Knowledge (XXG)

Maximum a posteriori estimation

Source 📝

1488: 5784: 381: 3202: 1172: 2658: 2837: 5770: 1483:{\displaystyle {\begin{aligned}{\hat {\theta }}_{\mathrm {MAP} }(x)&={\underset {\theta }{\operatorname {arg\,max} }}\ f(\theta \mid x)\\&={\underset {\theta }{\operatorname {arg\,max} }}\ {\frac {f(x\mid \theta )\,g(\theta )}{\displaystyle \int _{\Theta }f(x\mid \vartheta )\,g(\vartheta )\,d\vartheta }}\\&={\underset {\theta }{\operatorname {arg\,max} }}\ f(x\mid \theta )\,g(\theta ).\end{aligned}}\!} 1876: 36: 2352: 5808: 5796: 149: 3197:{\displaystyle {\hat {\mu }}_{\mathrm {MAP} }={\frac {\sigma _{m}^{2}\,n}{\sigma _{m}^{2}\,n+\sigma _{v}^{2}}}\left({\frac {1}{n}}\sum _{j=1}^{n}x_{j}\right)+{\frac {\sigma _{v}^{2}}{\sigma _{m}^{2}\,n+\sigma _{v}^{2}}}\,\mu _{0}={\frac {\sigma _{m}^{2}\left(\sum _{j=1}^{n}x_{j}\right)+\sigma _{v}^{2}\,\mu _{0}}{\sigma _{m}^{2}\,n+\sigma _{v}^{2}}}.} 2653:{\displaystyle g(\mu )f(x\mid \mu )=\pi (\mu )L(\mu )={\frac {1}{{\sqrt {2\pi }}\sigma _{m}}}\exp \left(-{\frac {1}{2}}\left({\frac {\mu -\mu _{0}}{\sigma _{m}}}\right)^{2}\right)\prod _{j=1}^{n}{\frac {1}{{\sqrt {2\pi }}\sigma _{v}}}\exp \left(-{\frac {1}{2}}\left({\frac {x_{j}-\mu }{\sigma _{v}}}\right)^{2}\right),} 1054: 1852:(under the 0–1 loss function), it is not very representative of Bayesian methods in general. This is because MAP estimates are point estimates, whereas Bayesian methods are characterized by the use of distributions to summarize data and draw inferences: thus, Bayesian methods tend to report the posterior 2822: 1703: 794: 1868:—and for a continuous posterior distribution there is no loss function which suggests the MAP is the optimal point estimator. In addition, the posterior distribution may often not have a simple analytic form: in this case, the distribution can be simulated using 927: 3326: 2689: 1177: 678: 1594: 693: 1913:
As an example of the difference between Bayes estimators mentioned above (mean and median estimators) and using a MAP estimate, consider the case where there is a need to classify inputs
2313: 2236: 464:(that quantifies the additional information available through prior knowledge of a related event) over the quantity one wants to estimate. MAP estimation can therefore be seen as a 3245: 2186: 593: 53: 1774: 1750: 1535: 1515: 1160: 1117: 1097: 1049:{\displaystyle \theta \mapsto f(\theta \mid x)={\frac {f(x\mid \theta )\,g(\theta )}{\displaystyle \int _{\Theta }f(x\mid \vartheta )\,g(\vartheta )\,d\vartheta }}\!} 915: 883: 863: 817: 633: 494: 2086: 2059: 2012: 1985: 1958: 2681: 2333: 2259: 4905: 1933:
as either positive or negative (for example, loans as risky or safe). Suppose there are just three possible hypotheses about the correct method of classification
1906:
Finally, unlike ML estimators, the MAP estimate is not invariant under reparameterization. Switching from one parameterization to another involves introducing a
5410: 2126: 2106: 2032: 1931: 1726: 1575: 1555: 1137: 1077: 843: 613: 558: 534: 514: 411: 5560: 5184: 202: 3825: 3254: 1864:. This is both because these estimators are optimal under squared-error and linear-error loss respectively—which are more representative of typical 4958: 284: 5397: 100: 3489: 3427: 3397: 3417: 72: 3820: 3520: 4424: 3572: 2817:{\displaystyle \sum _{j=1}^{n}\left({\frac {x_{j}-\mu }{\sigma _{v}}}\right)^{2}+\left({\frac {\mu -\mu _{0}}{\sigma _{m}}}\right)^{2}.} 5812: 79: 1826: 1815: 5207: 5099: 3470: 3451: 404: 367: 119: 5385: 5259: 294: 86: 197: 5443: 5104: 4220: 3810: 1907: 4434: 5494: 4706: 4513: 4402: 4360: 258: 57: 3599: 2061:
classifies it as positive, whereas the other two classify it as negative. Using the MAP estimate for the correct classifier
68: 5839: 5737: 4696: 4746: 1698:{\displaystyle L(\theta ,a)={\begin{cases}0,&{\text{if }}|a-\theta |<c,\\1,&{\text{otherwise}},\\\end{cases}}} 789:{\displaystyle {\hat {\theta }}_{\mathrm {MLE} }(x)={\underset {\theta }{\operatorname {arg\,max} }}\ f(x\mid \theta )\!} 5834: 5288: 5237: 5222: 5212: 5081: 4953: 4920: 4701: 4531: 465: 397: 289: 227: 5357: 4658: 641: 5632: 5433: 4412: 4081: 3545: 5517: 5484: 1895:. In such a case, the usual recommendation is that one should choose the highest mode: this is not always feasible ( 5489: 5232: 4991: 4897: 4877: 4785: 4496: 4314: 3797: 3669: 1807: 457: 279: 248: 4663: 4429: 4287: 46: 5249: 5017: 4738: 4592: 4521: 4441: 4299: 4280: 3988: 3709: 2264: 1900: 1811: 341: 222: 5362: 5732: 5499: 5047: 5012: 4976: 4761: 4203: 4112: 4071: 3983: 3674: 3513: 3347:
Bassett, Robert; Deride, Julio (2018-01-30). "Maximum a posteriori estimators as a limit of Bayes estimators".
3248: 1869: 1777: 362: 274: 4769: 4753: 2194: 93: 5641: 5254: 5194: 5131: 4491: 4353: 4343: 4193: 4107: 3480:
Hald, Anders (2007). "Gauss's Derivation of the Normal Distribution and the Method of Least Squares, 1809".
3217: 5402: 5339: 5679: 5609: 5094: 4981: 3978: 3875: 3782: 3661: 3560: 2139: 894: 445: 253: 5800: 4678: 5704: 5646: 5589: 5415: 5308: 5217: 4943: 4827: 4686: 4568: 4560: 4375: 4271: 4249: 4208: 4173: 4140: 4086: 4061: 4016: 3955: 3915: 3717: 3540: 3422:. Cambridge Series in Statistical and Probabilistic Mathematics. Cambridge: Cambridge University Press. 537: 156: 5783: 4673: 2108:
is classified as positive, whereas the Bayes estimators would average over all hypotheses and classify
1903:
issues arise). Furthermore, the highest mode may be uncharacteristic of the majority of the posterior.
380: 563: 5627: 5202: 5151: 5127: 5089: 5007: 4986: 4938: 4817: 4795: 4764: 4550: 4501: 4419: 4392: 4348: 4304: 4066: 3842: 3722: 3208: 2340: 1892: 1880: 1793: 336: 217: 187: 1624: 5774: 5699: 5622: 5303: 5067: 5060: 5022: 4930: 4910: 4882: 4615: 4481: 4476: 4466: 4458: 4276: 4237: 4127: 4117: 4026: 3805: 3761: 3679: 3604: 3506: 1896: 1837: 1494: 890: 684: 425: 168: 160: 140: 5349: 5788: 5599: 5453: 5298: 5174: 5071: 5055: 5032: 4809: 4543: 4526: 4486: 4397: 4292: 4254: 4225: 4185: 4145: 4091: 4008: 3694: 3689: 3352: 1833: 1804: 823: 461: 453: 452:
of an unobserved quantity on the basis of empirical data. It is closely related to the method of
385: 310: 182: 212: 5844: 5694: 5664: 5656: 5476: 5467: 5392: 5323: 5179: 5164: 5139: 5027: 4968: 4834: 4822: 4448: 4365: 4309: 4232: 4076: 3998: 3777: 3651: 3485: 3466: 3447: 3423: 3393: 3370: 1861: 1578: 1163: 918: 441: 315: 192: 164: 1759: 1735: 1520: 1500: 1145: 1102: 1082: 900: 868: 848: 802: 618: 479: 5719: 5674: 5438: 5425: 5318: 5293: 5227: 5159: 5037: 4645: 4538: 4471: 4384: 4331: 4150: 4021: 3815: 3614: 3581: 3362: 449: 207: 2064: 2037: 1990: 1963: 1936: 5636: 5380: 5242: 5169: 4844: 4718: 4691: 4668: 4637: 4264: 4259: 4213: 3943: 3594: 2666: 2336: 2318: 2244: 2238: 1849: 1797: 1753: 1729: 886: 243: 5585: 5580: 4043: 3973: 3619: 2111: 2091: 2017: 1916: 1711: 1560: 1540: 1122: 1062: 828: 598: 543: 519: 499: 5828: 5742: 5709: 5572: 5533: 5344: 5313: 4777: 4731: 4336: 4038: 3865: 3629: 3624: 3211:
between the prior mean and the sample mean weighted by their respective covariances.
