STA305H1 Lecture Notes - Lecture 9: Poisson Distribution, Posterior Probability, Prior Probability
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Here we will assume that we observe x1, , xn and given this information (together with a priori information on ), we wish to predict the values of xn+1, , xn+m. For simplicity here, we will assume that the random variables are discrete although everything extends in obvious way to continuous random variables. If the value of is known then we can use the conditional distribution of xn+1, , xn+m given. Now if we think of fc(xn+1, , xn+m|x1, , xn; ) as the conditional mass function of xn+1, , Xn+m given x1 = x1, , xn = xn and , we can then obtain the predictive mass function of. Xn+1, , xn+m given x1 = x1, , xn = xn by multiplying fc(xn+1, , xn+m|x1, , xn; ) by. During the 2013 national football league (nfl) season, peyton manning, the quarterback of the.