RobinZ comments on Open Thread: April 2010, Part 2 - Less Wrong

3 Post author: Unnamed 08 April 2010 03:09AM

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Comment author: RobinZ 08 April 2010 11:33:33PM *  1 point [-]

I have discovered myself to be in need of a statistical tool I do not possess. I am confident that a frequentist formula exists, based on the nature of the task to be executed, but it occurs to me that there may be people who would like to prove some point about Bayesianism vs. Frequentism - so here's a challenge for you all:

I am a mechanical engineer - numerate, literate, and reasonably intelligent - educated to the extent of one college course in basic probability and statistics. I have also been reading EY's essays for years, and am familiar (approaching level 3) with the introductory Bayes Law material he has written.

What I want is a handbook - preferably available from the University of Maryland, College Park library edit: [catalog link] or the Montgomery County, Maryland public library system edit: [library system homepage with link to catalogs; but necessarily available for less than $30 U.S. (exact cutoff negotiable) - which is likely to include a procedure I can use to analyse my data and act. Optimally, it should be sufficiently clear that I can use my results to justify a course of action to someone else, if necessary. (Feel free to assume I am eloquent for purposes of this additional requirement.)

Should I have both Bayesian and frequentist methods available, I will employ both and report my results in summary form with analytical details in a separate post.

Comment author: Matt_Simpson 09 April 2010 06:19:38AM *  3 points [-]

What, in particular, is the tool your are looking for?

A First Course in Bayesian Methods is ~$50 used, and covers what I take to be the basics. I'm currently using it in a grad class in Baysian statistics (with a companion text for computing in R) and have no complaints - well, other than that it's not an all encompassing text.

The first edition of Gelman's text is going for ~$35 used (~$50 for the second edtion) and has the added advantage of actually being in UM's library (both editions). I've not read either edition, but I hear it's the general Bayesian text to get.

Comment author: RobinZ 09 April 2010 12:32:06PM *  1 point [-]

Thanks for the recommendations!

I am being intentionally vague about the nature of the task I need to perform, but it is not esoteric. I would expect the problem to be discussed in any good textbook and many undergraduate statistics courses.

Edit: I think I see the chapter in the table of contents of Gelman from Amazon's preview.