On Bayesian Data Analysis

Christian Robert and Judith Rousseau
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Christian Robert: Crest
Judith Rousseau: Crest

No 2010-31, Working Papers from Center for Research in Economics and Statistics

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

Pages: 17
Date: 2010
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