Stat 582

References for Bayes theory setup

Wellner lecture notes

Sections 5.4, 5.5

Books

Cox and Hinkley, section 2.4 (ix); 10.1-3.
Hartigan, Ch. 3.
Jeffreys, sections 1.1-7.

Paper

Diaconis, P. and Ylvisaker, D. (1979): Conjugate priors for exponential families. Ann. Statist. 7 : 269-281.

History

Bayes, T. (1763): An essay towards solving a problem in the doctrine of chances. Phil. Trans. Roy. Soc. 53: 370-418.


 
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