INTRODUCTION TO BAYESIAN
STATISTICS COURSE
Instructor: Truong Buu Chau
Email: truongbuuchau@[Link]
Faculty of Mathematics and Statistics
August 18, 2025
Truong Buu Chau C03031 - Bayesian Statistics August 18, 2025 1/8
Course information
Course name: Bayesian statistics
Number of credits: 4
Number of periods: 60 theoretical periods.
Course ID: C03031.
Programme: Statistics (7460201).
Prior-Completion: Statistical Computing (C03107),
English 2 (P15032)
Truong Buu Chau C03031 - Bayesian Statistics August 18, 2025 2/8
Course objectives
1 The objectives of this course are to introduce the
Bayesian approach to statistical inference.
2 How Bayesian methods can be used for inference
and how they compare favorably with the
frequentist alternatives.
3 Modern Bayesian inference relies heavily on such
computational algorithms and, hence, a substantial
part of the course will be focused on Makov Chain
Monte Carlo methods.
Truong Buu Chau C03031 - Bayesian Statistics August 18, 2025 3/8
Contents and course planning
Chapter 1: Introduction to Bayesian statistical
inference
Truong Buu Chau C03031 - Bayesian Statistics August 18, 2025 4/8
Contents and course planning
Chapter 1: Introduction to Bayesian statistical
inference
Chapter 2: A review on probability theory
Truong Buu Chau C03031 - Bayesian Statistics August 18, 2025 4/8
Contents and course planning
Chapter 1: Introduction to Bayesian statistical
inference
Chapter 2: A review on probability theory
Chapter 3: Bayesian inference for discrete random
variables
Truong Buu Chau C03031 - Bayesian Statistics August 18, 2025 4/8
Contents and course planning
Chapter 1: Introduction to Bayesian statistical
inference
Chapter 2: A review on probability theory
Chapter 3: Bayesian inference for discrete random
variables
Chapter 4: Bayesian inference for Binomial
proportion
Truong Buu Chau C03031 - Bayesian Statistics August 18, 2025 4/8
Contents and course planning
Chapter 1: Introduction to Bayesian statistical
inference
Chapter 2: A review on probability theory
Chapter 3: Bayesian inference for discrete random
variables
Chapter 4: Bayesian inference for Binomial
proportion
Chapter 5: Bayesian inference for Poisson
Truong Buu Chau C03031 - Bayesian Statistics August 18, 2025 4/8
Contents and course planning
Chapter 1: Introduction to Bayesian statistical
inference
Chapter 2: A review on probability theory
Chapter 3: Bayesian inference for discrete random
variables
Chapter 4: Bayesian inference for Binomial
proportion
Chapter 5: Bayesian inference for Poisson
Chapter 6: Bayesian inference for Normal mean
Truong Buu Chau C03031 - Bayesian Statistics August 18, 2025 4/8
Contents and course planning
Chapter 1: Introduction to Bayesian statistical
inference
Chapter 2: A review on probability theory
Chapter 3: Bayesian inference for discrete random
variables
Chapter 4: Bayesian inference for Binomial
proportion
Chapter 5: Bayesian inference for Poisson
Chapter 6: Bayesian inference for Normal mean
Chapter 7: Bayesian inference for simple linear
regression model
Chapter 8: Markov Chain Monte Carlo methods
Truong Buu Chau C03031 - Bayesian Statistics August 18, 2025 4/8
References
M. Bostad & M. Curran, [2016], Introduction to
Bayesian statistics, 3rd ed., Wiley.
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References
P. D. Hoff, [2009], A first course in Bayesian statistical
methods, Springer.
C. P. Robert, [2007], The Bayesian choice: From
decision-theoretic foundations to computational
implementation, 2nd ed., Springer.
J. Albert, [2007], Bayesian computation with R,
Springer.
P. Congdon, [2006], Bayesian statistical modelling, 2nd
ed., Wiley.
Truong Buu Chau C03031 - Bayesian Statistics August 18, 2025 6/8
Evaluating the course
1 In-class test + assignment: 10% + 20%.
2 Mid-term exam: 20%.
3 Final exam: 50%.
Truong Buu Chau C03031 - Bayesian Statistics August 18, 2025 7/8
Instructions
1 Reading books in references (guiding of lecturer).
2 Doing homework.
3 Discuss problems in every section
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