What I know about Bayes I've picked up in passing from the Library here. If anyone has a a good book to learn about Bayesian statistics, please drop it in the comments along with an explanation of why that book is better than the alternatives.

6 comments, sorted by Click to highlight new comments since: Today at 3:02 AM
New Comment

I am 3 chapters into Gelman's Bayesian Data Analysis. The text is good (and available free & legitimately from that link), but where this book really shines for me so far are the problems. They are excellent, and have you using a programming languge of your choice to do computational statistics by chapter 2. I already have ideas on ways I can use the concepts at work. I had previously read through Jaynes's Probability Theory: The Logic of Science, and I love it and it changed the way I think, but for practical value, Bayesian Data Analysis wins.

Thanks- I got Data Analysis: A Bayesian Tutorial off of the Best Textbooks on Every Subject list. Have you read that one, or have an opinion/comparison between the two?

See The Best Textbooks on Every Subject. Also this is more fitting for a Question format. The mods can probably switch this post to use the question format, but in the future you can easily create questions from the same place you create posts.

Alright. Thanks.

I liked Statistical Rethinking a lot, coming in as an engineer who needed to write code implementing different statistical concepts but only knew very basic statistics.