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Bayesian statistics |
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Posterior = Likelihood × Prior ÷ Evidence |
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Posterior approximation |
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The principle of maximum entropy states that the probability distribution which best represents the current state of knowledge about a system is the one with largest entropy, in the context of precisely stated prior data (such as a proposition that expresses testable information).
Another way of stating this: Take precisely stated prior data or testable information about a probability distribution function. Consider the set of all trial probability distributions that would encode the prior data. According to this principle, the distribution with maximal information entropy is the best choice.