How to calculate posterior probability?

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Hewitt
Hewitt on 23 Jan 2015
Answered: Tom Lane on 9 Feb 2015
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?

Answers (1)

Tom Lane
Tom Lane on 9 Feb 2015
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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