Bayesian Statistics

An Introduction

Third Edition

PETER M. LEE

Formerly Provost of Wentworth College, University of York

(ISBN 978-0-340-81405-5)

The third edition of this book is now published by Wiley, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ Tel: +44 1243 779777, Email: customer@wiley.co.uk and 111 River Street, Hoboken, NJ 07030-5774 Tel: 201.748.6000, Email: info@wiley.com

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Publisher’s web page on the book
Preface to the Third Edition
Preface to the Second Edition
Preface to the First Edition
Illustration of Front Cover of Third Edition
Price and Order Form for obtainiong the third edition from Amazon.co.uk
Price and Order Form for obtainiong the third American edition from Amazon.com
Home page of Wiley
- Publisher’s Web page about this book
Information on Google Book Search
Contents of the book
Exercises in the book: pdf file or LaTeX source file,
Answers to Exercises: pdf file or LaTeX source file,
Further Exercises (not in the book): pdf file or LaTeX source file,
Known Misprints and Errors
Computer programs relating to the book
- Versions in C++ which can be run on Windows using http://www.cygwin.com/.
- Versions in WinBUGS which is available free.
- Versions in the R language which is available free. These versions should work equally well in S-plus.
  - Information about Bayesian Computation with R and the LearnBayes package.
  - The R2WinBUGS package.
  - The boa package.
  - The coda package.
Review of the book in Significance 2 (2005), 185, pdf file or LaTeX source,
Review of second edition of the book in Journal of the American Statistical Association
Tables for Bayesian Statistics, pdf file or LaTeX source,
Miscellaneous Data Sets
Numerical Recipes
Send a message to the author
For Thomas Bayes’ An Essay towards solving a Problem in the Doctrine of Chances and related matters, click as appropriate below:
- The essay: pdf file or LaTeX source file
- The “Billiard Table”
- Figure illustrating Prop. 10
- A letter from the late Reverend Mr. Thomas Bayes, F.R.S. to John Canton, M.A. and F.R.S. pdf file or LaTeX source file
- Pictures of statisticians including a possible likeness of Bayes
- The Reverend Thomas Bayes FRS: A Biography to Celebrate the Tercentenary of his Birth, D R Bellhouse, Statistical Science 19 (2004), 3-43.
Teaching materials

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since 7 May 1999.

Peter M. Lee

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