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020 _a9781138492561
040 _cIIT Kanpur
041 _aeng
082 _a519.542
_bAl14p
100 _aAlbert, Jim
245 _aProbability and Bayesian modeling
_cJim Albert and Jingchen Hu
260 _bCRC Press
_c2020
_aBoca Raton
300 _axiv, 537p
440 _aChapman & HAll/CRC Texts in statistical science series
490 _a / edited by Joseph K. Blitzstein ...[et al.]
500 _aA Chapman & Hall Book
520 _aProbability 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.
650 _aProbabilities
650 _aBayesian statistical decision theory
700 _aHu, Jingchen
942 _cBK
999 _c565400
_d565400