Posterior Predictive Distribution
The distribution of a new observation obtained by averaging the sampling distribution over the posterior, so it carries both sampling noise and parameter uncertainty; comparing simulated replicates from it against the observed data is the standard Bayesian model check.
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The distribution of a new observation obtained by averaging the sampling distribution over the posterior, so it carries both sampling noise and parameter uncertainty; comparing simulated replicates from it against the observed data is the standard Bayesian model check.
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