Bayesian Statistics
An Introduction
Second Edition
PETER M. LEE
Preface to the Second Edition
I have been gratified by the reception of the first edition of this book and
have tried to respond to comments from reviewers and readers in preparing the
second edition.
An additional chapter has been added which deals with hierachical
methods in Bayesian statistics and gives a fuller treatment of empirical
Bayes methods. Some of the material in this chapter originated in lectures
given at a summer school organized by the Societá Italiana di
Statistica in Varese in September 1995. Another chapter deals with real
numerical methods, especially the EM algorithm and Gibbs sampling.
Minor alterations have been made in a number of places, including the addition
of a brief description of Bayes linear methods, and the number of exercises
has been considerably increased. Solutions to these exercises can be found
on the World Wide Web at
http://www.york.ac.uk/depts/maths/histstat/pml1/bayes/book.htm
and facilities are provided there for comments on any aspect of the book to
be sent to me.
Among statisticians the Bayesian approach continues to gain adherents,
but it can be seen that there is still some way to go before we live in a
fully Bayesian world when we read in The Times (9 May 1996, p. 36)
that, “The Bayes Theorem might be an appropriate and useful tool for
statisticians but it was not appropriate for use in jury trials or as a
means to assist the jury in their task” (Court of Appeal, Criminal
Division, Regina v. Adams Before Lord Justice Rose, Mr Justice Hidden and Mr
Justice Buxton [Judgment April26]; cf. The Times (3 November 1997, p.
40), Regina v. Adams (No 2). Before Lord Bingham of Cornhill, Lord Chief
Justice, Mr Justice Potts and Mr Justice Butterfield [Judgment October 16]).
Hope, as always, lies in the next generation.
Peter M. Lee
24 February 1997
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