Mathematics > Statistics Theory
[Submitted on 1 Nov 2019
(v1)
, last revised 13 Nov 2021 (this version, v2)]
Title: Update of prior probabilities by minimal divergence
Title: 先验概率的最小发散更新
Abstract: The present paper investigates the update of an empirical probability distribution with the results of a new set of observations. The optimal update is obtained by minimizing either the Hellinger distance or the quadratic Bregman divergence. The results obtained by the two methods differ. Updates with information about conditional probabilities are considered as well.
Submission history
From: Jan Naudts [view email][v1] Fri, 1 Nov 2019 06:12:15 UTC (9 KB)
[v2] Sat, 13 Nov 2021 16:23:48 UTC (8 KB)
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