Breadcrumb
Conditional on a design point 
, the elicited subjective probability distribution is Gaussian,
|
|
(34) |
The 
and 
are assumed conditionally independent from other elicitations given the design matrix 
. Let 
and 
denote a diagonal covariance matrix. The conditional distribution of 
is proportional to:
|
|
(35) |
The distribution for the unknown 
conditional on 
, 
and is then proportional to a multivariate normal with mean and covariance given by:
|
|
(36) |
Last updated:
30 May 2018