1888: 1865: 1848:
While only mild conditions are required for MAP estimation to be a limiting case of
1585: 3895: 17: 5684: 5617: 5594: 5509: 4839: 4135: 4033: 3968: 3910: 3832: 3787: 1872:
techniques, while optimization to find its mode(s) may be difficult or impossible.
357: 1517:
and therefore plays no role in the optimization. Observe that the MAP estimate of
3482:
A History of Parametric Statistical Inference from Bernoulli to Fisher, 1713–1935
3321:{\displaystyle {\hat {\mu }}_{\mathrm {MAP} }\to {\hat {\mu }}_{\mathrm {MLE} }.} 1883:
in which the highest mode is uncharacteristic of the majority of the distribution
5727: 5689: 5372: 5273: 5135: 4948: 4915: 4407: 4324: 4319: 3963: 3920: 3900: 3880: 3870: 3639: 35: 4573: 4053: 3753: 3684: 3634: 3609: 3529: 3366: 1875: 1819: 3374: 2014:
with posteriors 0.4, 0.3 and 0.3 respectively. Suppose given a new instance,
1792:
Analytically, when the mode(s) of the posterior distribution can be given in
4726: 4578: 4198: 3993: 3905: 3890: 3885: 3850: 4242: 3860: 3737: 3732: 3727: 3699: 5747: 5448: 1899:
is a difficult problem), nor in some cases even possible (such as when
148: 5669: 4650: 4624: 4604: 3855: 3646: 1857: 3357: 476:
Assume that we want to estimate an unobserved population parameter
3589: 1853: 1732:
approaches the MAP estimator, provided that the distribution of
5558: 5125: 4872: 4171: 3941: 3558: 3502: 2189: 29: 3498: 1829:. This does not require derivatives of the posterior density. 1142:
The method of maximum a posteriori estimation then estimates
2663:
which is equivalent to minimizing the following function of
3247:
is called a non-informative prior and leads to an improper
1691: 27:
Method of estimating the parameters of a statistical model
3392:. Cambridge, Massachusetts: MIT Press. pp. 151–152. 1822:, which have to be evaluated analytically or numerically. 1752:
is quasi-concave. But generally a MAP estimator is not a
1493:
The denominator of the posterior distribution (so-called
1166:
of the posterior distribution of this random variable:
440:
is an estimate of an unknown quantity, that equals the
3257: 3220: 2840: 2692: 2669: 2355: 2321: 2267: 2247: 2197: 2142: 2114: 2094: 2067: 2040: 2020: 1993: 1966: 1939: 1919: 1762: 1738: 1714: 1597: 1563: 1543: 1523: 1503: 1348: 1175: 1148: 1125: 1105: 1085: 1065: 993: 930: 903: 871: 851: 831: 805: 696: 644: 621: 601: 566: 546: 522: 502: 482: 5411:
Autoregressive conditional heteroskedasticity (ARCH)
5718: 5655: 5608: 5571: 5526: 5508: 5475: 5466: 5424: 5371: 5332: 5281: 5272: 5193: 5150: 5080: 5046: 5000: 4967: 4929: 4896: 4808: 4717: 4636: 4591: 4559: 4512: 4457: 4383: 4374: 4184: 4126: 4100: 4052: 4007: 3954: 3841: 3796: 3770: 3752: 3708: 3660: 3580: 3571: 3390:
Machine learning : a probabilistic perspective
60:. Unsourced material may be challenged and removed. 3320: 3239: 3196: 2816: 2675: 2652: 2327: 2307: 2253: 2230: 2180: 2120: 2100: 2080: 2053: 2026: 2006: 1979: 1952: 1925: 1768: 1744: 1720: 1697: 1569: 1549: 1529: 1509: 1482: 1154: 1131: 1111: 1091: 1071: 1048: 909: 877: 857: 837: 811: 788: 672: 627: 607: 587: 552: 528: 508: 488: 1479: 1045: 785: 673:{\displaystyle \theta \mapsto f(x\mid \theta )\!} 669: 4959:Multivariate adaptive regression splines (MARS) 2335:. Note that the normal distribution is its own 1788:MAP estimates can be computed in several ways: 2346:The function to be maximized is then given by 1537:coincides with the ML estimate when the prior 3514: 3463:Parameter Estimation: Principles and Problems 1910:that impacts on the location of the maximum. 405: 8: 1497:) is always positive and does not depend on 615:when the underlying population parameter is 2308:{\displaystyle N(\mu _{0},\sigma _{m}^{2})} 5568: 5555: 5472: 5278: 5147: 5122: 4893: 4869: 4597: 4380: 4181: 4168: 3951: 3938: 3577: 3568: 3555: 3521: 3507: 3499: 456:(ML) estimation, but employs an augmented 412: 398: 131: 3356: 3302: 3301: 3290: 3289: 3272: 3271: 3260: 3259: 3256: 3225: 3219: 3182: 3177: 3166: 3160: 3155: 3143: 3138: 3132: 3127: 3109: 3099: 3088: 3073: 3068: 3061: 3052: 3047: 3038: 3033: 3022: 3016: 3011: 3000: 2995: 2989: 2975: 2965: 2954: 2940: 2926: 2921: 2910: 2904: 2899: 2889: 2883: 2878: 2871: 2855: 2854: 2843: 2842: 2839: 2805: 2793: 2782: 2769: 2755: 2743: 2726: 2719: 2708: 2697: 2691: 2668: 2636: 2624: 2607: 2600: 2585: 2562: 2548: 2542: 2536: 2525: 2510: 2498: 2487: 2474: 2459: 2436: 2422: 2416: 2354: 2320: 2296: 2291: 2278: 2266: 2246: 2219: 2214: 2196: 2169: 2150: 2141: 2113: 2093: 2072: 2066: 2045: 2039: 2019: 1998: 1992: 1971: 1965: 1944: 1938: 1918: 1761: 1737: 1713: 1680: 1654: 1640: 1635: 1619: 1596: 1562: 1542: 1522: 1502: 1459: 1422: 1412: 1410: 1390: 1377: 1353: 1334: 1313: 1294: 1284: 1282: 1235: 1225: 1223: 1194: 1193: 1182: 1181: 1176: 1174: 1147: 1124: 1104: 1084: 1064: 1035: 1022: 998: 979: 958: 929: 902: 870: 850: 830: 804: 748: 738: 736: 711: 710: 699: 698: 695: 643: 620: 600: 565: 545: 521: 501: 481: 120:Learn how and when to remove this message 1874: 1818:. This usually requires first or second 285:Integrated nested Laplace approximations 3336: 2315:. We wish to find the MAP estimate of 2231:{\displaystyle N(\mu ,\sigma _{v}^{2})} 349: 328: 302: 266: 235: 174: 139: 5485:Kaplan–Meier estimator (product limit) 3484:. New York: Springer. pp. 55–61. 3240:{\displaystyle \sigma _{m}\to \infty } 799:is the maximum likelihood estimate of 2136:Suppose that we are given a sequence 7: 5795: 5495:Accelerated failure time (AFT) model 3411: 3409: 3342: 3340: 2181:{\displaystyle (x_{1},\dots ,x_{n})} 58:adding citations to reliable sources 5807: 5090:Analysis of variance (ANOVA, anova) 3419:Essentials of Statistical Inference 3416:Young, G. A.; Smith, R. L. (2005). 5185:Cochran–Mantel–Haenszel statistics 3811:Pearson product-moment correlation 3309: 3306: 3303: 3279: 3276: 3273: 3234: 2862: 2859: 2856: 1827:expectation-maximization algorithm 1429: 1426: 1423: 1419: 1416: 1413: 1354: 1301: 1298: 1295: 1291: 1288: 1285: 1242: 1239: 1236: 1232: 1229: 1226: 1201: 1198: 1195: 1106: 999: 755: 752: 749: 745: 742: 739: 718: 715: 712: 468:of maximum likelihood estimation. 