On Bayesian Data Analysis
Methodology
2010-02-09 v2
Abstract
This introduction to Bayesian statistics presents the main concepts as well as the principal reasons advocated in favour of a Bayesian modelling. We cover the various approaches to prior determination as well as the basis asymptotic arguments in favour of using Bayes estimators. The testing aspects of Bayesian inference are also examined in details.
Keywords
Cite
@article{arxiv.1001.4656,
title = {On Bayesian Data Analysis},
author = {Christian P. Robert and Judith Rousseau},
journal= {arXiv preprint arXiv:1001.4656},
year = {2010}
}
Comments
16 pages, 2 figures, 2 tables, chapter of the contributed volume "Bayesian Methods and Expert Elicitation", Risk Book, London