Bayesian statistics has been advancing in many aspects in recent years. Bayesian learning provides a natural framework for students to solve scientific problems. This book provides an introduction to Bayesian analysis for undergraduate students with calculus, statistics, and a computational background.
Auteur
Jim Albert is a Distinguished University Professor of Statistics at Bowling Green State University. His research interests include Bayesian modeling and applications of statistical thinking in sports. He has authored or coauthored several books including Ordinal Data Modeling, Bayesian Computation with R, and Workshop Statistics: Discovery with Data, A Bayesian Approach.
Jingchen (Monika) Hu is an Assistant Professor of Mathematics and Statistics at Vassar College. She teaches an undergraduate-level Bayesian Statistics course at Vassar, which is shared online across several liberal arts colleges. Her research focuses on dealing with data privacy issues by releasing synthetic data.
Texte du rabat
Probability and Bayesian Modeling is an introduction to probability and Bayesian thinking for undergraduate students with a calculus background. The first part of the book provides a broad view of probability including foundations, conditional probability, discrete and continuous distributions, and joint distributions. Statistical inference is presented completely from a Bayesian perspective. The text introduces inference and prediction for a single proportion and a single mean from Normal sampling. After fundamentals of Markov Chain Monte Carlo algorithms are introduced, Bayesian inference is described for hierarchical and regression models including logistic regression. The book presents several case studies motivated by some historical Bayesian studies and the authors' research.
This text reflects modern Bayesian statistical practice. Simulation is introduced in all the probability chapters and extensively used in the Bayesian material to simulate from the posterior and predictive distributions. One chapter describes the basic tenets of Metropolis and Gibbs sampling algorithms; however several chapters introduce the fundamentals of Bayesian inference for conjugate priors to deepen understanding. Strategies for constructing prior distributions are described in situations when one has substantial prior information and for cases where one has weak prior knowledge. One chapter introduces hierarchical Bayesian modeling as a practical way of combining data from different groups. There is an extensive discussion of Bayesian regression models including the construction of informative priors, inference about functions of the parameters of interest, prediction, and model selection.
The text uses JAGS (Just Another Gibbs Sampler) as a general-purpose computational method for simulating from posterior distributions for a variety of Bayesian models. An R package ProbBayes is available containing all of the book datasets and special functions for illustrating concepts from the book.
A complete solutions manual is available for instructors who adopt the book in the Additional Resources section.
Contenu
The Classical View of a Probability
The Frequency View of a Probability
The Subjective View of a Probability
The Sample Space
Assigning Probabilities
Events and Event Operations
The Three Probability Axioms
The Complement and Addition Properties
Exercises
Introduction: Rolling Dice, Yahtzee, and Roulette
Equally Likely Outcomes
The Multiplication Counting Rule
Permutations
Combinations
Arrangements of Non-Distinct Objects
Playing Yahtzee
Exercises
Introduction: The Three Card Problem
In Everyday Life
In a Two-Way Table
Definition and the Multiplication Rule
The Multiplication Rule Under Independence
Learning Using Bayes' Rule
R Example: Learning About a Spinner
Exercises
Introduction: The Hat Check Problem
Random Variable and Probability Distribution
Summarizing a Probability Distribution
Standard Deviation of a Probability Distribution
Coin-Tossing Distributions
Binomial probabilities
Binomial computations
Mean and standard deviation of a Binomial
Negative Binomial Experiments
Exercises
Introduction: A Baseball Spinner Game
The Uniform Distribution
Probability Density: Waiting for a Bus
The Cumulative Distribution Function
Summarizing a Continuous Random Variable
Normal Distribution
Binomial Probabilities and the Normal Curve
Sampling Distribution of the Mean
Exercises
Introduction
Joint Probability Mass Function: Sampling From a Box
Multinomial Experiments
Joint Density Functions
Independence and Measuring Association
Flipping a Random Coin: The Beta-Binomial Distribution
Bivariate Normal Distribution
Exercises
Introduction: Thinking About a Proportion Subjectively
Bayesian Inference with Discrete Priors
Example: students' dining preference
Discrete prior distributions for proportion p
Likelihood of proportion p
Posterior distribution for proportion p
Inference: students' dining preference
Discussion: using a discrete prior
Continuous Priors
The Beta distribution and probabilities
Choosing a Beta density curve to represent prior opinion
Updating the Beta Prior
Bayes' rule calculation
From Beta prior to Beta posterior: conjugate priors
Bayesian Inferences with Continuous Priors
Bayesian hypothesis testing
Bayesian credible intervals
Bayesian prediction
Predictive Checking
Exercises
Introduction
Modeling Measurements
Examples
The general approach
Outline of chapter
Bayesian Inference with Discrete Priors
Example: Roger Federer's time-to-serve
Simplification of the likelihood
Inference: Federer's time-to-serve
Continuous Priors
The Normal prior for mean _
Choosing a Normal prior
Updating the Normal Prior
Introduction
A quick peak at the update procedure
Bayes' rule calculation
Conjugate Normal prior
Bayesian Inferences for Continuous Normal Mean
Bayesian hypothesis testing and credible interval
Bayesian prediction
Posterior Predictive Checking
Modeling Count Data
Examples
The Poisson distribution
Bayesian inferences
Case study: Learning about website counts
Exercises
Introduction
The Bayesian computation problem
Choosing a prior
The two-parameter Normal problem
Overview of the chapter
Markov Chains
Definition
Some properties
Simulating a Markov chain
The Metropolis Algorithm
Example: Walking on a number line
The general algorithm
A general function for the Metropolis algorithm
Example: Cauchy-Normal problem
Choice of starting value and proposal region
Collecting the simulated draws
Gibbs Sampling
Bivariate discrete distribution
Beta-Binomial sampling
Normal sampling { both parameters unknown
MCMC Inputs and Diagnostics
Burn-in, starting values, and multiple chains
Diagnostics
Graphs and summaries
Using JAGS
Normal sampling model
Multiple chains
Posterior predictive checking
Comparing two proportions
Exercises
Introduction
Observations in groups
Example: standardized test scores
Separate estimates?
Combined estimates?
A two-stage prior leading to compromis…