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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 17

Models for robust inference

So far, we have relied primarily upon the normal, binomial, and Poisson distributions, and hierarchical combinations of these, for modeling data and parameters. The use of a limited class of distributions results, however, in a limited and potentially inappropriate class of inferences. Many problems fall outside the range of convenient models, and models should be chosen to fit the underlying science and data, not simply for their analytical or computational convenience. As illustrated in Chapter 5, often ...

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