Masters in Business Administration and Quantitative Methods
Masters in Engineering Mathematics

Bayesian Statistics

Important probability distributions

Table of distributions

Lecture notes

Course outline and basic reading

1. Introduction and non Bayesian inference.
2. Introduction to Bayesian inference: coin tossing problems.     
3. Conjugate families.
4. The normal distribution.
5. The prior distribution.
6. Implementation of Bayesian inference. Intermediate Test
7. Estimation and hypothesis tests.
8. Large sample results.
9. Regression and linear models.
10. Hierarchical models.
11. Time series and dynamic linear models.
12. Other problems: robustness and non-parametric approaches.
13. Presentation of project ideas.

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Last modified on 18^th February 2011

michael.wiper@uc3m.es