448:. The MAP can be used to obtain a 25: 1887:In many types of models, such as 865:exists. This allows us to treat 69:"Maximum a posteriori estimation" 5806: 5794: 5782: 5769: 5768: 588:{\displaystyle f(x\mid \theta )} 430:maximum a posteriori probability 379: 295:Approximate Bayesian computation 147: 34: 5444:Least-squares spectral analysis 2339:, so we will be able to find a 321:Maximum a posteriori estimation 45:needs additional citations for 4425:Mean-unbiased minimum-variance 3295: 3285: 3265: 3231: 2848: 2410: 2404: 2398: 2392: 2383: 2371: 2365: 2359: 2302: 2271: 2225: 2201: 2175: 2143: 1655: 1641: 1613: 1601: 1469: 1463: 1456: 1444: 1387: 1381: 1374: 1362: 1344: 1338: 1331: 1319: 1269: 1257: 1213: 1207: 1187: 1032: 1026: 1019: 1007: 989: 983: 976: 964: 952: 940: 934: 782: 770: 730: 724: 704: 666: 654: 648: 582: 570: 1: 5738:Geographic information system 4954:Simultaneous equations models 3444:Optimal Statistical Decisions 1879:An example of a density of a 496:on the basis of observations 4921:Coefficient of determination 4532:Uniformly most powerful test 3461:Sorenson, Harold W. (1980). 2241:and a prior distribution of 228:Principle of maximum entropy 5490:Proportional hazards models 5434:Spectral density estimation 5416:Vector autoregression (VAR) 4850:Maximum posterior estimator 4082:Randomized controlled trial 198:Bernstein–von Mises theorem 5861: 5250:Multivariate distributions 3670:Average absolute deviation 5764: 5567: 5554: 5238:Structural equation model 5146: 5121: 4892: 4868: 4600: 4574:Score/Lagrange multiplier 4180: 4167: 3989:Sample size determination 3950: 3937: 3567: 3554: 3536: 3388:Murphy, Kevin P. (2012). 3367:10.1007/s10107-018-1241-0 1825:Via a modification of an 1812:conjugate gradient method 1796:. This is the case when 223:Principle of indifference 5733:Environmental statistics 5255:Elliptical distributions 5048:Generalized linear model 4977:Simple linear regression 4747:Hodges–Lehmann estimator 4204:Probability distribution 4113:Stochastic approximation 3675:Coefficient of variation 3349:Mathematical Programming 3249:probability distribution 3207:which turns out to be a 1870:Markov chain Monte Carlo 893:. We can calculate the 275:Markov chain Monte Carlo 5393:Cross-correlation (XCF) 5001:Non-standard predictors 4435:Lehmann–ScheffĂ© theorem 4108:Adaptive clinical trial 1891:, the posterior may be 1860:instead, together with 1769:{\displaystyle \theta } 1745:{\displaystyle \theta } 1530:{\displaystyle \theta } 1510:{\displaystyle \theta } 1155:{\displaystyle \theta } 1112:{\displaystyle \Theta } 1092:{\displaystyle \theta } 1079:is density function of 910:{\displaystyle \theta } 878:{\displaystyle \theta } 858:{\displaystyle \theta } 812:{\displaystyle \theta } 628:{\displaystyle \theta } 489:{\displaystyle \theta } 280:Laplace's approximation 267:Posterior approximation 5789:Mathematics portal 5610:Engineering statistics 5518:Nelson–Aalen estimator 5095:Analysis of covariance 4982:Ordinary least squares 4906:Pearson product-moment 4310:Statistical functional 4221:Empirical distribution 4054:Controlled experiments 3783:Frequency distribution 3561:Descriptive statistics 3322: 3241: 3198: 3104: 2970: 2827:Thus, we see that the 2818: 2713: 2677: 2654: 2541: 2329: 2309: 2255: 2232: 2182: 2122: 2102: 2082: 2055: 2028: 2008: 1981: 1954: 1927: 1884: 1770: 1746: 1722: 1699: 1571: 1551: 1531: 1511: 1484: 1156: 1133: 1113: 1093: 1073: 1050: 911: 895:posterior distribution 879: 859: 839: 813: 790: 674: 635:. Then the function: 629: 609: 595:is the probability of 589: 554: 530: 510: 490: 458:optimization objective 446:posterior distribution 386:Mathematics portal 329:Evidence approximation 5705:Population statistics 5647:System identification 5381:Autocorrelation (ACF) 5309:Exponential smoothing 5223:Discriminant analysis 5218:Canonical correlation 5082:Partition of variance 4944:Regression validation 4788:(Jonckheere–Terpstra) 4687:Likelihood-ratio test 4376:Frequentist inference 4288:Location–scale family 4209:Sampling distribution 4174:Statistical inference 4141:Cross-sectional study 4128:Observational studies 4087:Randomized experiment 3916:Stem-and-leaf display 3718:Central limit theorem 3323: 3242: 3199: 3084: 2950: 2819: 2693: 2678: 2655: 2521: 2330: 2310: 2256: 2233: 2183: 2123: 2103: 2083: 2081:{\displaystyle h_{1}} 2056: 2054:{\displaystyle h_{1}} 2029: 2009: 2007:{\displaystyle h_{3}} 1982: 1980:{\displaystyle h_{2}} 1955: 1953:{\displaystyle h_{1}} 1928: 1878: 1771: 1747: 1723: 1700: 1572: 1552: 1532: 1512: 1485: 1157: 1134: 1114: 1094: 1074: 1051: 912: 880: 860: 840: 814: 791: 675: 630: 610: 590: 555: 538:sampling distribution 531: 511: 491: 460:which incorporates a 290:Variational inference 5840:Logic and statistics 5628:Probabilistic design 5213:Principal components 5056:Exponential families 5008:Nonlinear regression 4987:General linear model 4949:Mixed effects models 4939:Errors and residuals 4916:Confounding variable 4818:Bayesian probability 4796:Van der Waerden test 4786:Ordered alternative 4551:Multiple comparisons 4430:Rao–Blackwellization 4393:Estimating equations 4349:Statistical distance 4067:Factorial experiment 3600:Arithmetic-Geometric 3442:DeGroot, M. (1970). 3255: 3218: 3209:linear interpolation 2838: 2690: 2676:{\displaystyle \mu } 2667: 2353: 2341:closed-form solution 2328:{\displaystyle \mu } 2319: 2265: 2254:{\displaystyle \mu } 2245: 2195: 2140: 2112: 2092: 2065: 2038: 2018: 1991: 1964: 1937: 1917: 1881:bimodal distribution 1760: 1736: 1712: 1595: 1561: 1541: 1521: 1501: 1173: 1146: 1123: 1103: 1083: 1063: 928: 901: 869: 849: 829: 803: 694: 642: 619: 599: 564: 544: 520: 500: 480: 368:Posterior predictive 337:Evidence lower bound 218:Likelihood principle 188:Bayesian probability 54:improve this article 18:Maximum a posteriori 5835:Bayesian estimation 5700:Official statistics 5623:Methods engineering 5304:Seasonal adjustment 5072:Poisson regressions 4992:Bayesian regression 4931:Regression analysis 4911:Partial correlation 4883:Regression analysis 4482:Prediction interval 4477:Likelihood interval 4467:Confidence interval 4459:Interval estimation 4420:Unbiased estimators 4238:Model specification 4118:Up-and-down designs 3806:Partial correlation 3762:Index of dispersion 3680:Interquartile range 3187: 3165: 3137: 3078: 3043: 3021: 3005: 2931: 2909: 2888: 2301: 2224: 1897:global