TEACHING BAYESIAN STATISTICS USING SAMPLING METHODS AND MINITAB

Bayesian statistics can be hard to teach at an elementary level due to the difficulty in deriving the posterior distribution for interesting nonconjugate problems. One attractive method of summarizing the poste rior distribution is to directly simulate from the probability distrib ution of interest and then explore the simulated sample. We illustrate the use of Rubin's Sampling-Importance-Resampling (SIR) algorithm to simulate posterior distributions for three inference problems. In each example, we focus on the construction of the prior distribution and t hen use exploratory data analysis techniques to describe the posterior samples and make inferences. The use of MINITAB macros is presented t o illustrate the ease of performing this simulation on standard statis tical computer programs.