
Week  Topics  Chapters 
12  Introduction and philosophy. Loss function and risk.  1; 2; 4.1 
3  Utility and Risk.  2 
45  Prior and posterior. Conjugate families.  3; 4.1, 4.2 
Generalized Bayes rules.  
67  Bayesian estimation.  4.3 
78  Bayesian hypothesis testing. Prediction.  4.3 
9  Empirical Bayes rules  4.5 
10  Hierarchical Bayes analysis.  4.6 
1112  Bayesian robustness.  4.7 
13  Admissibility of Bayes rules. Bayesian calculation.  4.8, 4.9 
1415  Game theory and the minimax theorem.  5 
Prerequisites: STAT 53515352 (Probability and Mathematical Statistics) and either STAT 6331 (Statistical Inference) or STAT 6338 (Advanced Statistical Methods II).