Posterior mean

Mean of the posterior probability distibution in Bayesian inference.

A kind of inferential summary.

It's formal definition uses an integral:

E[μ|y]=∫μp(μ|y)dμ

But it can also be estimated using summation over a sample from the posterior probability distribution:

E[μ|y]≈1nsample∑k=1nsampleμsample,k

(AKA the mean of all the k samples of the posterior distribution)