Some Applications of Bayesian Statistics
Kapitel i bok, 2008

This paper is intended as an introduction to Bayesian statistics for mathematicians who have no or very little previous experience with the subject. We start with a rather philosophical presentation of central concepts, as the philosophical approach to statistics differs from the standard approach of frequentist statistics. We also define probability distributions in a non-standard way, mostly to illustrate how "integration constants" can often be disregarded in Bayesian statistics, simplifying computations. We continue with a quick presentation of some central computational methods, followed by three longer examples of Bayesian data analysis and modelling. The goal is to give an impression of the applicability of the general concepts, and hopefully spark ideas for new applications in the reader.


Petter Mostad

Göteborgs universitet

Chalmers, Matematiska vetenskaper, matematisk statistik

New Direkctions in the Mathematical and Computer Sciences (G.O.S. Ekhaguere, C.R. Nwozo, eds.)



Grundläggande vetenskaper


Sannolikhetsteori och statistik