An Introduction to Bayesian Analysis Theory and Methods

This is a graduate-level textbook on Bayesian analysis blending modern Bayesian theory, methods, and applications. Starting from basic statistics, undergraduate calculus and linear algebra, ideas of both subjective and objective Bayesian analysis are deve

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Stephen Fienberg

Ingram Olkin

springer Texts in Statistics Alfred: Elements of Statistics for the Life and Social Sciences Berger: An Introduction to Probability and Stochastic Processes Bilodeau and Brenner: Theory of Multivariate Statistics Blom: Probability and Statistics: Theory and Applications Brockwell and Davis: Introduction to Times Series and Forecasting, Second Edition Carmona: Statistical Analysis of Financial Data in S-Plus Chow and Teicher: Probability Theory: Independence, Interchangeability, Martingales, Third Edition Christensen: Advanced Linear Modeling: Multivariate, Time Series, and Spatial Data—Nonparametric Regression and Response Surface Maximization, Second Edition Christensen: Log-Linear Models and Logistic Regression, Second Edition Christensen: Plane Answers to Complex Questions: The Theory of Linear Models, Third Edition Creighton: A First Course in Probability Models and Statistical Inference Davis: Statistical Methods for the Analysis of Repeated Measurements Dean and Voss: Design and Analysis of Experiments du Toit, Steyn, and Stumpf: Graphical Exploratory Data Analysis Durrett: Essentials of Stochastic Processes Edwards: Introduction to Graphical Modelling, Second Edition Finkelstein and Levin: Statistics for Lawyers Flury: A First Course in Multivariate Statistics Ghosh, Delampady and Samanta: An Introduction to Bayesian Analysis: Theory and Methods Gut: Probability: A Graduate Course Heiberger and Holland: Statistical Analysis and Data Display: An Intermediate Course with Examples in S-PLUS, R, and SAS Job son: Applied Multivariate Data Analysis, Volume I: Regression and Experimental Design Jobson: Applied Multivariate Data Analysis, Volume II: Categorical and Multivariate Methods Kalbfleisch: Probability and Statistical Inference, Volume I: Probability, Second Edition Kalbfleisch: Probability and Statistical Inference, Volume II: Statistical Inference, Second Edition Karr: Probability Keyfitz: Applied Mathematical Demography, Second Edition Kiefer: Introduction to Statistical Inference Kokoska and Nevison: Statistical Tables and Formulae Kulkarni: Modeling, Analysis, Design, and Control of Stochastic Systems Lange: Applied Probability Lange: Optimization Lehmann: Elements of Large-Sample Theory (continued after index)

Jayanta K. Ghosh Mohan Delampady Tapas Samanta

An Introduction to Bayesian Analysis Theory and Methods

With 13 Illustrations

Sprin ger

Jayanta K. Ghosh Department of Statistics Purdue University 150 N. University Street West Lafayette, IN 47907-2067 USA [email protected] and Indian Statistical Institute 203 B.T. Road Kolkata 700108, India [email protected]

Editorial Board George Casella Department of Statistics University of Florida Gainesville, FL 32611-8545 USA

Mohan Delampady Indian Statistical Institute, 8th Mile, Mysore Road, R.V. College Post, Bangalore 560059, India mohan@isibang. ac. in

Tapas Samanta Indian Statistical Institute 203 B.T. Road Kolkata 700108, India [email protected]

Stephen Fienberg Department of Statistics Carnegie Mello