STAT GU4224
BAYESIAN STATISTICS
This course introduces the Bayesian paradigm for statistical inference. Topics covered include prior and posterior distributions: conjugate priors, informative and non-informative priors; one- and two-sample problems; models for normal data, models for binary data, Bayesian linear models; Bayesian computation: MCMC algorithms, the Gibbs sampler; hierarchical models; hypothesis testing, Bayes factors, model selection; use of statistical software. Prerequisites: A course in the theory of statistical inference, such as STAT GU4204 a course in statistical modeling and data analysis, such as STAT GU4205
Topics
- prior and posterior distributions: conjugate priors
- informative and non-informative priors
- one- and two-sample problems
- models for normal data
- models for binary data
- Bayesian linear models
- Bayesian computation: MCMC algorithms
- the Gibbs sampler
- hierarchical models
- hypothesis testing
- Bayes factors
- model selection
- use of statistical software
Topics explicitly listed in official catalogue description
Prerequisites & course information
Prerequisites: STAT GU4204 or the equivalent.
Sources
- Course catalogue ↗2026-2027