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voiage.stats.normal_normal_update

normal_normal_update

Section titled “normal_normal_update”
normal_normal_update([positional or keyword] prior_mean: ArrayOrScalar = None, [positional or keyword] prior_std: ArrayOrScalar = None, [positional or keyword] data_mean: ArrayOrScalar = None, [positional or keyword] data_std: ArrayOrScalar = None, [positional or keyword] n_samples: int = None) -> tuple[ArrayOrScalar, ArrayOrScalar]

Perform a Bayesian update for a Normal likelihood with a Normal prior.

Args: prior_mean (float): The mean of the prior distribution. prior_std (float): The standard deviation of the prior distribution. data_mean (float): The mean of the observed data. data_std (float): The standard deviation of the observed data. n_samples (int): The number of samples in the observed data.

Returns

Section titled “Returns”

tuple: A tuple containing the posterior mean and posterior standard deviation.

Parameters:

  • prior_mean ArrayOrScalar
  • prior_std ArrayOrScalar
  • data_mean ArrayOrScalar
  • data_std ArrayOrScalar
  • n_samples int

Returns: tuple[ArrayOrScalar, ArrayOrScalar]