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Posterior Probability Distribution

The posterior probability distribution over the parameters in the null model (tables 5.6, 5.7) $M_N$ is given by Bayes' theorem [89]:

\begin{displaymath}
P(\mathbf{Q}\vert D, M_N) = \frac{P(D\vert\mathbf{Q})P(\mathbf{Q}\vert M_N)}{P(D\vert M_N)}\textrm{,}
\end{displaymath} (5.43)

where
\begin{displaymath}
P(D\vert M_N) = \int_{\textrm{All }\mathbf{Q}\textrm{
space...
...ert M_N)P(D\vert\mathbf{Q})\mathrm{d}^{47}\mathbf{Q}\textrm{.}
\end{displaymath} (5.44)

Similarly, for the main model,
\begin{displaymath}
P(\mathbf{Q}\vert D, M_M) = \frac{P(D\vert\mathbf{Q})P(\mathbf{Q}\vert M_M)}{P(D\vert M_M)}\textrm{,}
\end{displaymath} (5.45)

where
\begin{displaymath}
P(D\vert M_M) = \int_{\textrm{All }\mathbf{Q}\textrm{
space...
...ert M_M)P(D\vert\mathbf{Q})\mathrm{d}^{47}\mathbf{Q}\textrm{.}
\end{displaymath} (5.46)

The posterior probabilities of the models are

\begin{displaymath}
P(M_N\vert D) = \frac{P(D\vert M_N)P(M_N)}{P(D)}
\end{displaymath} (5.47)

and
\begin{displaymath}
P(M_M\vert D) = \frac{P(D\vert M_M)P(M_M)}{P(D)}\textrm{,}
\end{displaymath} (5.48)

where
\begin{displaymath}
P(D) = P(M_N)P(D\vert M_N)+P(M_M)P(D\vert M_M)\textrm{.}
\end{displaymath} (5.49)


next up previous contents
Next: Parameter Estimation and Model Up: The Details of the Previous: The Likelihood   Contents
Daniel Christopher Hatton 2004-11-30