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Romashka comments on The Joys of Conjugate Priors - Less Wrong Discussion
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This was great to read, but as a layman I find it a bit inconvenient that there is not a block consisting solely of example, from the beginning to the end. I mean, the key words are easily googlable, but somehow, on those few webpages I have looked at, there never is a step-by-step account of what one does in this situation:(