Introduction to Bayesian Statistical Inference
Georgios P. Karagiannis · SpringerBriefs in statistics · 2021
Abstract We present basic concepts of Bayesian statistical inference. We briefly introduce the Bayesian paradigm. We present the conjugate priors; a computational convenient way to quantify prior information for tractable Bayesian statistical analysis. We present tools for parametric and predictive inference, and particularly the design of point estimators, credible sets, and hypothesis tests. These concepts are presented in running examples. Supplementary material is available from GitHub.