I am trying to use Bayesian methods (Bayes rule) to predict further datapoints (at point n,n+1,n+2 etc..)...(adsbygoogle = window.adsbygoogle || []).push({});

I begin by generating a normal pdf using previous 75 datapoints (prior: n-75 to n-1) with mean value, μ: 1.25 and standard deviation, δ: 3.67.

Note: previous datapoints range from -5 to +5 in value.

I calculate the maximum probabilty of 0.11 for datapoint = 1.30.

Using this will underestimate (predict) the value at n.

I now want to incorporate (into the probability) the fact that I know my previous two datapoints (n-2 to n-1) showed increase towards +ve...

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# Bayesian stats: how to update probability?

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