1.Previous
3.Next

that the process is observed to generate . For each , the prior is updated to the posterior . From Bayes' theorem:

Upon observation of further evidence, this procedure may be repeated.

Multiple observations

For a sequence of independent and identically distributed observations , it can be shown by induction that repeated application of the above is equivalent to

where

Parametric formulation: motivating the formal description

1.Previous
3.Next