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I am reading a statistical procedure trying to figure out and understand what's going on.

The statement says "Compute the posterior on $\mu$."

Does this mean compute $p(\mu)$? Does this mean "Compute the posterior probability of $\mu$." (see how "of" replaces "on")?

Immediately before in the reading, $\mu$ is allowed to take on multiple values.

Maybe there is a statistical wording/vocabulary convention I'm unaware of that would make this make more sense to me?

This is not critical, but I am just trying to understand better. If anyone could help me or point me to a resource that would be great.

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If $\mu$ is discrete, they mean "compute the posterior probabilities" for $\mu.$ If $\mu$ is continuous, they mean compute the posterior density function. If you are using the notation $p(\mu)$ to mean a probability mass function or probability density function, then yes you should compute $p(\mu).$

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  • $\begingroup$ I was the one who originally posted this question. Thank you for your response. It makes some sense! I appreciate it. As a matter of fact,mu does take on a set of discrete values! $\endgroup$
    – user26651
    Commented Jun 8, 2013 at 23:47
  • $\begingroup$ You're welcome. Sometimes the concepts in probability are overtaken by notation and/or terminology. $\endgroup$
    – soakley
    Commented Jun 9, 2013 at 0:14

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