Bayesian Methods

This book describes the Bayesian approach to statistics at a level suitable for final year undergraduate and Masters students. The first chapter presents a comparison with traditional Fisherian methods. Subsequent chapters relate Bayesian methods to many areas of statistics, for instance, the linear model, categorical data analysis, time series, and forecasting, mixture models, survival analysis, Bayesian smoothing, and non-linear random effects models. The text includes a large number of practical examples, worked examples, and exercises. It will be essential reading for all statisticians, statistics students, and related interdisciplinary researchers.