MAP Estimator

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Maximum A Posteriori Estimator

(Pishro-Nik 2014)
Let X be an unknown random variable representing a given phenomena. Y
is a known random variable that represents data collected regarding
the phenomena. MAP Estimator estimates the value of X given the value
of Y.

\[ Xhat_{MAP}(Y) = rgmax_{x}(f_{X}(x)*f_{Y|X}(y|x)\]

References

Pishro-Nik, H. 2014. Introduction to Probability, Statistics, and Random Processes. Kappa Research LLC. https://www.probabilitycourse.com.