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:<math>\int_{-\infty}^\infty \varphi(x)\,dx=\int_{-\infty}^\infty \frac{1}{\sqrt{2\pi\,}} e^{-x^2/2}\,dx=1 </math>
Function <math> \varphi(x) </math> is a probability density function.<ref>Feller, 1968, p. 174.</ref> This is the density of the standard [[normal distribution]]. (''Standard'', in this case, means the [[expected value]] is 0 and the [[variance]] is 1.)
And constant <math> \frac{1}{\sqrt{2\pi\,}} </math> is the '''normalizing constant''' of function <math>p(x)</math>.
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:<math>P(H_0|D) = \frac{P(D|H_0)P(H_0)}{\displaystyle\sum_i P(D|H_i)P(H_i)} .</math>
In this case, the [[Multiplicative inverse|reciprocal]] of the value
:<math>P(D)=\sum_i P(D|H_i)P(H_i) \;</math>
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