Time to be Bayesian
-------------------

Music:  The Zombies ("Time of the Season")
Lyrics:  Mark Glickman

Recorded May 24, 2008, at Glickman Studios Inc (a.k.a. Mark's apartment).
Mixed and converted to MP3 that very same day by Mark Glickman
because it's so easy with modern technology, for crissake.

Vocals:  Mark Glickman, Mark Glickman, Mark Glickman
Various midi-programmed instruments:  Unknown

Notes:  This song was first performed live in June 2006
at "Eighth Valencia World Meeting on Bayesian Statistics"
in Benidorm, Spain, with the help of Brad Carlin, Jennifer Hill,
David Heckerman, and an awesome midi file that had all the percussion
and synth sounds preprogrammed.  I was a little lazy with studio
recording, neglecting to lay down even a single live instrument track.
That may change on a revised recording.  In the meantime,
deal with the current version.

Lyrics:

It's the time to be Bayesian --
Don't get me wrong.
I'll explain all of the reasons
to pitch your long-run frequency.

You formulate a prior
density
to represent beliefs.
It's the time to be Bayesian in thinking!

Who is Bayes? (Who is Bayes?)
What's the difference? (What's the difference?  Is this...)
Is this MLE?
Why've you taken  (Why've you taken)
all my time (all my time, to show)
to show you probability?

You run a Monte Carlo
Markov chain
for model summaries.
It's the time to be Bayesian in thinking!