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An Introduction to Bayesian Inference and Decision, Second Edition Hardcover January 15, 2003 Hardcover – January 1, 1605
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NOT HERE. Winkler takes you by the hand in this very interesting book, nicely written and humorous and he does not let your hand go.
Why should you be interested in Bayes? Well, a little bit of stats can tell you how things were in the past. You collect data and retrieve a model. Probabilities tell you how things will be in the future. You have a model and you predict the data. Bayes is so much the key to probabilities that his admirers took turns to go brush the mold from his tomb (he died in 1761. His tomb is in Bunhill Fields Cemetery in London and was well restored in 2007). It is one of 2 math places you want to visit in London (the other one is the pump of Broadwick Street, where statistician John Snow discovered the origin of the cholera outbreak of 1854. You go see the British museum, Covent Garden, Snow and Bayes, you own the world.