Monograf\'ia de Estad\'istica Bayesiana

TL;DR

This paper provides an introductory overview of Bayesian Statistics, covering the Bayesian paradigm, decision theory, and Bayesian inference as a decision problem, aimed at students and newcomers to the field.

Contribution

It offers a comprehensive, self-contained course note that systematically introduces Bayesian concepts and decision theory for educational purposes.

Findings

Clear explanation of Bayesian paradigm

Introduction to decision theory in Bayesian context

Bayesian inference presented as a decision problem

Abstract

Course notes about an introduction to Bayesian Statistics. First, an explanation of the bayesian paradigm is motivated and explained in detail (first three chapters). Then, a brief introduction to the basics about Decision Theory in chapter four, which is self contained, with the purpose of introducing parametrica bayesian inference as a decision problem in chapter five.