Doing Bayesian Data Analysis, 2nd Edition

Chapter 2

Introduction

Credibility, Models, and Parameters

Contents

2.1 Bayesian Inference Is Reallocation of Credibility Across Possibilities   16

2.1.1 Data are noisy and inferences are probabilistic   19

2.2 Possibilities Are Parameter Values in Descriptive Models   22

2.3 The Steps of Bayesian Data Analysis   25

2.3.1 Data analysis without parametric models?   30

2.4 Exercises   31

I just want someone who I can believe in,

Someone at home who will not leave me grievin'.

Show me a sign that you'll always be true,

and I'll be your model of faith and virtue.¹

The goal of this chapter is to introduce the conceptual framework of Bayesian data analysis. Bayesian data analysis has two foundational ideas. The first idea is that Bayesian inference ...