optimization 1838:simulated annealing 1495:marginal likelihood 891:Bayesian statistics 685:likelihood function 426:Bayesian statistics 141:Bayesian statistics 135:Part of a series on 5720:Spatial statistics 5600:Medical statistics 5500:First hitting time 5454:Whittle likelihood 5105:Degrees of freedom 5100:Multivariate ANOVA 5033:Heteroscedasticity 4845:Bayesian estimator 4810:Bayesian inference 4659:Kolmogorov–Smirnov 4544:Randomization test 4514:Testing hypotheses 4487:Tolerance interval 4398:Maximum likelihood 4293:Exponential family 4226:Density estimation 4186:Statistical theory 4146:Natural experiment 4092:Scientific control 4009:Survey methodology 3695:Standard deviation 3318: 3237: 3194: 3173: 3151: 3123: 3064: 3029: 3007: 2991: 2917: 2895: 2874: 2831:for ÎŒ is given by 2814: 2673: 2650: 2325: 2305: 2287: 2251: 2228: 2210: 2178: 2118: 2098: 2078: 2051: 2024: 2004: 1977: 1950: 1923: 1885: 1862:credible intervals 1834:Monte Carlo method 1766: 1742: 1718: 1695: 1690: 1567: 1557:is uniform (i.e., 1547: 1527: 1507: 1480: 1477: 1436: 1397: 1308: 1249: 1152: 1129: 1109: 1089: 1069: 1046: 1042: 907: 875: 855: 835: 824:prior distribution 822:Now assume that a 809: 786: 762: 687:and the estimate: 670: 625: 605: 585: 550: 526: 506: 486: 462:prior distribution 454:maximum likelihood 311:Bayesian estimator 259:Hierarchical model 183:Bayesian inference 5822: 5821: 5760: 5759: 5756: 5755: 5695:National accounts 5665:Actuarial science 5657:Social statistics 5550: 5549: 5546: 5545: 5542: 5541: 5477:Survival function 5462: 5461: 5324:Granger causality 5165:Contingency table 5140:Survival analysis 5117: 5116: 5113: 5112: 4969:Linear regression 4864: 4863: 4860: 4859: 4835:Credible interval 4804: 4803: 4587: 4586: 4403:Method of moments 4272:Parametric family 4233:Statistical model 4163: 4162: 4159: 4158: 4077:Random assignment 3999:Statistical power 3933: 3932: 3929: 3928: 3778:Contingency table 3748: 3747: 3615:Generalized/power 3491:978-0-387-46409-1 3465:. Marcel Dekker. 3429:978-0-521-83971-6 3399:978-0-262-01802-9 3298: 3268: 3189: 3045: 2948: 2933: 2851: 2799: 2749: 2630: 2593: 2569: 2556: 2504: 2467: 2443: 2430: 2121:{\displaystyle x} 2101:{\displaystyle x} 2027:{\displaystyle x} 1926:{\displaystyle x} 1721:{\displaystyle c} 1683: 1638: 1579:constant function 1570:{\displaystyle g} 1550:{\displaystyle g} 1440: 1411: 1398: 1312: 1283: 1253: 1224: 1190: 1132:{\displaystyle g} 1119:is the domain of 1072:{\displaystyle g} 1043: 838:{\displaystyle g} 766: 737: 707: 608:{\displaystyle x} 553:{\displaystyle x} 529:{\displaystyle f} 509:{\displaystyle x} 422: 421: 316:Credible interval 249:Linear regression 130: 129: 122: 104: 16:(Redirected from 5852: 5810: 5809: 5798: 5797: 5787: 5786: 5772: 5771: 5675:Crime statistics 5569: 5556: 5473: 5439:Fourier analysis 5426:Frequency domain 5406: 5353: 5319:Structural break 5279: 5228:Cluster analysis 5175:Log-linear model 5148: 5123: 5064: 5038:Homoscedasticity 4894: 4870: 4789: 4781: 4773: 4772:(Kruskal–Wallis) 4757: 4742: 4697:Cross validation 4682: 4664:Anderson–Darling 4611: 4598: 4569:Likelihood-ratio 4561:Parametric tests 4539:Permutation test 4522:1- & 2-tails 4413:Minimum distance 4385:Point estimation 4381: 4332:Optimal decision 4283: 4182: 4169: 4151:Quasi-experiment 4101:Adaptive designs 3952: 3939: 3816:Rank correlation 3578: 3569: 3556: 3523: 3516: 3509: 3500: 3495: 3476: 3457: 3434: 3433: 3413: 3404: 3403: 3385: 3379: 3378: 3360: 3344: 3327: 3325: 3324: 3319: 3314: 3313: 3312: 3300: 3299: 3291: 3284: 3283: 3282: 3270: 3269: 3261: 3246: 3244: 3243: 3238: 3230: 3229: 3203: 3201: 3200: 3195: 3190: 3188: 3186: 3181: 3164: 3159: 3149: 3148: 3147: 3136: 3131: 3119: 3115: 3114: 3113: 3103: 3098: 3077: 3072: 3062: 3057: 3056: 3046: 3044: 3042: 3037: 3020: 3015: 3004: 2999: 2990: 2985: 2981: 2980: 2979: 2969: 2964: 2949: 2941: 2934: 2932: 2930: 2925: 2908: 2903: 2893: 2887: 2882: 2872: 2867: 2866: 2865: 2853: 2852: 2844: 2823: 2821: 2820: 2815: 2810: 2809: 2804: 2800: 2798: 2797: 2788: 2787: 2786: 2770: 2760: 2759: 2754: 2750: 2748: 2747: 2738: 2731: 2730: 2720: 2712: 2707: 2682: 2680: 2679: 2674: 2659: 2657: 2656: 2651: 2646: 2642: 2641: 2640: 2635: 2631: 2629: 2628: 2619: 2612: 2611: 2601: 2594: 2586: 2570: 2568: 2567: 2566: 2557: 2549: 2543: 2540: 2535: 2520: 2516: 2515: 2514: 2509: 2505: 2503: 2502: 2493: 2492: 2491: 2475: 2468: 2460: 2444: 2442: 2441: 2440: 2431: 2423: 2417: 2334: 2332: 2331: 2326: 2314: 2312: 2311: 2306: 2300: 2295: 2283: 2282: 2260: 2258: 2257: 2252: 2239:random variables 2237: 2235: 2234: 2229: 2223: 2218: 2187: 2185: 2184: 2179: 2174: 2173: 2155: 2154: 2127: 2125: 2124: 2119: 2107: 2105: 2104: 2099: 2087: 2085: 2084: 2079: 2077: 2076: 2060: 2058: 2057: 2052: 2050: 2049: 2033: 2031: 2030: 2025: 2013: 2011: 2010: 2005: 2003: 2002: 1986: 1984: 1983: 1978: 1976: 1975: 1959: 1957: 1956: 1951: 1949: 1948: 1932: 1930: 1929: 1924: 1850:Bayes estimation 1798:conjugate priors 1775: 1773: 1772: 1767: 1751: 1749: 1748: 1743: 1727: 1725: 1724: 1719: 1704: 1702: 1701: 1696: 1694: 1693: 1684: 1681: 1658: 1644: 1639: 1636: 1576: 1574: 1573: 1568: 1556: 1554: 1553: 1548: 1536: 1534: 1533: 1528: 1516: 1514: 1513: 1508: 1489: 1487: 1486: 1481: 1478: 1438: 1437: 1432: 1403: 1399: 1358: 1357: 1347: 1314: 1310: 1309: 1304: 1275: 1251: 1250: 1245: 1206: 1205: 1204: 1192: 1191: 1183: 1161: 1159: 1158: 1153: 1138: 1136: 1135: 1130: 1118: 1116: 1115: 1110: 1098: 1096: 1095: 1090: 1078: 1076: 1075: 1070: 1055: 1053: 1052: 1047: 1044: 1003: 1002: 992: 959: 916: 914: 913: 908: 884: 882: 881: 876: 864: 862: 861: 856: 844: 842: 841: 836: 818: 816: 815: 810: 795: 793: 792: 787: 764: 763: 758: 723: 722: 721: 709: 708: 700: 683:is known as the 679: 677: 676: 671: 634: 632: 631: 626: 614: 612: 611: 606: 594: 592: 591: 586: 559: 557: 556: 551: 535: 533: 532: 527: 515: 513: 512: 507: 495: 493: 492: 487: 414: 407: 400: 384: 383: 350:Model evaluation 151: 132: 125: 118: 114: 111: 105: 103: 62: 38: 30: 21: 5860: 5859: 5855: 5854: 5853: 5851: 5850: 5849: 5825: 5824: 5823: 5818: 5781: 5752: 5714: 5651: 5637:quality control 5604: 5586:Clinical trials 5563: 5538: 5522: 5510:Hazard function 5504: 5458: 5420: 5404: 5367: 5363:Breusch–Godfrey 5351: 5328: 5268: 5243:Factor analysis 5189: 