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April 23rd, 2012, 08:08 PM  #1 
Newbie Joined: Sep 2009 Posts: 28 Thanks: 0  Projection of a distribution according to another one,
Hi, I have the following question: Let defined as probability distributions over a finite sample space The elements of (resp. ) are (resp. ) and we have I want to find a distribution $" /> defined as a projection (or a reduction) of the distribution with respect to the third distribution . In other words, is built by sampling according to the knowledge of the distribution . If is a poisson then will contain the that fit the most a poisson distribution (). How can I solve this ? do I need to use bayesian inference (posterior, prior, likelihood...) ? supervised learning ? Thanks a lot ! 

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