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Time to be Bayesian

Lyric by Mark Glickman
may sing to the tune of "Time of the Season" (The Zombies)

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!