How to calculate posterior probability?

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Hewitt
Hewitt 2015-1-23
回答： Tom Lane 2015-2-9
I have a struct that has the mu, Sigma and weightage of each components. How to calculate the posterior probability for each of the Gaussian components? Any algorithms?

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回答（1 个）

Tom Lane
Tom Lane 2015-2-9
Try "help gmdistribution/gmdistribution" for a function that can create an object representing this mixture distribution. There is a pdf method you can use to get the posterior.

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