5170:Graphical model 5142: 5109: 5076: 5062: 5042: 4996: 4963: 4925: 4888: 4887: 4856: 4800: 4787: 4779: 4771: 4755: 4740: 4719:Rank statistics 4713: 4692:Model selection 4680: 4638:Goodness of fit 4632: 4609: 4583: 4555: 4508: 4453: 4442:Median unbiased 4370: 4281: 4214:Order statistic 4176: 4155: 4122: 4096: 4048: 4003: 3946: 3944:Data collection 3925: 3837: 3792: 3766: 3744: 3704: 3656: 3573:Continuous data 3563: 3550: 3532: 3527: 3492: 3479: 3473: 3460: 3454: 3446:. McGraw-Hill. 3441: 3438: 3437: 3430: 3415: 3414: 3407: 3400: 3387: 3386: 3382: 3346: 3345: 3338: 3333: 3288: 3258: 3253: 3252: 3251:; in this case 3221: 3216: 3215: 3150: 3139: 3105: 3083: 3079: 3063: 3048: 3006: 2971: 2939: 2935: 2894: 2873: 2841: 2836: 2835: 2789: 2778: 2771: 2765: 2764: 2739: 2722: 2721: 2715: 2714: 2688: 2687: 2665: 2664: 2620: 2603: 2602: 2596: 2595: 2581: 2577: 2558: 2547: 2494: 2483: 2476: 2470: 2469: 2455: 2451: 2432: 2421: 2351: 2350: 2337:conjugate prior 2317: 2316: 2274: 2263: 2262: 2243: 2242: 2193: 2192: 2165: 2146: 2138: 2137: 2134: 2110: 2109: 2090: 2089: 2068: 2063: 2062: 2041: 2036: 2035: 2016: 2015: 1994: 1989: 1988: 1967: 1962: 1961: 1940: 1935: 1934: 1915: 1914: 1901:identifiability 1846: 1816:Newton's method 1786: 1758: 1757: 1754:Bayes estimator 1734: 1733: 1730:Bayes estimator 1728:goes to 0, the 1710: 1709: 1689: 1688: 1678: 1669: 1668: 1633: 1620: 1593: 1592: 1588:is of the form 1559: 1558: 1539: 1538: 1519: 1518: 1499: 1498: 1476: 1475: 1401: 1400: 1349: 1315: 1273: 1272: 1216: 1180: 1171: 1170: 1144: 1143: 1121: 1120: 1101: 1100: 1081: 1080: 1061: 1060: 994: 960: 926: 925: 899: 898: 887:random variable 867: 866: 847: 846: 827: 826: 801: 800: 697: 692: 691: 640: 639: 617: 616: 597: 596: 562: 561: 542: 541: 518: 517: 498: 497: 478: 477: 474: 418: 378: 363:Model averaging 342:Nested sampling 254:Empirical Bayes 244:Conjugate prior 213:Cromwell's rule 126: 115: 109: 106: 63: 61: 51: 39: 28: 23: 22: 15: 12: 11: 5: 5858: 5856: 5848: 5847: 5842: 5837: 5827: 5826: 5820: 5819: 5817: 5816: 5804: 5792: 5778: 5765: 5762: 5761: 5758: 5757: 5754: 5753: 5751: 5750: 5745: 5740: 5735: 5730: 5724: 5722: 5716: 5715: 5713: 5712: 5707: 5702: 5697: 5692: 5687: 5682: 5677: 5672: 5667: 5661: 5659: 5653: 5652: 5650: 5649: 5644: 5639: 5630: 5625: 5620: 5614: 5612: 5606: 5605: 5603: 5602: 5597: 5592: 5583: 5581:Bioinformatics 5577: 5575: 5565: 5564: 5559: 5552: 5551: 5548: 5547: 5544: 5543: 5540: 5539: 5537: 5536: 5530: 5528: 5524: 5523: 5521: 5520: 5514: 5512: 5506: 5505: 5503: 5502: 5497: 5492: 5487: 5481: 5479: 5470: 5464: 5463: 5460: 5459: 5457: 5456: 5451: 5446: 5441: 5436: 5430: 5428: 5422: 5421: 5419: 5418: 5413: 5408: 5400: 5395: 5390: 5389: 5388: 5386:partial (PACF) 5377: 5375: 5369: 5368: 5366: 5365: 5360: 5355: 5347: 5342: 5336: 5334: 5333:Specific tests 5330: 5329: 5327: 5326: 5321: 5316: 5311: 5306: 5301: 5296: 5291: 5285: 5283: 5276: 5270: 5269: 5267: 5266: 5265: 5264: 5263: 5262: 5247: 5246: 5245: 5235: 5233:Classification 5230: 5225: 5220: 5215: 5210: 5205: 5199: 5197: 5191: 5190: 5188: 5187: 5182: 5180:McNemar's test 5177: 5172: 5167: 5162: 5156: 5154: 5144: 5143: 5126: 5119: 5118: 5115: 5114: 5111: 5110: 5108: 5107: 5102: 5097: 5092: 5086: 5084: 5078: 5077: 5075: 5074: 5058: 5052: 5050: 5044: 5043: 5041: 5040: 5035: 5030: 5025: 5020: 5018:Semiparametric 5015: 5010: 5004: 5002: 4998: 4997: 4995: 4994: 4989: 4984: 4979: 4973: 4971: 4965: 4964: 4962: 4961: 4956: 4951: 4946: 4941: 4935: 4933: 4927: 4926: 4924: 4923: 4918: 4913: 4908: 4902: 4900: 4890: 4889: 4886: 4885: 4880: 4874: 4873: 4866: 4865: 4862: 4861: 4858: 4857: 4855: 4854: 4853: 4852: 4842: 4837: 4832: 4831: 4830: 4825: 4814: 4812: 4806: 4805: 4802: 4801: 4799: 4798: 4793: 4792: 4791: 4783: 4775: 4759: 4756:(Mann–Whitney) 4751: 4750: 4749: 4736: 4735: 4734: 4723: 4721: 4715: 4714: 4712: 4711: 4710: 4709: 4704: 4699: 4689: 4684: 4681:(Shapiro–Wilk) 4676: 4671: 4666: 4661: 4656: 4648: 4642: 4640: 4634: 4633: 4631: 4630: 4622: 4613: 4601: 4595: 4593:Specific tests 4589: 4588: 4585: 4584: 4582: 4581: 4576: 4571: 4565: 4563: 4557: 4556: 4554: 4553: 4548: 4547: 4546: 4536: 4535: 4534: 4524: 4518: 4516: 4510: 4509: 4507: 4506: 4505: 4504: 4499: 4489: 4484: 4479: 4474: 4469: 4463: 4461: 4455: 4454: 4452: 4451: 4446: 4445: 4444: 4439: 4438: 4437: 4432: 4417: 4416: 4415: 4410: 4405: 4400: 4389: 4387: 4378: 4372: 4371: 4369: 4368: 4363: 4358: 4357: 4356: 4346: 4341: 4340: 4339: 4329: 4328: 4327: 4322: 4317: 4307: 4302: 4297: 4296: 4295: 4290: 4285: 4269: 4268: 4267: 4262: 4257: 4247: 4246: 4245: 4240: 4230: 4229: 4228: 4218: 4217: 4216: 4206: 4201: 4196: 4190: 4188: 4178: 4177: 4172: 4165: 4164: 4161: 4160: 4157: 4156: 4154: 4153: 4148: 4143: 4138: 4132: 4130: 4124: 4123: 4121: 4120: 4115: 4110: 4104: 4102: 4098: 4097: 4095: 4094: 4089: 4084: 4079: 4074: 4069: 4064: 4058: 4056: 4050: 4049: 4047: 4046: 4044:Standard error 4041: 4036: 4031: 4030: 4029: 4024: 4013: 4011: 4005: 4004: 4002: 4001: 3996: 3991: 3986: 3981: 3976: 3974:Optimal design 3971: 3966: 3960: 3958: 3948: 3947: 3942: 3935: 3934: 3931: 3930: 3927: 3926: 3924: 3923: 3918: 3913: 3908: 3903: 3898: 3893: 3888: 3883: 3878: 3873: 3868: 3863: 3858: 3853: 3847: 3845: 3839: 3838: 3836: 3835: 3830: 3829: 3828: 3823: 3813: 3808: 3802: 3800: 3794: 3793: 3791: 3790: 3785: 3780: 3774: 3772: 3771:Summary tables 3768: 3767: 3765: 3764: 3758: 3756: 3750: 3749: 3746: 3745: 3743: 3742: 3741: 3740: 3735: 3730: 3720: 3714: 3712: 3706: 3705: 3703: 3702: 3697: 3692: 3687: 3682: 3677: 3672: 3666: 3664: 3658: 3657: 3655: 3654: 3649: 3644: 3643: 3642: 3637: 3632: 3627: 3622: 3617: 3612: 3607: 3605:Contraharmonic 3602: 3597: 3586: 3584: 3575: 3565: 3564: 3559: 3552: 3551: 3549: 3548: 3543: 3537: 3534: 3533: 3528: 3526: 3525: 3518: 3511: 3503: 3497: 3496: 3490: 3477: 3471: 3458: 3452: 3436: 3435: 3428: 3405: 3398: 3380: 3335: 3334: 3332: 3329: 3317: 3311: 3308: 3305: 3297: 3294: 3287: 3281: 3278: 3275: 3267: 3264: 3236: 3233: 3228: 3224: 3205: 3204: 3193: 3185: 3180: 3176: 3172: 3169: 3163: 3158: 3154: 3146: 3142: 3135: 3130: 3126: 3122: 3118: 3112: 3108: 3102: 3097: 3094: 3091: 3087: 3082: 3076: 3071: 3067: 3060: 3055: 3051: 3041: 3036: 3032: 3028: 3025: 3019: 3014: 3010: 3003: 2998: 2994: 2988: 2984: 2978: 2974: 2968: 2963: 2960: 2957: 2953: 2947: 2944: 2938: 2929: 2924: 2920: 2916: 2913: 2907: 2902: 2898: 2892: 2886: 2881: 2877: 2870: 2864: 2861: 2858: 2850: 2847: 2825: 2824: 2813: 2808: 2803: 2796: 2792: 2785: 2781: 2777: 2774: 2768: 2763: 2758: 2753: 2746: 2742: 2737: 2734: 2729: 2725: 2718: 2711: 2706: 2703: 2700: 2696: 2672: 2661: 2660: 2649: 2645: 2639: 2634: 2627: 2623: 2618: 2615: 2610: 2606: 2599: 2592: 2589: 2584: 2580: 2576: 2573: 2565: 2561: 2555: 2552: 2546: 2539: 2534: 2531: 2528: 2524: 2519: 2513: 2508: 2501: 2497: 2490: 2486: 2482: 2479: 2473: 2466: 2463: 2458: 2454: 2450: 2447: 2439: 2435: 2429: 2426: 2420: 2415: 2412: 2409: 2406: 2403: 2400: 2397: 2394: 2391: 2388: 2385: 2382: 2379: 2376: 2373: 2370: 2367: 2364: 2361: 2358: 2343:analytically. 