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April 23rd, 2012, 09:08 PM   #1
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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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