• STATISTICS SEMINAR
  • Speaker: Dr Frank Tuyl, School of Mathematical and Physical Sciences, The University of Newcastle
  • Title: From Bayes' theorem to Bayesian inference: some simple examples
  • Location: Room W104, Behavioural Sciences Building (Callaghan Campus) The University of Newcastle
  • Time and Date: 3:00 pm, Fri, 6th Oct 2017
  • Abstract:

    Starting with Bayes' theorem that "we all agree on", I will argue that the step towards Bayesian inference seems rather small. I will give some simple examples of advantages of Bayesian over classical inference: 1. automatic inclusion of known constraints and 2. straightforward inference for functions of parameters.
    Another point I will make is that posterior distributions (of unknown parameters) are often equivalent to sampling distributions (of estimators) required for classical inference. However, when the latter are difficult/impossible to obtain, and Normal approximations are applied, the former tend to be clearly preferable for inference.


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