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Re: [Statisticians_group] Help me: Bayes

There is a book
"Bayesian computation with R"
It is at
www.gigapedia.org

2009/2/5 Andrew Hartley <khahstats@...>

Ehsan,

A useful introductory text is

Berry, D.A. (1996). Statistics: A Bayesian Perspective. Duxbury, London.

especially if you are working in stats in medicine/healthcare. It uses only the most basic math.

 

To me, practical stats requires computer software. Unfortunately there's not nearly as much computer software out there to do Bayesian stats as to do frequentist stats, although some software does exist, such as

-some Bayesian analyses within SAS

-WinBUGS (Bayesian Analysis Using Gibbs Sampling for Windows)

-firstBayes (mainly a teaching/learning tool)

But many analyses can be done using frequentist software tools, because sometimes the results are the same even though the interpretations of those results need to differ. E.g., under some circumstances a 95% confidence interval is at least a close approximation to a 95% highest posterior density interval (although I hesitate to say that because one must understand the conditions required for that approximation to be good).

 

One last comment: Even though you're focusing on the practical side, I encourage you to read up on the meanings of frequentist results vs Bayesian results. E.g.,

(frequentist) p-value = Pr(results at least as extreme as those observed, assuming the tested hypothesis)

vs.

(Bayesian) posterior probability = Pr(tested hypothesis, given the observed data).

Once one grasps these differences, many advantages of Bayesian analyses become clear.

I recommend

http://www.ncchta.org/execsumm/summ438.htm

because it explains some of these differences in meaning as well as gives a variety of practical examples.

 

I could provide much more info but will stop there for now.

--- On Thu, 2/5/09, ehsan sabaghiayan <e_sabaghian82@...> wrote:

From: ehsan sabaghiayan <e_sabaghian82@...>
Subject: [Statisticians_group] Help me: Bayes
To: statisticians_group@...
Date: Thursday, February 5, 2009, 3:52 PM


Hi all

I am an MSc Student of biostatistics and I want to learn about practical statistical Bayes. At the beginning I am searching to find a text book in this field. Can you recommend a suitable text book?

Best Regards


Ehsan Sabaghian
MSc Student of Biostatistics
Department of Social Medicine
Mashhad University of Medical Sciences (MUMS)





Sat Feb 7, 2009 1:38 am

kjetil1001
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Hi all I am an MSc Student of biostatistics and I want to learn about practical statistical Bayes. At the beginning I am searching to find a text book in this...
ehsan sabaghiayan
e_sabaghian82
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Feb 5, 2009
8:52 pm

Ehsan, A useful introductory text is Berry, D.A. (1996). Statistics: A Bayesian Perspective. Duxbury, London. especially if you are working in stats in...
Andrew Hartley
khahstats
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Feb 6, 2009
12:22 am

There is a book "Bayesian computation with R" It is at www.gigapedia.org 2009/2/5 Andrew Hartley <khahstats@...>...
Kjetil Halvorsen
kjetil1001
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Feb 7, 2009
1:38 am
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