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Bayesian inference is a method of statistical inference that relies on treating the model parameters as random variables and applying Bayes' theorem to deduce subjective probability statements about the parameters or hypotheses, conditional on the observed dataset.

3 votes
1 answer
106 views

Given a draw from some normal distribution, what is the distribution of your beliefs about i...

I'm working on some game theory models that involve modeling players' beliefs, and am not sure how to figure out this probability problem. Suppose I choose some number $x$ between 0 and 1 inclusive ( …
sundance's user avatar
2 votes
0 answers
364 views

How to find a conditional CDF of a trapezoidal distribution?

I'm working on a game theory model of imperfect information, where players observe certain attributes via noisy signals. Specifically, Player 1 has the opportunity to choose any value $\eta$ from the …
sundance's user avatar
1 vote
1 answer
194 views

Probability the next draw from a distribution is greater than some number given a previous draw

I'm working on a game theory model of incomplete information, where players observe certain attributes via noisy signals. I am looking to solve for two different probability functions, though I think …
sundance's user avatar
2 votes
1 answer
351 views

How to compute the CDF of this random variable?

I'm working on a game theory model of incomplete information, where players observe certain attributes via noisy signals. Specifically, one player has the opportunity to choose any value $\eta$ from t …
sundance's user avatar