Chichester: John Wiley & Sons, Ltd, 2009. — 573 p. — (Wiley Series in Probablity and Statistics). — ISBN 0470011548.
Bayesian methods are increasingly being used in the social sciences, as the problems encountered lend themselves so naturally to the subjective qualities of Bayesian methodology. This book provides an accessible introduction to Bayesian methods, tailored specifically for social science students. It contains lots of real examples from political science, psychology, sociology, and economics, exercises in all chapters, and detailed descriptions of all the key concepts, without assuming any background in statistics beyond a first course. It features examples of how to implement the methods using WinBUGS – the most-widely used Bayesian analysis software in the world – and R – an open-source statistical software. The book is supported by a Website featuring WinBUGS and R code, and data sets.
Introducing Bayesian AnalysisThe foundations of Bayesian inference
Getting started: Bayesian analysis for simple models
Simulation Based Bayesian AnalysisMonte Carlo methods
Markov chains
Markov chain Monte Carlo
Implementing Markov chain Monte Carlo
Advanced Applications in the Social SciencesHierarchical Statistical Models
Bayesian analysis of choice making
Bayesian approaches to measurement
AppendicesAppendix A: Working with vectors and matrices
Appendix B: Probability review
Appendix C: Proofs of selected propositions