Allen B. Downey has made a rough draft version of his new introduction to Bayesian statistics textbook available for free online. You can download the pdf version here or read the HTML here.

Think Bayes is an introduction to Bayesian statistics using computational methods. This version of the book is a rough draft. I am making this draft available for comments, but it comes with the warning that it is probably full of errors.

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4 comments, sorted by Click to highlight new comments since: Today at 5:43 AM

I hope Nate Silver is right about this:

Recently, however, some well-respected statisticians have begun to argue that frequentist statistics should no longer be taught to undergraduates. And some professions have considered banning Fisher’s hypothesis test from their journals. In fact, if you read what’s been written in the past ten years, it’s hard to find anything that doesn’t advocate a Bayesian approach.

Hacker News discussion (>29 comments): http://news.ycombinator.com/item?id=4634843

After skimming some of the chapters, it looks pretty short so far.

After skimming some of the chapters, it looks pretty short so far.

My main criticism would be that so many of the problems are veridical paradoxes rather than intuitive applications. Even so, I thought it was worth pointing out because it is truly a beginners level introduction and is free.