2324: 2304: 2299: 2294: 2290: 2286: 2281: 2277: 2273: 2270: 2250: 2227: 2222: 2217: 2213: 2209: 2206: 2203: 2200: 2177: 2172: 2168: 2164: 2161: 2158: 2153: 2149: 2145: 2133: 2130: 2117: 2097: 2075: 2071: 2048: 2044: 2023: 2001: 1997: 1974: 1970: 1947: 1943: 1922: 1889:mixture models 1866:loss functions 1845: 1842: 1841: 1840: 1830: 1823: 1801: 1785: 1782: 1765: 1741: 1717: 1706: 1705: 1692: 1687: 1679: 1677: 1674: 1671: 1670: 1667: 1664: 1661: 1657: 1653: 1650: 1647: 1643: 1634: 1632: 1629: 1626: 1625: 1623: 1618: 1615: 1612: 1609: 1606: 1603: 1600: 1566: 1546: 1526: 1506: 1491: 1490: 1474: 1471: 1468: 1465: 1462: 1458: 1455: 1452: 1449: 1446: 1443: 1435: 1431: 1428: 1425: 1421: 1418: 1415: 1409: 1406: 1404: 1402: 1396: 1393: 1389: 1386: 1383: 1380: 1376: 1373: 1370: 1367: 1364: 1361: 1356: 1352: 1346: 1343: 1340: 1337: 1333: 1330: 1327: 1324: 1321: 1318: 1307: 1303: 1300: 1297: 1293: 1290: 1287: 1281: 1278: 1276: 1274: 1271: 1268: 1265: 1262: 1259: 1256: 1248: 1244: 1241: 1238: 1234: 1231: 1228: 1222: 1219: 1217: 1215: 1212: 1209: 1203: 1200: 1197: 1189: 1186: 1179: 1178: 1151: 1128: 1108: 1088: 1068: 1057: 1056: 1041: 1038: 1034: 1031: 1028: 1025: 1021: 1018: 1015: 1012: 1009: 1006: 1001: 997: 991: 988: 985: 982: 978: 975: 972: 969: 966: 963: 957: 954: 951: 948: 945: 942: 939: 936: 933: 919:Bayes' theorem 906: 874: 854: 834: 808: 797: 796: 784: 781: 778: 775: 772: 769: 761: 757: 754: 751: 747: 744: 741: 735: 732: 729: 726: 720: 717: 714: 706: 703: 681: 680: 668: 665: 662: 659: 656: 653: 650: 647: 624: 604: 584: 581: 578: 575: 572: 569: 549: 525: 505: 485: 473: 470: 466:regularization 450:point estimate 420: 419: 417: 416: 409: 402: 394: 391: 390: 389: 388: 373: 372: 371: 370: 365: 360: 352: 351: 347: 346: 345: 344: 339: 331: 330: 326: 325: 324: 323: 318: 313: 305: 304: 300: 299: 298: 297: 292: 287: 282: 277: 269: 268: 264: 263: 262: 261: 256: 251: 246: 238: 237: 236:Model building 233: 232: 231: 230: 225: 220: 215: 210: 205: 200: 195: 193:Bayes' theorem 190: 185: 177: 176: 172: 171: 153: 152: 144: 143: 137: 136: 128: 127: 110:September 2011 42: 40: 33: 26: 24: 14: 13: 10: 9: 6: 4: 3: 2: 5857: 5846: 5843: 5841: 5838: 5836: 5833: 5832: 5830: 5815: 5814: 5805: 5803: 5802: 5793: 5791: 5790: 5785: 5779: 5777: 5776: 5767: 5766: 5763: 5749: 5746: 5744: 5743:Geostatistics 5741: 5739: 5736: 5734: 5731: 5729: 5726: 5725: 5723: 5721: 5717: 5711: 5710:Psychometrics 5708: 5706: 5703: 5701: 5698: 5696: 5693: 5691: 5688: 5686: 5683: 5681: 5678: 5676: 5673: 5671: 5668: 5666: 5663: 5662: 5660: 5658: 5654: 5648: 5645: 5643: 5640: 5638: 5634: 5631: 5629: 5626: 5624: 5621: 5619: 5616: 5615: 5613: 5611: 5607: 5601: 5598: 5596: 5593: 5591: 5587: 5584: 5582: 5579: 5578: 5576: 5574: 5573:Biostatistics 5570: 5566: 5562: 5557: 5553: 5535: 5534:Log-rank test 5532: 5531: 5529: 5525: 5519: 5516: 5515: 5513: 5511: 5507: 5501: 5498: 5496: 5493: 5491: 5488: 5486: 5483: 5482: 5480: 5478: 5474: 5471: 5469: 5465: 5455: 5452: 5450: 5447: 5445: 5442: 5440: 5437: 5435: 5432: 5431: 5429: 5427: 5423: 5417: 5414: 5412: 5409: 5407: 5405:(Box–Jenkins) 5401: 5399: 5396: 5394: 5391: 5387: 5384: 5383: 5382: 5379: 5378: 5376: 5374: 5370: 5364: 5361: 5359: 5358:Durbin–Watson 5356: 5354: 5348: 5346: 5343: 5341: 5340:Dickey–Fuller 5338: 5337: 5335: 5331: 5325: 5322: 5320: 5317: 5315: 5314:Cointegration 5312: 5310: 5307: 5305: 5302: 5300: 5297: 5295: 5292: 5290: 5289:Decomposition 5287: 5286: 5284: 5280: 5277: 5275: 5271: 5261: 5258: 5257: 5256: 5253: 5252: 5251: 5248: 5244: 5241: 5240: 5239: 5236: 5234: 5231: 5229: 5226: 5224: 5221: 5219: 5216: 5214: 5211: 5209: 5206: 5204: 5201: 5200: 5198: 5196: 5192: 5186: 5183: 5181: 5178: 5176: 5173: 5171: 5168: 5166: 5163: 5161: 5160:Cohen's kappa 5158: 5157: 5155: 5153: 5149: 5145: 5141: 5137: 5133: 5129: 5124: 5120: 5106: 5103: 5101: 5098: 5096: 5093: 5091: 5088: 5087: 5085: 5083: 5079: 5073: 5069: 5065: 5059: 5057: 5054: 5053: 5051: 5049: 5045: 5039: 5036: 5034: 5031: 5029: 5026: 5024: 5021: 5019: 5016: 5014: 5013:Nonparametric 5011: 5009: 5006: 5005: 5003: 4999: 4993: 4990: 4988: 4985: 4983: 4980: 4978: 4975: 4974: 4972: 4970: 4966: 4960: 4957: 4955: 4952: 4950: 4947: 4945: 4942: 4940: 4937: 4936: 4934: 4932: 4928: 4922: 4919: 4917: 4914: 4912: 4909: 4907: 4904: 4903: 4901: 4899: 4895: 4891: 4884: 4881: 4879: 4876: 4875: 4871: 4867: 4851: 4848: 4847: 4846: 4843: 4841: 4838: 4836: 4833: 4829: 4826: 4824: 4821: 4820: 4819: 4816: 4815: 4813: 4811: 4807: 4797: 4794: 4790: 4784: 4782: 4776: 4774: 4768: 4767: 4766: 4763: 4762:Nonparametric 4760: 4758: 4752: 4748: 4745: 4744: 4743: 4737: 4733: 4732:Sample median 4730: 4729: 4728: 4725: 4724: 4722: 4720: 4716: 4708: 4705: 4703: 4700: 4698: 4695: 4694: 4693: 4690: 4688: 4685: 4683: 4677: 4675: 4672: 4670: 4667: 4665: 4662: 4660: 4657: 4655: 4653: 4649: 4647: 4644: 4643: 4641: 4639: 4635: 4629: 4627: 4623: 4621: 4619: 4614: 4612: 4607: 4603: 4602: 4599: 4596: 4594: 4590: 4580: 4577: 4575: 4572: 4570: 4567: 4566: 4564: 4562: 4558: 4552: 4549: 4545: 4542: 4541: 4540: 4537: 4533: 4530: 4529: 4528: 4525: 4523: 4520: 4519: 4517: 4515: 4511: 4503: 4500: 4498: 4495: 4494: 4493: 4490: 4488: 4485: 4483: 4480: 4478: 4475: 4473: 4470: 4468: 4465: 4464: 4462: 4460: 4456: 4450: 4447: 4443: 4440: 4436: 4433: 4431: 4428: 4427: 4426: 4423: 4422: 4421: 4418: 4414: 4411: 4409: 4406: 4404: 4401: 4399: 4396: 4395: 4394: 4391: 4390: 4388: 4386: 4382: 4379: 4377: 4373: 4367: 4364: 4362: 4359: 4355: 4352: 4351: 4350: 4347: 4345: 4342: 4338: 4337:loss function 