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Bayesian Methods

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Statistical Theory and Inference
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Abstract

Two large classes of parametric inference are frequentist and Bayesian methods. Frequentist methods assume that \(\boldsymbol{\theta }\) are constant parameters “generated by nature,” while Bayesian methods assume that the parameters \(\boldsymbol{\theta }\) are random variables. Chapters 110 consider frequentist methods with an emphasis on exponential families, but Bayesian methods also tie in nicely with exponential family theory.

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Olive, D.J. (2014). Bayesian Methods. In: Statistical Theory and Inference. Springer, Cham. https://doi.org/10.1007/978-3-319-04972-4_11

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