In case anyone is interested, I have put a short program introducing the 
basic concepts of Bayesian statistics through simulating coin tossing.  
It's at my page on the wiki

http://www.jsoftware.com/jwiki/SeanOByrne

It is based on an introductory example in the textbook 'Data Analysis: A 
Bayesian Tutorial' by D.S. Sivia. 

Sean
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