Conjugate prior
Distribución conjugada a priori
- Date
- 1961 · confidence medium
- Place
- Cambridge, Massachusetts, United States
- Credited to
- Howard Raiffa y Robert Schlaifer
- Field
- Knowledge & symbols
What was discovered
In Bayesian statistics, a family of prior distributions that, combined with a given likelihood function, yields a posterior distribution of the same family, formalized by Howard Raiffa and Robert Schlaifer.
What it led to
- greatly simplified Bayesian inference calculations before intensive computation
- became a standard pedagogical tool of Bayesian statistics
- is still used alongside modern computational methods such as MCMC