Bayesian Statistics without Tears: A Sampling-Resampling Perspective

• DOI: 10.2307/2684170
• Publication Date: 2006-05-09T13:50:18Z
• Authors: A. F. M. Smith; A. E. Gelfand
• Keywords: 0209 industrial biotechnology; 4. Education; 02 engineering and technology; 0101 mathematics; 01 natural sciences

Abstract Even to the initiated, statistical calculations based on Bayes's Theorem can be daunting because of the numerical integrations required in all but the simplest applications. Moreover, from a teaching perspective, introductions to Bayesian statistics—if they are given at all—are circumscribed by these apparent calculational difficulties. Here we offer a straightforward sampling-resampling perspective on Bayesian inference, which has both pedagogic appeal and suggests easily implemented calculation strategies.