Bayesian Computation with R (2nd Edition)

Abstract

R is a rich environment for statistical computing and has many capabilities to explore data in its base package. In addition, R contains a collection of functions for simulating and summarizing the familiar one-parameter probability distributions. One goal of this chapter is to provide a brief introduction to basic commands for summarizing and graphing data. We illustrate these commands on a dataset about students in a an introductory statistics class. A second goal of this chapter is to introduce the use of R as an environment for programming Monte Carlo simulation studies. We describe a simple Monte Carlo study to explore the behavior of the two-sample t statistic when testing from populations that deviate from the usual assumptions. We will find these data analysis and simulation commands very helpful in Bayesian computation.