Bayesian statistics tutorial

I am trying to get upto speed in Bayesian Statistics. I have a little bit of stats background (STAT 101) but not too much - I think I can understand prior, posterior, and likelihood :D.

I don't want to read a Bayesian textbook just yet. I'd prefer to read from a source (website preferred) that will ramp me up quickly. Something like this, but that has more details.

• I'm just wondering if anyone else noticed that the values at the top of page 2 of the 4th link (whatisbayes.pdf) are a little farther off than simple rounding error? I'm getting about 0.040, 0.097, 0.138, 0.139.
– John
Commented Feb 18, 2011 at 2:59
• The first link doesn't seem to open for me on Safari or Firefox on my school's network, so I tried looking for an alternative. The paper is titled "What is Bayesian statistics?" by Sean R Eddy. Here's another link that worked for me: eddylab.org/publications/Eddy-ATG3/Eddy-ATG3-reprint.pdf Commented Mar 6, 2020 at 1:43

If you'd like to try a few learn by examples, you may be interested in "Bayesian Computation in R" by Jim Albert.

Its related R package is called LearnBayes.

Some more depth:

These aren't complete tutorials on Bayesian statistics, but rather isolated explanations of individual concepts that I like. Just thought I'd add in case it helps.

I wrote a post on getting started with JAGS for Bayesian modelling. If you're keen to get started quickly then playing around with some variant of BUGS, such as JAGS, is a practical way to get started.

To quote the abstract of the post

This post provides links to various resources on getting started with Bayesian modelling using JAGS and R. It discusses: (1) what is JAGS; (2) why you might want to perform Bayesian modelling using JAGS; (3) how to install JAGS; (4) where to find further information on JAGS; (5) where to find examples of JAGS scripts in action; (6) where to ask questions; and (7) some interesting psychological applications of Bayesian modelling.

In particular, you may find it useful to study some of the example scripts mentioned in the post.

• Jeromy, your blog is a wonderful resource. Commented May 15, 2012 at 19:14

You could try 'Teaching Bayesian Reasoning In Less Than Two Hours'.

• Unfortunately, Lynch's book is not completely reliable, as shown by this other question. Commented Jun 26, 2016 at 15:44

The Bayes' rule guide on Arbital is the best resource I've ever found by a good margin.

I like how they emphasize the odds form, include good visualizations, talk about how Bayesianism relates to philosophy, and include different learning paths depending on your background and interests.