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1、JimAlbertBayesianComputationwithRSecondEdition123PrefaceTherehasbeendramaticgrowthinthedevelopmentandapplicationofBayesianinferenceinstatistics.Berger(2000)documentstheincreaseinBayesianactivitybythenumberofpublishedresearcharticles,thenumberofbooks,andtheextensivenumberofappli
2、cationsofBayesianarticlesinapplieddisciplinessuchasscienceandengineering.OnereasonforthedramaticgrowthinBayesianmodelingistheavailabil-ityofcomputationalalgorithmstocomputetherangeofintegralsthatarenecessaryinaBayesianposterioranalysis.Duetothespeedofmoderncom-puters,itisnowpos
3、sibletousetheBayesianparadigmtofitverycomplexmodelsthatcannotbefitbyalternativefrequentistmethods.TofitBayesianmodels,oneneedsastatisticalcomputingenvironment.Thisenvironmentshouldbesuchthatonecan:•writeshortscriptstodefineaBayesianmodel•useorwritefunctionstosummarizeaposteriordist
4、ribution•usefunctionstosimulatefromtheposteriordistribution•constructgraphstoillustratetheposteriorinferenceAnenvironmentthatmeetstheserequirementsistheRsystem.Rprovidesawiderangeoffunctionsfordatamanipulation,calculation,andgraphicaldis-plays.Moreover,itincludesawell-developed
5、,simpleprogramminglanguagethatuserscanextendbyaddingnewfunctions.ManysuchextensionsofthelanguageintheformofpackagesareeasilydownloadablefromtheCompre-hensiveRArchiveNetwork(CRAN).ThepurposeofthisbookistoillustrateBayesianmodelingbycomputa-tionsusingtheRlanguage.AtBowlingGreenSt
6、ateUniversity,IhavetaughtanintroductoryBayesianinferenceclasstostudentsinmastersanddoctoralprogramsinstatisticsforwhichthisbookwouldbeappropriate.ThisbookwouldserveasausefulcompaniontotheintroductoryBayesiantextsbyGel-manetal.(2003),CarlinandLouis(2009),Press(2003),Gill(2008),o
7、rLee(2004).ThebookwouldalsobevaluabletothestatisticalpractitionerwhowishestolearnmoreabouttheRlanguageandBayesianmethodology.viPrefaceChapters2,3,and4illustratetheuseofRforBayesianinferenceforstandardone-andtwo-parameterproblems.Thesechaptersdiscusstheuseofdifferenttypesofpriors
8、,theuseoftheposteriordistributiontoperformdifferenttype
