Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2017, Director: David Márquez Carreras[en] Bayesian statistics is that statistic that is based on the Bayes theorem, therefore, in the information we have before observe the data. As a result, we have the a priori distribution and a posteriori distribution, which we make inference. In this work we will study the process of estimation from Bayesian inference and simulation methods of a posteriori distribution. In addition, we will see this knowledge applied to practical examples.