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Bayesian statistics blogs

2nd Edition of Doing Bayesian Data Analysis available November 2014

October 8, 2014
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2nd Edition of Doing Bayesian Data Analysis available November 2014

The 2nd Edition of Doing Bayesian Data Analysis will be available in early or mid November, 2014. The book is completely re-written from cover to cover, with loads of new material, and all new programs. For complete information, please see the book's n...

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Doing Bayesian Data Analysis in Python

September 29, 2014
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Do you prefer Python? Some readers have undertaken to translate the computer programs from Doing Bayesian Data Analysis into Python, including Osvaldo Martin, who has this GitHub site for his ongoing project. If you are interested in what he has done, ...

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p value from likelihood ratio test is STILL not the same as p value from maximum likelihood estimate

September 18, 2014
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p value from likelihood ratio test is STILL not the same as p value from maximum likelihood estimate

In yesterday's post, I described two ways for finding a p value for a parameter, and pointed out that the two ways lead to different p values. As an example, I considered the slope parameter in simple linear regression. One way to get a p value for the...

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p value from likelihood ratio test is not the same as p value from maximum likelihood estimate

September 18, 2014
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p value from likelihood ratio test is not the same as p value from maximum likelihood estimate

In a post of a few hours ago, I pointed out that I was having trouble getting p values to agree for two different methods. Thanks to a suggestion from a reader, there is a resolution: The p values should not agree. This was actually my hunch and hope a...

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Sampling distribution of maximum lilkelihood estimate – help?

September 17, 2014
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Sampling distribution of maximum lilkelihood estimate – help?

I'm doing Monte Carlo simulation of sampling distributions to compute p values. For example, consider the slope parameter, β1, in simple linear regression. I want to find out if p < .05 for a null hypothesis that β1=0. I'm working with two differe...

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One datavis for you, ten for me

September 14, 2014
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One datavis for you, ten for me

Over the years of my graduate studies I made a lot of plots. I mean tonnes. To get an extremely conservative estimate I grep’ed for every instance of “plot\(” in all of the many R scripts I wrote over the past five years. The actual number is very likely orders of magnitude larger as 1) many […]

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Converting combination of random variables to hierarchical form for JAGS (BUGS, Stan, etc.)

August 20, 2014
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Converting combination of random variables to hierarchical form for JAGS (BUGS, Stan, etc.)

An emailer asks:Hi, John. Long-time listener, first-time caller... I have a model that says X is a function of three (independent) random variables: X ~ normal(mu, sigma) / uniform(a,a+b) - beta(v,w) and I also have N random samples of X. Can I use JAG...

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How to use MCMC posterior as prior for future data

August 15, 2014
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An emailer writes:Dear Prof. Kruschke,Hello. My name is ... and I am ... . I'm trying to apply Bayesian theorem in developing a model of ... . I used your code to estimate posterior distribution without any trouble. Here is my question. Would you ki...

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Stopping and testing intentions in p values

August 12, 2014
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An emailer asks:I am really interested in Bayesian analysis, but I don't get the issue of sampling intention being so important in frequentist t-tests; if you have 60 values you have 60 values surely - why does your intention matter? The computer does ...

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Prior for normality (df) parameter in t distribution

August 8, 2014
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Prior for normality (df) parameter in t distribution

A routine way to describe outliers in metric data is with a heavy-tailed t distribution instead of with a normal distribution. The heaviness of the tails is governed by a normality parameter, ν, also called the df parameter. What is a reasonable prior...

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