Before starting the description of the probability distributions, we want to impose on the reader the essential feature that a model is an

Jean-Michel Marin and Christian P. Robert in Bayesian Core: a practical approach to computational Bayesian statistics.interpretationof a real phenomenon that fits its characteristics to some degree of approximation rather than anexplanationthat would require the model to be “true”. In short, there is no such thing as a “true model”, even though some models are more appropriate than others!