First off: In case you are intersted in Bayesian Statistical Methods for Python, start with
The following is taken from this book and here shows how it works inside a Sage Worksheet.
The only caveat is, that this is installed from the master branch on github, which is version 3. To get the older 2.3, just install pymc locally.
General remark: Sage converts numbers to it's basic Types ("Integer", ...).
To avoid this,
1r is a "raw" Python 1-int, or
%python or even
%default_mode python sets the cell or everything to pure Python mode.