Posterior class probability
Definition taught in Statistical classifiers and discriminant analysis, part of Statistical learning
Posterior class probability
| Type | Definition |
| Taught in | Statistical classifiers and discriminant analysis |
| Part | Statistical learning |
The posterior probability of class g given \mathbf{x} is
\tau_g(\mathbf{x}) =\frac{\pi_g f_g(\mathbf{x})}{\sum_{g'=1}^{G}\pi_{g'} f_{g'}(\mathbf{x})}.
Used in
- Taught in Statistical classifiers and discriminant analysis, where the derivation and examples are.
- All 8 questions on Statistical classifiers and discriminant analysis
See also
Bayes’ rule · Posterior membership · Bayes classifier · Training data and classifier · Zero–one loss and risk · Bayes-optimal rule · Fisher’s direction · Classification problem