6. Bayesian estimation 6 (1{72) 6. Bayesian estimation 6.2. Prior and posterior distributions Example 6.1 Suppose we are interested in the true mortality risk in a hospital H which is
BAYESIAN FILTERING AND SMOOTHING - Aalto
users.aalto.fi12 Parameter estimation 174 12.1 Bayesian estimation of parameters in state space models 174 ... This book is an outgrowth of lecture notes of courses that I gave during the years 2009–2012 at Helsinki University of Technology, Aalto Univer-sity, and Tampere University of Technology, Finland. Most of the text was