Thursday, March 4, 2010

References on Bayesian Statistics

Here are a few references that will give you the basic ideas and some simple examples of Bayesian statistics in under an hour:
  • Evans and Rosenthal, Probability and Statistics: The Science of Uncertainty, 2nd ed. (Freeman, 2010), chapter 7, sections 1-4. (This is the textbook I'm planning on using in 350A in the fall. Unfortunately, it's rather expensive.)
  • Ron Christensen has posted chapters of a forthcoming textbook on Bayesian inference on his website. Chapter 1 provides the basic ideas with just enough of the mathematics to get by.
  • Gelman et al., Bayesian Data Analysis, 2nd ed. (Chapman & Hall, 2005) is one of my favorite books, but it will take you a lot longer than an hour to cover the basic material in chapters 1-2.
  • The same comment applies to Simon Jackman's Bayesian Analysis for the Social Sciences (Wiley, 2009), introduction and chapters 1-2. Simon also has an excellent chapter on hierarchical modeling (chapter 7), so you should definitely buy the book. I will try to give you the Esperanto version.

No comments:

Post a Comment