4335: 4334: 4333: 4330: 4326: 4323: 4321: 4318: 4316: 4313: 4312: 4311: 4308: 4306: 4303: 4301: 4298: 4294: 4291: 4289: 4286: 4284: 4278: 4275: 4274: 4273: 4270: 4266: 4263: 4261: 4258: 4256: 4253: 4252: 4251: 4248: 4244: 4241: 4239: 4236: 4235: 4234: 4231: 4227: 4224: 4223: 4222: 4219: 4215: 4212: 4211: 4210: 4207: 4205: 4202: 4200: 4197: 4195: 4192: 4191: 4189: 4187: 4183: 4179: 4175: 4170: 4166: 4152: 4149: 4147: 4144: 4142: 4139: 4137: 4134: 4133: 4131: 4129: 4125: 4119: 4116: 4114: 4111: 4109: 4106: 4105: 4103: 4099: 4093: 4090: 4088: 4085: 4083: 4080: 4078: 4075: 4073: 4070: 4068: 4065: 4063: 4060: 4059: 4057: 4055: 4051: 4045: 4042: 4040: 4039:Questionnaire 4037: 4035: 4032: 4028: 4025: 4023: 4020: 4019: 4018: 4015: 4014: 4012: 4010: 4006: 4000: 3997: 3995: 3992: 3990: 3987: 3985: 3982: 3980: 3977: 3975: 3972: 3970: 3967: 3965: 3962: 3961: 3959: 3957: 3953: 3949: 3945: 3940: 3936: 3922: 3919: 3917: 3914: 3912: 3909: 3907: 3904: 3902: 3899: 3897: 3894: 3892: 3889: 3887: 3884: 3882: 3879: 3877: 3874: 3872: 3869: 3867: 3866:Control chart 3864: 3862: 3859: 3857: 3854: 3852: 3849: 3848: 3846: 3844: 3840: 3834: 3831: 3827: 3824: 3822: 3819: 3818: 3817: 3814: 3812: 3809: 3807: 3804: 3803: 3801: 3799: 3795: 3789: 3786: 3784: 3781: 3779: 3776: 3775: 3773: 3769: 3763: 3760: 3759: 3757: 3755: 3751: 3739: 3736: 3734: 3731: 3729: 3726: 3725: 3724: 3721: 3719: 3716: 3715: 3713: 3711: 3707: 3701: 3698: 3696: 3693: 3691: 3688: 3686: 3683: 3681: 3678: 3676: 3673: 3671: 3668: 3667: 3665: 3663: 3659: 3653: 3650: 3648: 3645: 3641: 3638: 3636: 3633: 3631: 3628: 3626: 3623: 3621: 3618: 3616: 3613: 3611: 3608: 3606: 3603: 3601: 3598: 3596: 3593: 3592: 3591: 3588: 3587: 3585: 3583: 3579: 3576: 3574: 3570: 3566: 3562: 3557: 3553: 3547: 3544: 3542: 3539: 3538: 3535: 3531: 3524: 3519: 3517: 3512: 3510: 3505: 3504: 3501: 3493: 3487: 3483: 3478: 3474: 3472:0-8247-6987-2 3468: 3464: 3459: 3455: 3453:0-07-016242-5 3449: 3445: 3440: 3439: 3431: 3425: 3421: 3420: 3412: 3410: 3406: 3401: 3395: 3391: 3384: 3381: 3376: 3372: 3368: 3364: 3359: 3354: 3350: 3343: 3341: 3337: 3330: 3328: 3315: 3292: 3262: 3250: 3226: 3222: 3212: 3210: 3191: 3183: 3178: 3174: 3170: 3167: 3161: 3156: 3152: 3144: 3140: 3133: 3128: 3124: 3120: 3116: 3110: 3106: 3100: 3095: 3092: 3089: 3085: 3080: 3074: 3069: 3065: 3058: 3053: 3049: 3039: 3034: 3030: 3026: 3023: 3017: 3012: 3008: 3001: 2996: 2992: 2986: 2982: 2976: 2972: 2966: 2961: 2958: 2955: 2951: 2945: 2942: 2936: 2927: 2922: 2918: 2914: 2911: 2905: 2900: 2896: 2890: 2884: 2879: 2875: 2868: 2845: 2834: 2833: 2832: 2830: 2829:MAP estimator 2811: 2806: 2801: 2794: 2790: 2783: 2779: 2775: 2772: 2766: 2761: 2756: 2751: 2744: 2740: 2735: 2732: 2727: 2723: 2716: 2709: 2704: 2701: 2698: 2694: 2686: 2685: 2684: 2670: 2647: 2643: 2637: 2632: 2625: 2621: 2616: 2613: 2608: 2604: 2597: 2590: 2587: 2582: 2578: 2574: 2571: 2563: 2559: 2553: 2550: 2544: 2537: 2532: 2529: 2526: 2522: 2517: 2511: 2506: 2499: 2495: 2488: 2484: 2480: 2477: 2471: 2464: 2461: 2456: 2452: 2448: 2445: 2437: 2433: 2427: 2424: 2418: 2413: 2407: 2401: 2395: 2389: 2386: 2380: 2377: 2374: 2368: 2362: 2356: 2349: 2348: 2347: 2344: 2342: 2338: 2322: 2297: 2292: 2288: 2284: 2279: 2275: 2268: 2261:is given by 2248: 2240: 2220: 2215: 2211: 2207: 2204: 2198: 2191: 2170: 2166: 2162: 2159: 2156: 2151: 2147: 2131: 2129: 2128:as negative. 2115: 2095: 2073: 2069: 2046: 2042: 2021: 1999: 1995: 1972: 1968: 1945: 1941: 1920: 1911: 1909: 1904: 1902: 1898: 1894: 1890: 1882: 1877: 1873: 1871: 1867: 1863: 1859: 1855: 1851: 1843: 1839: 1835: 1831: 1828: 1824: 1821: 1817: 1813: 1809: 1806: 1802: 1799: 1795: 1791: 1790: 1789: 1783: 1781: 1779: 1763: 1755: 1739: 1731: 1715: 1685: 1675: 1672: 1665: 1662: 1659: 1651: 1648: 1645: 1630: 1627: 1621: 1616: 1610: 1607: 1604: 1598: 1591: 1590: 1589: 1587: 1586:loss function 1582: 1580: 1564: 1544: 1524: 1504: 1496: 1472: 1466: 1460: 1453: 1450: 1447: 1441: 1433: 1407: 1405: 1394: 1391: 1384: 1378: 1371: 1368: 1365: 1359: 1350: 1341: 1335: 1328: 1325: 1322: 1316: 1305: 1279: 1277: 1266: 1263: 1260: 1254: 1246: 1220: 1218: 1210: 1184: 1169: 1168: 1167: 1165: 1149: 1140: 1126: 1086: 1066: 1039: 1036: 1029: 1023: 1016: 1013: 1010: 1004: 995: 986: 980: 973: 970: 967: 961: 955: 949: 946: 943: 937: 931: 924: 923: 922: 920: 904: 896: 892: 888: 872: 852: 832: 825: 820: 806: 779: 776: 773: 767: 759: 733: 727: 701: 690: 689: 688: 686: 663: 660: 657: 651: 645: 638: 637: 636: 622: 602: 579: 576: 573: 567: 547: 539: 523: 503: 483: 471: 469: 467: 463: 459: 455: 451: 447: 443: 439: 435: 431: 427: 415: 410: 408: 403: 401: 396: 395: 393: 392: 387: 382: 377: 376: 375: 374: 369: 366: 364: 361: 359: 356: 355: 354: 353: 348: 343: 340: 338: 335: 334: 333: 332: 327: 322: 319: 317: 314: 312: 309: 308: 307: 306: 301: 296: 293: 291: 288: 286: 283: 281: 278: 276: 273: 272: 271: 270: 265: 260: 257: 255: 252: 250: 247: 245: 242: 241: 240: 239: 234: 229: 226: 224: 221: 219: 216: 214: 211: 209: 208:Cox's theorem 206: 204: 201: 199: 196: 194: 191: 189: 186: 184: 181: 180: 179: 178: 173: 170: 166: 162: 158: 155: 154: 150: 146: 145: 142: 138: 134: 133: 124: 121: 113: 102: 99: 95: 92: 88: 85: 81: 78: 74: 71: â€“  70: 66: 65:Find sources: 59: 55: 49: 48: 43:This article 41: 37: 32: 31: 19: 5811: 5799: 5780: 5773: 5685:Econometrics 5635: / 5618:Chemometrics 5595:Epidemiology 5588: / 5561:Applications 5403:ARIMA model 5350:Q-statistic 5299:Stationarity 5195:Multivariate 5138: / 5134: / 5132:Multivariate 5130: / 5070: / 5066: / 4849: 4840:Bayes factor 4739:Signed rank 4651: 4625: 4617: 4605: 4300:Completeness 4136:Cohort study 4034:Opinion poll 3969:Missing data 3956:Study design 3911:Scatter plot 3833:Scatter plot 3826:Spearman's ρ 3788:Grouped data 3481: 3462: 3443: 3418: 3389: 3383: 3348: 3214:The case of 3213: 3206: 2828: 2826: 2662: 2345: 2135: 1912: 1905: 1886: 1847: 1810:such as the 1808:optimization 1787: 1707: 1583: 1492: 1141: 1058: 821: 798: 682: 475: 437: 433: 429: 423: 358:Bayes factor 320: 116: 107: 97: 90: 83: 76: 64: 52:Please help 47:verification 44: 5813:WikiProject 5728:Cartography 5690:Jurimetrics 5642:Reliability 5373:Time domain 5352:(Ljung–Box) 5274:Time-series 5152:Categorical 5136:Time-series 5128:Categorical 5063:(Bernoulli) 4898:Correlation 