I wrote a small introduction to Bayesian inference, but because it is pretty heavy on math, I used the format of an IPython notebook. Bayesian inference is an important process in machine learning, with many real-world applications, but if you were born any time in the 20th century, you were most likely to learn about probability theory from a frequentist point of view. One reason may be that calculating some integrals in Bayesian statistics was too difficult to do without computers, so frequentist statistics was more economical.

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