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Bayesian Analysis and R: An Overview

When I first started reading what some people have to say about Bayesian analysis—and what others have to say about traditional statistical inference—I couldn’t help recalling what Will Rogers had to say about partisan politics: “I’m not a member of any organized political party. I’m a Democrat.”

Certainly, those who favor the Bayesian approach can marshal some strong arguments on their own behalf, as can their counterparts, the frequentists. And yet the statistician Sir Ronald Fisher, who is thought of as the premier frequentist, intemperately ...

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