1.1 Introduction1.1.1 The Bayesian State of Mind1.1.2 Bayesian Inference in Practice1.1.3 Are Frequentist Methods Incorrect?1.1.4 A Note on “Big Data”1.2 Our Bayesian Framework1.2.1 Example: Mandatory Coin-Flip1.2.2 Example: Librarian or Farmer?1.3 Probability Distributions1.3.1 Discrete Case1.3.2 Continuous Case1.3.3 But What Is λ?1.4 Using Computers to Perform Bayesian Inference for Us1.4.1 Example: Inferring Behavior from Text-Message Data1.4.2 Introducing Our First Hammer: PyMC1.4.3 Interpretation1.4.4 What Good Are Samples from the Posterior, Anyway?1.5 Conclusion1.6 Appendix1.6.1 Determining Statistically if the Two λs Are Indeed Different?1.6.2 Extending to Two Switchpoints1.7 Exercises1.7.1 Answers1.8 References