Define a recipe resulting in distributions from the same family
Conjugacy refers to when a prior
p(θ)
and likelihood p(D|θ)
pair yields a closed-form posterior p(θ|D)
. Formally, a prior p(θ) ∈ F
is conjugate to likelihood p(D|θ)
if the posterior belongs to the same parametric family p(θ|D) ∈ F
, meaning F
is closed under Bayesian updating.