10. Bayesian Statistics II: Normal data

In the previous session, we looked at Bayesian inference for proportions. We now consider continuous data and explore Bayesian inference for data when they are assumed to follow a Normal distribution.

Intended learning outcomes

By the end of this session you will be able to:

  • Find the posterior for a Normally distributed mean when the variance of the data is known

  • Find credible and HPD intervals for a Normally distributed mean

  • Find the Bayesian predictive distributions for Normal data and data summaries.

The next sessions calculate the posterior for the mean of a Normal distribution, obtain HPD credible intervals and use the posterior to make predictions.