Archive for risk analysis

Short introduction to Bayesian analysis

Posted in Books, Statistics, University life with tags , , , , on January 27, 2010 by xi'an

With Judith Rousseau, we wrote this short introduction to Bayesian data analysis for an incoming handbook on risk analysis, Bayesian methods and expert elicitation, with nothing really new there, just an hopefully nice summary. And hopefully useful for risk analysts! Here is the abstract: This introduction to Bayesian statistics presents the main concepts as well as the principal reasons advocated in favour of a Bayesian modelling. We cover the various approaches to prior determination as well as the basis asymptotic arguments in favour of using Bayes estimators. The testing aspects of Bayesian inference are also examined in details.