On Bayesian Data Analysis

Statistics – Methodology

Scientific paper

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16 pages, 2 figures, 2 tables, chapter of the contributed volume "Bayesian Methods and Expert Elicitation", Risk Book, London

Scientific paper

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.

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