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Correct PosteriorDistribution equation
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josephmure committed Mar 29, 2024
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4 changes: 2 additions & 2 deletions python/src/PosteriorDistribution_doc.i.in
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Expand Up @@ -23,10 +23,10 @@ Its probability density function is defined as:

.. math::

f_{\vect{Y}|\vect{X}=\vect{x}}(\vect{y}) = \frac{f_{\vect{Y}}(\vect{y})\prod_{i=1}^n f_{X|\vect{\Theta}=\vect{y}}(x_i)}{\int f_{\vect{Y}}(\vect{y}')\prod_{i=1}^n f_{X|\vect{\Theta}=\vect{y}'}(x_i) d \vect{y}'}
f_{\vect{Y}|X_1=x_1, ..., X_n = x_n}(\vect{y}) = \frac{f_{\vect{Y}}(\vect{y})\prod_{i=1}^n f_{X|\vect{\Theta}=\vect{y}}(x_i)}{\int f_{\vect{Y}}(\vect{y}')\prod_{i=1}^n f_{X|\vect{\Theta}=\vect{y}'}(x_i) d \vect{y}'}

with :math:`f_{\vect{X}|\vect{\Theta}}` the PDF of the conditioned distribution,
:math:`f_{\vect{Y}}` the PDF of the conditioning distribution :math:`\vect{Y}`,
:math:`f_{\vect{Y}}` the PDF of the conditioning distribution, i.e. the marginal distribution of :math:`\vect{Y}`,
:math:`x_i` the observations of the conditional distribution.

Examples
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