Introduction To Bayesian Statistics

Kennie Nybo Pontoppidan has just completed a course on Bayesian statistics:

Last month I finished a four-week course on Bayesian statistics. I have always wondered why people deemed it hard, and why I heard that the computations quickly became complicated. The course wasn’t that hard, and it gave a nice introduction to prior/posterior distributions and I many cases also how to interpret the parameters in the prior distribution as extra data points.

An interesting aspect of Bayesian statistics is that it is a mathematically rigorous model, with no magic numbers such as the 5% threshold for p-values. And I like the way it naturally caters sequential hypothesis testing with where the sample size of each iteration is not fixed in advance. Instead data are evaluated and used to update the model as they are collected.

Check out Kennie’s explanation as well as the course.  I also went through Bayes’ Theorem not too long ago, which is a good introduction to the topic if you’re unfamiliar with Bayes’s Law.

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