We will will draw on material from the traditional text
- Probability and Statistics by Morris H DeGroot,
published by Addison Wesley (2nd Edn)
This covers basic elements of both Bayesian and non-Bayesian approaches to statistics and
has been a standard introductory text for many years. Many other texts cover similar material on
the non-Bayesian side. Chapters 1-5 inclusive provide in-depth coverage of probability theory and
calculus to the level that is prerequisite for this class.
There will be many handouts providing supplementary material that goes well beyond the
scope of the text, particularly on more applied statistical methods. The text is by no means
sufficient. The handouts will be mainly web based.
In addition, students will need to become savvy about using the on-line help
system in S-Plus, the computer software environment used regularly throughout the course.
In addition to being available across Duke on the acpub unix clusters, the S-Plus software
is available in a student edition for Windows with a pretty good book from
Duxbury press.
Two support texts are as follows.
- Bayesian Data Analysis
by Andrew Gelman, John B Carlin, Hal S Stern and Don B Rubin, published by Chapman & Hall.
This book goes well beyond the scope of this course, but is a truly excellent text for both
statistical modelling and applications, is full of good reading on concepts, and has many
examples.
More extensive introductory material, on the theory side but less so on the applied statistics side,
appears in
- Bayesian Statistics: An Introduction by Peter M Lee,
published by Arnold UK and distributed in USA by Wiley (2nd Edn)
This contains lots more mathematical detail than the the Gelman et al book above, but is much weaker in
terms of concepts, ideas and applied statistics.
Chapter 1 briefly reviews probability theory and
calculus to the (basic) level that is prerequisite for this class.
Reserve copies of all three books will be available in Perkins library.
All three are in the textbook store for this course.
Additional notes from the instructor will be available on specific topics as the course develops.
