Doing Bayesian Data Analysis.pdf

Doing Bayesian Data Analysis: ATutorial with R and BUGSJohn K. KruschkeDraft of May 11, 2010. Please do not circulate this preliminary draft. If you reportBayesian analyses based on this book, please do cite it!¨?Copyrightc2010 by John K. to my mother, Marilyn A. Kruschke,and to the memory of my father, Earl R. Kruschke,who both brilliantly exempli?ed and taught sound , in honor of my father,who dedicated his ?rst book to his children,I also dedicate this book to mine:Claire A. Kruschke and Loren D. KruschkeContents1 This Book’anization: Read Me First! Real people can read this book . . . . . . . . . . . . . . . . . . . . . . .. Prerequisites . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . anization of this book . . . . . . . . . . . . . . . . . . . . . . .. . What are the essential chapters? . . . . . . . . . . . . . . . . . .. Where’s the equivalent of traditional test X in this book? . . . . . . Gimme feedback (be polite) . . . . . . . . . . . . . . . . . . . . . . . . . Acknowledgments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5I The Basics: Parameters, Probability, Bayes’ Rule, and R 72 Introduction: Models we believe Models of observations and models of beliefs . . . . . . . . . .. . . . . . Models have parameters . . . . . . . . . . . . . . . . . . . . . . . Prior and posterior beliefs . . . . . . . . . . . . . . . . . . . . . . Three goals for inference from data . . . . . . . . . . . . . . . . . .. . . . Estimation of parameter values . . . . . . . . . . . . . . . . . . .. Prediction of data values . . . . . . . . . . . . . . . . . . . . . . . parison . . . . . . . . . . . . . . . . . . . . . . . . . . The R programming language . . . . . . . . . . . . . . . . . . . . . . . . Getting and installing R . . . . . . . . . . . . . . . . . . . . . . . Invokin