[R] Simple introduction to Bayesian Statistics

Murray Jorgensen
Wed, 23 Nov 2005 23:12:48 -0000

Joshua N Pritikin wrote:

> I made it through the first chapter ("Background") of Bayesian
Data
> Analysis by Gelman, et al.  Conceptually, the Bayesian approach
> appeals to me and my curiosity is piqued.  However, the next chapter
> was much too terse. The math is daunting.  Where can I find a gentle
> introduction?  Or which math book(s) do I need to read first?
>
> On page 27, there is mention of introductory books including Bayesian
> Methods by Jeff Gill (2002).  Just for fun, I took a look at this book
> to see whether I could get through it.  Chapter 1 was inviting, but
> again, the math got too sophisticated starting from chapter 2.

Try
Introduction to Bayesian Statistics
William M. Bolstad
ISBN: 0-471-27020-2

by my colleague Bill Bolstad. This is written for a course targeting
bright first or second year students and assumes very little background.

Cheers,  Murray Jorgensen
--
Dr Murray Jorgensen      http://www.stats.waikato.ac.nz/Staff/maj.html
Department of Statistics, University of Waikato, Hamilton, New Zealand
Email: maj at waikato.ac.nz                                Fax 7 838 4155
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