Which is the best introductory textbook for Bayesian statistics?
One book per answer, please.
Solved – the best introductory Bayesian statistics textbook
bayesianreferences
bayesianreferences
Which is the best introductory textbook for Bayesian statistics?
One book per answer, please.
Best Answer
John Kruschke released a book in mid 2011 called Doing Bayesian Data Analysis: A Tutorial with R and BUGS. (A second edition was released in Nov 2014: Doing Bayesian Data Analysis, Second Edition: A Tutorial with R, JAGS, and Stan.) It is truly introductory. If you want to walk from frequentist stats into Bayes though, especially with multilevel modelling, I recommend Gelman and Hill.
John Kruschke also has a website for the book that has all the examples in the book in BUGS and JAGS. His blog on Bayesian statistics also links in with the book.