[Hidden-tech] Recommend a book on Bayesian statistics?

Jan Werner jwerner at jwdp.com
Tue Dec 8 20:06:31 EST 2009


The top two overall references for practicing (as opposed to 
theoretical) statisticians are :

Jeff Gill, Bayesian Methods - A Social and Behavioral Sciences Approach, 
2nd Edition, 2008, Chapman & Hall/CRC.

Gelman, Carlin, Stern & Rubin, Bayesian Data Analysis, 2nd Edition, 
2004, Chapman & Hall/CRC.

Gill's book is more approachable as an introduction and explains 
Bayesianism better (IMO). As the title indicates, it is more focused on 
the use of Bayesian statistics in social science applications than the 
other book. Gelman et al is a standard reference for many statisticians 
and has more practical information on the use of models for Bayesian 
data analysis.

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An excellent practical introduction for learning how Bayesian statistics 
are actually used (but not as a reference) is:

Scott M. Lynch, Introduction to Applied Bayesian Statistics and 
Estimation for Social Scientists, 2007, Springer.

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Note that you will need a reasonable grasp of classical (frequentist) 
statistics, calculus and statistical programming to follow much of any 
book on Bayesian statistics. The ones listed all use R for examples, so 
it will also help if you know a little about R or S-Plus.

Jan Werner
_______________

Cheryl Handsaker wrote:
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> Greetings, all,
>
> I'm interested in purchasing a book for both reference and learning
> about Bayesian statistics. Does anyone have a recommendation?
>
> Thanks,
> Cheryl
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