Back to Bayes-ics: An introduction to Bayesian statistics – RealThinks

Several weeks ago I wrote a post on Bayesian statistics. I was very interested in the implementation of Bayesian statistics, especially for complex problems which are more easily solved with simulation rather than mathematical manipulation. I wrote the article with a specific audience in mind: namely those that knew the basics of Bayesian statistics, but had no idea how to implement it. As an astute commenter pointed out, in my excitement to implement my Bayesian program, I skimmed over several key points of Bayesian statistics and woefully mis-represented others. Let's fix that now, shall we! Let's talk about the basics of Bayesian statistics, and then move up to simulating them.