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Bayesian Data Analysis, Third Edition, 3rd Edition by Donald B. Rubin, Aki Vehtari, David B. Dunson, Hal S. Stern, John B. Carlin, Andrew Gelman

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Chapter 1

Probability and inference

1.1   The three steps of Bayesian data analysis

This book is concerned with practical methods for making inferences from data using probability models for quantities we observe and for quantities about which we wish to learn. The essential characteristic of Bayesian methods is their explicit use of probability for quantifying uncertainty in inferences based on statistical data analysis.

The process of Bayesian data analysis can be idealized by dividing it into the following three steps:

1.  Setting up a full ...

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