ABSTRACT

An intuitive and mathematical introduction to subjective probability and Bayesian statistics.An accessible, comprehensive guide to the theory of Bayesian statistics, Principles of Uncertainty presents the subjective Bayesian approach, which has played a pivotal role in game theory, economics, and the recent boom in Markov Chain Monte Carlo methods.

chapter 1|28 pages

Probability

chapter 2|50 pages

Conditional Probability and Bayes Theorem

chapter |38 pages

Discrete Random Variables

chapter 4|68 pages

Continuous Random Variables

chapter |48 pages

Transformations

chapter 6|34 pages

Normal Distribution

chapter 7|32 pages

Making Decisions

chapter 8|36 pages

Conjugate Analysis

chapter 9|16 pages

Hierarchical Structuring of a Model

chapter 10|28 pages

Markov Chain Monte Carlo

chapter 11|56 pages

Multiparty Problems

chapter |12 pages

Exploration of Old Ideas

chapter 13|2 pages

Epilogue: Applications