Bayesian Statistics: An Introduction

by Peter M. Lee

This volume provides full coverage of Bayesian statistics--perhaps the only fully self-consistent approach in statistics. The book furnishes an understandable treatment of the basic concepts and gives the reader useful information on where and why this somewhat controversial approach differs
from "classical" statistics. The appendices include useful tables that are not readily available in other references. The book is based on a a highly successful lecture series for advanced undergraduates and fills a need for a text that is never too elemental nor too technical.

Genres: Mathematics, Reference

304 pages, Paperback

First published January 1, 1900

Reviews

[Otto Hahaa · Rating 2 out of 5]

I have had the second edition on my shelf for more than ten years. From time to time I pick it up and start reading. But every time there is a point where I just have to stop, because I cannot understand anything anymore. This point keeps creeping forwards, so I am not completely hopeless. Unfortunately, the world has gone forward, and the second edition is sort of outdated. More modern books would put MCMC methods more in the centre, not just as an after thought at the end of the book. So, I must find another Bayesian book I should try to read for the next ten years…

[Tarek Amr · Rating 2 out of 5]

Is it me or the book is very hard to grasp. Every time I pick it to read about a concept there, I get lost in mathematical notation with no clear explanation.