• Corpus ID: 10206875

Inferring a Gaussian distribution

  title={Inferring a Gaussian distribution},
  author={Thomas P. Minka},
A common question in statistical modeling is “which out of a continuum of models are likely to have generated this data?” For the Gaussian class of models, this question can be answered completely and exactly. This paper derives the exact posterior distribution over the mean and variance of the generating distribution, i.e. p(m, V|X), as well as the marginals p(m|X) and p(V|X). It also derives p(X|Gaussian), the probability that the data came from any Gaussian whatsoever. From this we can get… 

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