Bayesian Data Analysis, Second Edition (Texts in Statistical Science)
by Andrew Gelman, John B. Carlin, Hal S. Stern, Donald B. Rubin
Book Summary Information
Author: Andrew Gelman, Donald B. Rubin, Hal S. Stern, John B. CarlinEdition: Hardcover
Audio: English (Original Language); English (Unknown); English (Published)
Published: 2003-07-29
ISBN: 158488388X
Number of pages: 696
Publisher: Chapman & Hall/CRC
Book Reviews of Bayesian Data Analysis, Second Edition (Texts in Statistical Science)
Book Review: The Standard Work
Summary: 5 Stars
In my view, this is the single best book on Bayesian statistics. It's set at about masters level for a statistics specialist, though it could be read by anyone with matrix algebra and calculus. It starts right from scratch, with basic ideas about probability and develops Bayesian ideas through simple one-parameter models right up to the most sophisticated types of heirarchical models extant. Because the subject matter was formerly the subject of heated debate at the philosophical level this book carefully avoids philosophical argument. The authors prefer to make their case by presenting the reader with a wide range of powerful techniques and leaving the philosophy to others. Each chapter ends with a guide to the literature on the subject matter of the chapter. The tone of the book is practical and gives much guidance on computational issues. The second edition made a great book even better by beefing up the parts on computation to include more on how to implement state-of-the-art Markov Chain Monte Carlo methods using freely available software (R and WinBUGS) as well as how to write your own. Outstanding!
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