Lecture 2: Optimal Bayesian Point and Interval Estimation

Readings

• A First Course in Bayesian Statistical Methods by Peter D. Hoff.:
  • Section 3.1.2: Confidence regions
• Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin.:
  • Section 2.3: Summarizing posterior inference
• The Bayesian Choice (Second Edition) by Christian Robert
  • Chapter 2 (skip Section 2.4 for now) Decision-Theoretic Foundations
  • Section 4.1: Bayesian inference
  • Section 4.2: Bayesian Decision Theory
  • Section 5.5: Confidence regions