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Dec 6, 2010 at 21:12 comment added conjugateprior Like Sivia, this is very nice if you have some physics background and can be rough if not. Not a good guide to any kind of applied social statistics (for that use Gelman and Hill, or Gelman et al. above) but really great for prompting you to really think about the core issues.
Sep 9, 2010 at 6:16 history edited Joe CC BY-SA 2.5
Note that its focus isn't strictly Bayesian statistics, rather than saying it's not a great textbook - it is, just perhaps not for the task asked
Sep 8, 2010 at 12:37 comment added PeterR And it is available for free download at the authors page: inference.phy.cam.ac.uk/mackay/itila/book.html
Aug 30, 2010 at 14:00 history answered Joe CC BY-SA 2.5