One parameter models cont’d; Loss functions and Bayes risk

Required:

• A First Course in Bayesian Statistical Methods by Peter D. Hoff.:
  • Section 3.1.2: Confidence regions
  • Section 3.2: The Poisson model
  • Section 3.3: Exponential families and conjugate priors
  • Section 3.4: Discussion and further references

Optional:

• Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin.:
  • Section 2.6: Other standard single-parameter models