
Department of Statistics
California State University,
East Bay
Summer 2007


Stat 4870/6870: Introduction to Bayesian Statistical Analysis
Week 10:
 The webpage for the Gibbs Sampling and Screening Tests STATS paper.
Gibbs
 Has everyone tried out
BetaBuster or the following webpages from Epi Tools,
BetaParams1
BetaParams2.
 DIC:
Deviance Information Criteria Consider the
pumps2.odc
 Some example handouts of R2WinBUGS and BRugs have been posted.
 This week we will consider the Oneway Random Effects ANOVA model. The
handouts from the 2005 JSM poster presentation are available at
onewayrand
 If you have time there is a Homework 5 that ask you to run the programs
related to the examples presented in class.

JSTORE  online statistics and probability articles, available on
campus.
 Understanding the MetropolisHastings Algorithm
Siddhartha Chib, Edward Greenberg
The American Statistician, Vol. 49, No. 4 (Nov., 1995), pp. 327335
 Final Exam is on Wed. Sept. 5
Review for the Final. Read the following
Week 9:
Week 8:
 Project: The project for the
class will be to find a topic of interest to you and to find an example
WinBUGS program to understand, run, and interpret the results from. To start
you might look over the examples in WinBUGS. Next week on Wednesday a proposal
for your project will be collected which should include
 The topic of interest. That is the area of application of you project.
 Give a description of the statistical methods used in the example
program you have decided to work on.
 Describe the data and the parameters in the model.
 Describe what the parameters if interest are in the model and what the
possible inferences will be.
 Twosample problems
Lee
WinBUGSprograms:
sleep.txt
ratdiet.txt
ratdiet_unknownvar.txt
 Homework 4 has been posted.
 Take a look at this website for information about Diagnostic Testing.
BEST And
try
BetaBuster for beta prior selection.
Week 7:
Week 6:
 Monday's class will be cancelled because I will be at the JSM meetings in
Salt Lake City.
 The previously scheduled presentation by Joseph Rickert will be postponed
until the week of August 13.
 The takehome quiz will be due on Wednesday.
 Continue to work on the new homework. We will discuss the hw in
class on Wednesday.
 There will be a Midterm review on Wednesday for the on the following
Monday August 6.
Week 5:
 Homework 3 has been posted.
 The presentation slides from the History of Probability and Are you a
Bayesian? have been posted on Blackboard. Note that everyone is in the
4870 Blackboard site.
 Next week on Monday I will be gone to a conference. There will be another
presentation by Joseph Rickert, An introduction to
weka and its use of
Bayesian Statistics. (Postponed until the week of August 13.)
 Takehome Quiz 1
quiz1takehome.pdf
Week 4:
 Homework 2 will be due next week and Homework 3 will be posted this week.
 Quiz 1 will be next week on Monday July 23.
 The Midterm will be on Monday August 6.
Week 3:
 Homework 1 will be collected on Wednesday July 11.
 Homework 2 has been posted.
Week 2:
 Because of the 4th of July Holiday we will not have class on Wednesday.
 Today we will go to the computer lab during the second hour of the class
to introduce R and WinBUGS.
 This week the 4870 students (and anyone interested) should install the R
library Bolstad.
Week 1:
 See the Homework link for the first assignment.
 Install the necessary software for the class. R,
WinBUGS, OpenBUGS
Week 0:
 The book for Statistics 4870 is Introduction to Bayesian Statistics by
William M Bolstad, Wiley, 2004

Bolstad
 The book for Statistics 6870 is Bayesian Statistics and introduction by
Peter Lee, Hodder Arnold, 2004.
 Lee
Rprograms
WinBUGSprograms
 Two other references for the course:
 Bayesian Statistical Modelling by Peter Congdon, 2001.
 Bayesian Data Analysis, Second Edition, by Gelman, Carlin, Stern, and
Rubin.
