Physical Sciences and Mathematics Commons^™

Bayesian Inference, Sing-Chou Wu

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

Bayes' original paper "Essay Towards Solving a Problem in the Doctrine of Change" was published in Philosophical Transactions of the Royal Society, 1763. Over 200 years, Bayes' Concepts have survived numerous critical onslaughts. Even though Bayesian Inference is still regarded as being somewhat unorthodox, it is becoming more generally accepted each year by statisticians and other scientists.

It is the purpose of this paper to provide a bird's-eye view of Bayesian Inference with emphasis on the comparison of Bayesian approaches and conventional approaches. This paper is written for those who have had about one year's background in mathematical statistics.

Some …