How to calculate posterior probability?

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Hewitt
Hewitt 2015 年 1 月 23 日
回答済み: Tom Lane 2015 年 2 月 9 日
I have a struct that has the mu, Sigma and weightage of each components. How to calculate the posterior probability for each of the Gaussian components? Any algorithms?

回答 (1 件)

Tom Lane
Tom Lane 2015 年 2 月 9 日
Try "help gmdistribution/gmdistribution" for a function that can create an object representing this mixture distribution. There is a pdf method you can use to get the posterior.

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