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Bayesian Analysis: General Framework

Bayesian Analysis: General Framework

Paperback

Probability & Statistics

ISBN10: 6209921787
ISBN13: 9786209921780
Publisher: LAP Lambert Academic Publishing
Published: Apr 25 2026
Pages: 156
Weight: 0.48
Height: 0.36 Width: 6.00 Depth: 9.00
Language: English
The book Bayesian Analysis: General Framework deals with Bayesian inference within the framework of four stochastic models: the normal random sample, the Gauss-Markov model, the beta-binomial model and the Poisson-gamma model. For each of these models, analytic expressions are presented for the posterior PDF, the prior predictive PDF and the posterior predictive PDF, under the Laplace prior PDF, the Jeffreys prior PDF and the conjugate prior PDF. Topics such as the elicitation of hyper-parameter for the conjugate prior PDF, the selection of models and prediction in multivariate regression analysis and the use of the Bayes factor in the test of hypothesis are dealt with more detail.

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