Errata (excluding minor typos) for the 2nd printing of Bayesian Data Analysis. If you find any other errors, please e-mail to gelman@stat.columbia.edu p. 31, 11th line from bottom: "241,925" should be "241,945". p. 47, lines 12-13: "precision-weighted average" should be "degrees-of-freedom-weighted average". p. 61, exercise 12(a): "normal approximation to the Poisson" should be "normal approximation to the gamma and Poisson". p. 76, 14th-13rd lines from the bottom: "can be interpreted as containing equivalent information to" should be "is mathematically equivalent to a likelihood resulting from". p. 79, top equation: "(y-mu)^T(Sigma^(-1))(y-mu)" should be "sum_{i=1}^{n} (y_i-mu)^T(Sigma^(-1))(y_i-mu)". p. 79, last equation: 2nd "Lambda_n^{12}" should be "Lambda_n^{21}". p. 80, 2nd line of 2nd pair of equations: "= E(Lambda_n|y) + var(mu|y) = Lambda_n + Sigma" should be "= E(Sigma|y) + var(mu|y) = Sigma + Lambda_n". p. 80, 15th line from bottom: "mu|Sigma" should be "mu|Sigma,y". p. 88, Exercise 1: The second sentence ("Also suppose . . .") should be "Also suppose that theta=(theta_1,...,theta_J) has a Dirichlet prior distribution." p. 95, 2 lines above the example: "I(theta) is positive" should be "I(theta-hat) is positive". p. 95, 2nd line from bottom: this cross-derivative is not zero in general (only zero at the mode). The right side of the equation should be: -2n(y-bar - mu)/(sigma^2). p. 103, line 10: "theta_1" should be "mu_1". p. 131, middle: both instances of "10^{-10}" should be "-10^{10}". p. 140, equation: proportionality should be equality. p. 157, exercise 5(a): "1/(1+beta)" should be "beta/(1+beta)". p. 158, exercise 7(c): "improper" should be "proper". p. 158, exercise 7(c): last two lines should be "0 < y_j < n_j for at least one experiment j". p. 165, line 11: "too far" should be omitted. p. 187, 3rd line of Exercise 7b: "posterior" should be "prior". p. 176, 1st full paragraph: "0.25/1.0" should be "1.0/0.25", and the next "0.25" should be "4". p. 188, end of Exercise 11: "Section 6.6" should be "Exercise 6.12". p. 218, 12th line from bottom: "N - N lambda_2" should be "N - N lambda_1". p. 239, line 3: "E(y-tilde|y)" should be "E(y-tilde|sigma^2,y)". p. 239, 17th line from bottom: "center beta-hat" should be "center X-tilde beta-hat". p. 245, table: The numbers in the table are wrong. They should be: 2.5% 25% median 75% 97.5% Incumbency 0.084 0.103 0.114 0.124 0.144 Vote proportion in 1986 0.576 0.627 0.654 0.680 0.731 Incumbent party -0.014 -0.009 -0.007 -0.004 0.001 Constant term 0.066 0.106 0.127 0.148 0.188 sigma (residual sd) 0.061 0.064 0.066 0.068 0.071 p. 256, first line of (8.13): "p(beta|Sigma_y)" should be "p(beta|Sigma_y,y)". p. 256, second line of (8.13): "N(beta|X beta-hat,V_beta)" should be "N(beta|beta-hat,V-beta)". p. 256, equation (8.14): right side of equation should also include a factor of |Sigma_y|^(-1/2). p. 258, line 2: "Q_y^{-1/2}" should be "Q_y^{-1}". p. 258, 6th line from bottom: "Q_y^{-1}" should be "Q_y". p. 306, Laplace's approximation: "(2 pi)^{-d/2}" should be "(2 pi)^{d/2}". p. 317, Exercise 4a: "p(y|theta)" should be "p(theta|y)". p. 339, unnumbered displayed equation: there should also be a factor of |Sigma_y|^(-1/2) on the right side of the equation. p. 350, two equations: right side of first equation should be "N(mu,V_i)"; right side of second equation should be "Inv-chi^2(nu,sigma^2)". p. 361, equation below (12.6): "nu" in denominator should be "nu sigma^2 old". p. 368, "Intraclass correlation": not quite correct as written since sigma is used twice with different meanings in the original and random effects models. To fix: - In the 2nd sentence of the "Intraclass correlation" paragraph, change "sigma" to "eta" in both places. - In the 4th sentence, just after "occurs when", add "eta^2 = sigma^2 + sigma^2_beta and". p. 378, second full paragraph: the dimension of beta is 70, not 75, because the five regional variables associated with specific years (see Table 13.1) have been removed. p. 385, equation (14.1): "p(y|X,beta)" should be "p(y|X,beta,phi)". p. 396, line 16: "implicitly impose" should be "allow us to impose". p. 396, 8th line from bottom: "An implication of this coding is that the parameters A_ij will be estimated in such a manner to insure that" should be "In simulating from the posterior distribution the parameters A_ij will not be sampled but instead used to insure that". p. 429, long equation: E_old(zeta_ij) and (1-E_old(zeta_ij)) should be switched. p. 429, long equation: The following term is missing and should be added to the formula on the right side of the equation: sum_{j=1}^{17} sum_{i=1}^{30} S_j (log(lambda) E_old(zeta_ij) + log(1-lambda) (1-E_old(zeta_ij))) p. 429, long equation, and p. 430, first full paragraph: "E_old(p(zeta,theta|y))" should be "E_old(log(p(zeta,theta|y)))". p. 432, item 3: beta distribution parameters should be (h+1, 180-h+1), not (h, 180-h), because of the uniform prior distribution on lambda. p. 457, 4th line from bottom: "iid" should be "independent". p. 477, density function of Beta-binomial distribution: a and b should be alpha and beta. p. 479, equation (A.2): "mu_j" should be "theta_j-mu_j". p. 479, equation (A.2): "(Sigma^-1)_ii" should be "1/(Sigma^-1)_ii". p. 485: In the two equations (B.1), log(p/f) should be log(f/p). (That is, we mistakenly switched the sign of the K-L information.) Then, three lines below (B.1), "maximizer" should be "minimizer"; in pp. 485-487, "maximize" should be "minimize" throughout. p. 485, last line: "H(theta)-H(theta_0)" should be "H(theta_0)-H(theta)". p. 487, 15th line from bottom: "second derivative" should be "negative second derivative". We thank Patrick Aboyoun, Adriano Azevedo, Victor De Oliveira, David Draper, Yuri Goegebeur, Chuanpu Hu, Zaiying Huang, Tom Little, Radford Neal, Thomas Richardson, Charles Russell, Scott Schmidler, Francis Tuerlinckx, Iven Van Mechelen, and Mark Vangel for finding some of these. This list was last changed on 29 August 2003.