In the formal expression $P(\theta|D) = \frac{P(D|\theta) P(\theta)}{P(D)}$, what is the function of $P(D)$?

Answer

A normalizing constant that ensures the posterior sums to one

$P(D)$, known as the Evidence or Marginal Likelihood, is a constant factor included to ensure that the resulting posterior distribution integrates to a total probability of one, making it a valid probability distribution.

In the formal expression $P(\theta|D) = \frac{P(D|\theta) P(\theta)}{P(D)}$, what is the function of $P(D)$?

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