Bayesian Statistics without Tears: A Sampling–Resampling Perspective
A. F. M. Smith, Alan E. Gelfand · The American Statistician · 1992
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.