4878:Correlation 4674:Jarque–Bera 4646:Chi-squared 4408:M-estimator 4361:Asymptotics 4305:Sufficiency 4072:Interaction 3984:Replication 3964:Effect size 3921:Violin plot 3901:Radar chart 3881:Forest plot 3871:Correlogram 3821:Kendall's τ 1893:multi-modal 1844:Limitations 1820:derivatives 1794:closed form 1784:Computation 472:Description 5829:Categories 5680:Demography 5398:ARMA model 5203:Regression 4780:(Friedman) 4741:(Wilcoxon) 4679:Normality 4669:Lilliefors 4616:Student's 4492:Resampling 4366:Robustness 4354:divergence 4344:Efficiency 4282:(monotone) 4277:Likelihood 4194:Population 4027:Stratified 3979:Population 3798:Dependence 3754:Count data 3685:Percentile 3662:Dispersion 3595:Arithmetic 3530:Statistics 3358:1611.05917 3331:References 560:, so that 303:Estimators 175:Background 161:Likelihood 80:newspapers 5061:Logistic 4828:posterior 4754:Rank sum 4502:Jackknife 4497:Bootstrap 4315:Bootstrap 4250:Parameter 4199:Statistic 3994:Statistic 3906:Run chart 3891:Pie chart 3886:Histogram 3876:Fan chart 3851:Bar chart 3733:L-moments 3620:Geometric 3375:0025-5610 3296:^ 3293:μ 3286:→ 3266:^ 3263:μ 3235:∞ 3232:→ 3223:σ 3175:σ 3153:σ 3141:μ 3125:σ 3086:∑ 3066:σ 3050:μ 3031:σ 3009:σ 2993:σ 2952:∑ 2919:σ 2897:σ 2876:σ 2849:^ 2846:μ 2791:σ 2780:μ 2776:− 2773:μ 2741:σ 2736:μ 2733:− 2695:∑ 2671:μ 2622:σ 2617:μ 2614:− 2583:− 2575:⁡ 2560:σ 2554:π 2523:∏ 2496:σ 2485:μ 2481:− 2478:μ 2457:− 2449:⁡ 2434:σ 2428:π 2408:μ 2396:μ 2390:π 2381:μ 2378:∣ 2363:μ 2323:μ 2289:σ 2276:μ 2249:μ 2212:σ 2205:μ 2160:… 1805:numerical 1800:are used. 1764:θ 1740:θ 1682:otherwise 1652:θ 1649:− 1605:θ 1584:When the 1525:θ 1505:θ 1467:θ 1454:θ 1451:∣ 1434:θ 1395:ϑ 1385:ϑ 1372:ϑ 1369:∣ 1355:Θ 1351:∫ 1342:θ 1329:θ 1326:∣ 1306:θ 1264:∣ 1261:θ 1247:θ 1188:^ 1185:θ 1150:θ 1107:Θ 1087:θ 1040:ϑ 1030:ϑ 1017:ϑ 1014:∣ 1000:Θ 996:∫ 987:θ 974:θ 971:∣ 947:∣ 944:θ 935:↦ 932:θ 905:θ 873:θ 853:θ 807:θ 780:θ 777:∣ 760:θ 705:^ 702:θ 664:θ 661:∣ 649:↦ 646:θ 623:θ 580:θ 577:∣ 484:θ 203:Coherence 157:Posterior 5845:A priori 5775:Category 5468:Survival 5345:Johansen 5068:Binomial 5023:Isotonic 4610:(normal) 4255:location 4062:Blocking 4017:Sampling 3896:Q–Q plot 3861:Box plot 3843:Graphics 3738:Skewness 3728:Kurtosis 3700:Variance 3630:Heronian 3625:Harmonic 3351:: 1–16. 1908:Jacobian 1778:discrete 1637:if  438:estimate 169:Evidence 5801:Commons 5748:Kriging 5633:Process 5590:studies 5449:Wavelet 5282:General 4449:Plug-in 4243:L space 4022:Cluster 3723:Moments 3541:Outline 2132:Example 1756:unless 1162:as the 536:be the 444:of the 94:scholar 5670:Census 5260:Normal 5208:Manova 5028:Robust 4778:2-way 4770:1-way 4608:-test 4279:  3856:Biplot 3647:Median 3640:Lehmer 3582:Center 3488:  3469:  3450:  3426:  3396:  3373:  1858:median 1836:using 1832:Via a 1439:  1311:  1252:  1059:where 917:using 889:as in 765:  516:. Let 96:  89:  82:  75:  67:  5294:Trend 4823:prior 4765:anova 4654:-test 4628:-test 4620:-test 4527:Power 4472:Pivot 4265:shape 4260:scale 3710:Shape 3690:Range 3635:Heinz 3610:Cubic 3546:Index 3353:arXiv 1577:is a 885:as a 845:over 165:Prior 101:JSTOR 87:books 5527:Test 4727:Sign 4579:Wald 3652:Mode 3590:Mean 3486:ISBN 3467:ISBN 3448:ISBN 3424:ISBN 3394:ISBN 3371:ISSN 1987:and 1854:mean 1803:Via 1660:< 1164:mode 442:mode 428:, a 73:news 4707:BIC 4702:AIC 3363:doi 2572:exp 2446:exp 2190:IID 2188:of 1856:or 1814:or 1776:is 1708:as 1581:). 897:of 540:of 434:MAP 424:In 56:by 5831:: 3408:^ 3369:. 3361:. 3339:^ 2683:: 2088:, 2034:, 1960:, 1780:. 1139:. 1099:, 921:: 819:. 436:) 167:Ă· 163:× 159:= 4652:G 4626:F 4618:t 4606:Z 4325:V 4320:U 3522:e 3515:t 3508:v 3494:. 3475:. 3456:. 3432:. 3402:. 3377:. 3365:: 3355:: 3316:. 3310:E 3307:L 3304:M 3280:P 3277:A 3274:M 3227:m 3192:. 3184:2 3179:v 3171:+ 3168:n 3162:2 3157:m 3145:0 3134:2 3129:v 3121:+ 3117:) 3111:j 3107:x 3101:n 3096:1 3093:= 3090:j 3081:( 3075:2 3070:m 3059:= 3054:0 3040:2 3035:v 3027:+ 3024:n 3018:2 3013:m 3002:2 2997:v 2987:+ 2983:) 2977:j 2973:x 2967:n 2962:1 2959:= 2956:j 2946:n 2943:1 2937:( 2928:2 2923:v 2915:+ 2912:n 2906:2 2901:m 2891:n 2885:2 2880:m 2869:= 2863:P 2860:A 2857:M 2812:. 2807:2 2802:) 2795:m 2784:0 2767:( 2762:+ 2757:2 2752:) 2745:v 2728:j 2724:x 2717:( 2710:n 2705:1 2702:= 2699:j 2648:, 2644:) 2638:2 2633:) 2626:v 2609:j 2605:x 2598:( 2591:2 2588:1 2579:( 2564:v 2551:2 2545:1 2538:n 2533:1 2530:= 2527:j 2518:) 2512:2 2507:) 2500:m 2489:0 2472:( 2465:2 2462:1 2453:( 2438:m 2425:2 2419:1 2414:= 2411:) 2405:( 2402:L 2399:) 2393:( 2387:= 2384:) 2375:x 2372:( 2369:f 2366:) 2360:( 2357:g 2303:) 2298:2 2293:m 2285:, 2280:0 2272:( 2269:N 2226:) 2221:2 2216:v 2208:, 2202:( 2199:N 2176:) 2171:n 2167:x 2163:, 2157:, 2152:1 2148:x 2144:( 2116:x 2096:x 2074:1 2070:h 2047:1 2043:h 2022:x 2000:3 1996:h 1973:2 1969:h 1946:1 1942:h 1921:x 1716:c 1686:, 1676:, 1673:1 1666:, 1663:c 1656:| 1646:a 1642:| 1631:, 1628:0 1622:{ 1617:= 1614:) 1611:a 1608:, 1602:( 1599:L 1565:g 1545:g 1473:. 1470:) 1464:( 1461:g 1457:) 1448:x 1445:( 1442:f 1430:x 1427:a 1424:m 1420:g 1417:r 1414:a 1408:= 1392:d 1388:) 1382:( 1379:g 1375:) 1366:x 1363:( 1360:f 1345:) 1339:( 1336:g 1332:) 1323:x 1320:( 1317:f 1302:x 1299:a 1296:m 1292:g 1289:r 1286:a 1280:= 1270:) 1267:x 1258:( 1255:f 1243:x 1240:a 1237:m 1233:g 1230:r 1227:a 1221:= 1214:) 1211:x 1208:( 1202:P 1199:A 1196:M 1127:g 1067:g 1037:d 1033:) 1027:( 1024:g 1020:) 1011:x 1008:( 1005:f 990:) 984:( 981:g 977:) 968:x 965:( 962:f 956:= 953:) 950:x 941:( 938:f 833:g 783:) 774:x 771:( 768:f 756:x 753:a 750:m 746:g 743:r 740:a 734:= 731:) 728:x 725:( 719:E 716:L 713:M 667:) 658:x 655:( 652:f 603:x 583:) 574:x 571:( 568:f 548:x 524:f 504:x 432:( 413:e 406:t 399:v 123:) 117:( 112:) 108:( 98:· 91:· 84:· 77:· 50:. 20:)

Index

Maximum a posteriori

verification
improve this article
adding citations to reliable sources
"Maximum a posteriori estimation"
news
newspapers
books
scholar
JSTOR
Learn how and when to remove this message
Bayesian statistics

Posterior
Likelihood
Prior
Evidence
Bayesian inference
Bayesian probability
Bayes' theorem
Bernstein–von Mises theorem
Coherence
Cox's theorem
Cromwell's rule
Likelihood principle
Principle of indifference
Principle of maximum entropy
Conjugate prior
Linear regression

Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.

↑