pub fn bayesian_update(
prior: f64,
likelihood: f64,
evidence: f64,
) -> StatsResult<f64>Expand description
Computes prior * likelihood / evidence and validates the posterior.
Every argument and the result must be a probability in 0.0..=1.0, and
evidence must be nonzero.
ยงExamples
use sim_lib_numbers_stats::bayesian_update;
let posterior = bayesian_update(0.2, 0.75, 0.3).unwrap();
assert!((posterior - 0.5).abs() < 1e-12);