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Title: Bayesian Statistics: An Introduction by Peter M. Lee ISBN: 0-340-67785-6 Publisher: Arnold Publishers Pub. Date: 01 September, 1997 Format: Paperback Volumes: 1 List Price(USD): $49.95 |
Average Customer Rating: 4 (2 reviews)
Rating: 4
Summary: good intermediate text
Comment: Although only the second edition is listed, I have read only the first 1989 edition and my review is for that edition. Lee wrote this book with the goal of teaching an introductory course in Bayesian statistics to his students at York University. He wanted a text that was more mathematical and deatiled than Lindley (1965) but not quite at the level of Box and Tiao.
This text achieves that goal. It was published at the time when MCMC methods were only starting to be appreciated. So the wider use of general prior distributions and hierarchical models does not yet enter into this book. I would assume that the second edition published in 1997 was written to remedy this shortcoming but I have not seen if it does.
Rating: 4
Summary: Good introduction to basic theory of Bayesian statistics
Comment: This is a simple and easy-to-read introduction to the basics of Bayesian statistics, for someone with some previous exposure to statistical methods and theory. Lee does not try to do too much with this book. It's not too taxing on the brain, uses simple and easy-to-follow notation, and has a helpful appendix of common statistical distributions. I like the emphasis on conjugate priors, which are the mathematically most tractable Bayesian models that are often not treated fully in other texts. (Someone still needs to write the definitive text on conjugate Bayesian models.)
The book is limited in scope, a strength if you're just getting started on this topic, but will frustrate once you get into this stuff. There are plenty of other good books that go beyond the basics once you're ready.
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Title: Bayesian Data Analysis, Second Edition by Andrew Gelman, John B. Carlin, Hal S. Stern, Donald B. Rubin ISBN: 158488388X Publisher: Chapman & Hall/CRC Pub. Date: 29 July, 2003 List Price(USD): $59.95 |
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Title: An Introduction to Bayesian Inference and Decision, Second Edition by Robert L. Winkler, Robert Winkler ISBN: 0964793849 Publisher: Probabilistic Pub. Pub. Date: 15 January, 2003 List Price(USD): $49.95 |
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Title: Bayesian Theory (Wiley Series in Probability and Statistics) by José M. Bernardo, Adrian F. M. Smith ISBN: 047149464X Publisher: John Wiley & Sons Pub. Date: 22 June, 2001 List Price(USD): $78.50 |
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Title: Data Analysis and Graphics Using R by J. H. Maindonald, John Braun, John Maindonald ISBN: 0521813360 Publisher: Cambridge University Press Pub. Date: 01 August, 2003 List Price(USD): $65.00 |
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Title: Algebra of Probable Inference by Richard T. Cox ISBN: 080186982X Publisher: Johns Hopkins University Press Pub. Date: 01 February, 2002 List Price(USD): $19.95 |
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