Chapter One
Introduction
1.1 WHAT ARE BAYESIAN METHODS?
Bayesian statistics began with a posthumous publication in 1763 by Thomas
Bayes, a Nonconformist minister from the small English town of Tunbridge Wells.
His work was formalised as
Bayes theorem which, when expressed mathematically,
is a simple and uncontroversial result in probability theory. However,
specific uses of the theorem have been the subject of continued controversy for
over a century, giving rise to a steady stream of polemical arguments in a number
of disciplines. In recent years a more balanced and pragmatic perspective has
developed and this more ecumenical attitude is reflected in the approach taken in
this book: we emphasise the benefits of Bayesian analysis and spend little time
criticising more traditional statistical methods.
The basic idea of Bayesian an ...
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