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Undergrad Radon-Nikodym Derivative and Bayes' Theorem
I tried to derive the right hand side of the Radon-Nikodym derivative above but I got different result, here is my attempt: \begin{equation} \label{eq1} \begin{split} \frac{\mathrm d\mu_{\Theta\mid X}}{\mathrm d\mu_\Theta}(\theta \mid x) &= f_{\Theta\mid X}(\theta\mid x) \mathrm \space...- Jatex
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- Derivative Measure theory Probability theory Theorem
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- Forum: Set Theory, Logic, Probability, Statistics