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On Bayesian Data Analysis

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  • Christian P. Robert

    (Crest)

  • Judith Rousseau

    (Crest)

Abstract

This introduction to Bayesian statistics presents themain concepts as well as the principal reasons advocatedin favour of a Bayesian modelling. We coverthe various approaches to prior determination as wellas the basis asymptotic arguments in favour of usingBayes estimators. The testing aspects of Bayesianinference are also examined in details. Bayesian inference, Bayes model choice,foundations, testing, non-informative prior, Bayesiannonparametrics, Bayes factor

Suggested Citation

  • Christian P. Robert & Judith Rousseau, 2010. "On Bayesian Data Analysis," Working Papers 2010-31, Center for Research in Economics and Statistics.
    • Handle: RePEc:crs:wpaper:2010-31
    as

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    References listed on IDEAS

    as
    1. Christian P. Robert, 2010. "On the Relevance of the Bayesian Approach to Statistics," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 2(2), pages 139-152, June.
    2. repec:dau:papers:123456789/3692 is not listed on IDEAS
    3. Isabelle Albert & Emmanuel Grenier & Jean‐Baptiste Denis & Judith Rousseau, 2008. "Quantitative Risk Assessment from Farm to Fork and Beyond: A Global Bayesian Approach Concerning Food‐Borne Diseases," Risk Analysis, John Wiley & Sons, vol. 28(2), pages 557-571, April.
    Full references (including those not matched with items on IDEAS)

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