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Introduction to Bayesian Statistics (Udemy.com)

Bayes' Theorem and Bayesian statistics from scratch - a beginner's guide.

Created by: Woody Lewenstein

Last updated August 2020

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What you will learn

  • Bayes' Theorem
  • Bayesian statistics
  • Conditional probability
  • An understanding of subjective approaches to probability
  • Using Venn and Tree diagrams to model probability problems

How it compares

Against the other 127 rated Udemy courses in Math on CourseDuck:

  • Rating4.6 out of 5higher than 37% of them
  • Reviews825#32 of 128 by number of reviews
  • Length1.3 hoursshorter than 99% of them
  • Last updatedAugust 2020earlier than 74% of them

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Course Description

Bayesian statistics is used in many different areas, from machine learning, to data analysis, to sports betting and more. It's even been used by bounty hunters to track down shipwrecks full of gold!

This beginner's course introduces Bayesian statistics from scratch. It is appropriate both for those just beginning their adventures in Bayesian statistics as well as those with experience who want to understand it more deeply.

We begin by figuring out what probability even means, in order to distinguish the Bayesian approach from the Frequentist approach.

Next we look at conditional probability, and derive what we call the "Baby Bayes' Theorem", and then apply this to a number of scenarios, including Venn diagram, tree diagram and normal distribution questions.

We then derive Bayes' Theorem itself with the use of two very famous counter-intuitive examples.

We then finish by looking at the puzzle that Thomas Bayes' posed more than 250 years ago, and see how Bayes' Theorem, along with a little calculus, can solve it for us.



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Instructor Details

Woody Lewenstein

After finishing my studies at Oxford University I worked for a year in India before moving to London, which is where I have been ever since.

I have taught mathematics in some of the best performing schools in the country for over 10 years, where I have taught all levels of school maths, including GCSE, A-Level, Further Maths and Oxbridge entrance paper preparation. I also have 1000's of hours of tutoring experience working one-to-one with students on A-level maths and further maths.

Alongside this I have worked with businesses to train their staff in mathematical skills, such as statistics, data analysis and mathematical software packages.

Away from my work I love music and long-distance cycling, and recently cycled from London to Istanbul.

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Reviews

4.6

825 ratings on Udemy

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By William Hall on 4/14/2026

Perfect, nice and concise intro course to Bayesian Statistics. I attempted to read a book on this subject, but this course was far more understandable given all the various images and examples. Thank you!

By Shatanik Chatterjee on 1/21/2026

Great course to understand Bayes Theorem and Conditional Probability! While it does go through some of the basics of probability, it would be great if you do know a bit about Probability before taking this course.

By NARAYAN RAMANATHAN on 8/26/2025

In just a brief yet brilliantly structured course, free from the usual theoretical clutter, I finally grasped the essence of Rev. Thomas Bayes’ profound insight. Immense thanks to Mr. Woody Lewenstein for embedding Bayes so vividly and indelibly into my thinking! Indeed, Rev. Bayes in heavens must be proud of you!

By Alfonso Tello-Garza on 8/23/2025

It was a great course. Illustrates quite well how Bayes theorem works. Just at the end, I found the mathematical reasoning quite difficult to follow. I will need to watch the end again and think more about it. I am quite happy that I found this course. Thanks!

By Mike Dwyer on 5/17/2024

Good presentation and the teacher was very engaging and passionate about the subject matter, but after the course there are quite a few things that I'm really struggling with understanding even after re-reviewing the material a number of times.

By Andrew Walkden on 10/24/2022

Woody built gradually, with just the right amount of repetition and quizzing, to something very substantial without me even really noticing until it was done. Each stage seemed just a little out of reach until I simply applied what I'd already learnt and found it totally within my grasp.

By Justin Pond on 4/27/2022

I am familiar with statistics, taking the course as a refresher. The concepts are provided in a very clear way and simply demonstrated. After the base fundamentals are covered, they are explained well. I like that the formulae are provided in a natural way, and covered after providing visual examples.

By Shan Vadi on 7/27/2021

It is a very difficult topic to understand though it appears a simple formula esp. when you apply for a real time situation. I have not seen anybody who has explained so well to grasp the concept.

By Stefan Dimitrijevic on 10/10/2020

A couple more worked examples would certainly be good, it certainly helped me with my statistics course, at least the beginning of it, but it feels a bit unfinished

By Ali Sadeghi on 8/21/2020

The course provides clear explanation of the basic Bayesian concepts and immediately proceeds to demonstrate the far-reaching real world consequences of these basics. I loved it.

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Overall Score : 92 / 100