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How can we apply Bayes theorem on histogram ?

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Search "Dirichlet processes" or "Bayesian density estimation". – R Hahn Oct 1 at 0:49
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Apply the theorem to do what? – Yemon Choi Oct 1 at 0:55
I am looking specially for histogram . but i did not find that in the questions related to Bayesian density estimation. – tina123 Oct 1 at 0:55
@yemon Well , using Bayesian formula , we can show that posterior probability which is proportional to the density value. So i am interested in Bayesian formula on histogram . – tina123 Oct 1 at 0:58
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Dear tina123, this question needs some amending. Please read the howtoask page and then edit your question. – Theo Johnson-Freyd Oct 1 at 1:20

closed as not a real question by Yemon Choi, Qiaochu Yuan, Douglas Zare, algori, Steven Landsburg Oct 1 at 1:21

1 Answer

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You may treat the histogram as observations arising from a multinomial distribution. The conjugate prior for a multinomial likelihood is a Dirichlet distribution. If you want to allow the number of bins to grow as you collect more data, this leads to a Dirichlet process prior, as I mentioned in my early comment.

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