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Confessions of a moderate Bayesian, part 4

Bayesian statistics by and for non-statisticians

Read part 1: How to Get Started with Bayesian Statistics

Read part 2: Frequentist Probability vs Bayesian Probability

Read part 3: How Bayesian Inference Works in the Context of Science

Predictive distributions

A predictive distribution is a distribution that we expect for future observations. In other words, instead of describing the mean or the standard deviation of the data we already have, it describes unobserved data.

Predictive distributions are not unique to Bayesian statistics, but one huge advantage of Bayesian statistics is that the Bayesian posterior...

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